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Related papers: Information Relaxations and Dynamic Zero-Sum Games

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A recent theory shows that a multi-player decentralized partially observable Markov decision process can be transformed into an equivalent single-player game, enabling the application of \citeauthor{bellman}'s principle of optimality to…

Computer Science and Game Theory · Computer Science 2025-01-03 Johan Peralez , Aurélien Delage , Olivier Buffet , Jilles S. Dibangoye

Imperfect information games (IIG) are games in which each player only partially observes the current game state. We study how to learn $\epsilon$-optimal strategies in a zero-sum IIG through self-play with trajectory feedback. We give a…

Machine Learning · Statistics 2023-02-16 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Rémi Munos , Vianney Perchet , Michal Valko

We study a general class of dynamic games with asymmetric information where agents' beliefs are strategy dependent, i.e. signaling occurs. We show that the notion of sufficient information, introduced in the companion paper team, can be…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

Two-player games have had a long and fruitful history of applications stretching across the social, biological, and physical sciences. Most applications of two-player games assume synchronous decisions or moves even when the games are…

Biological Physics · Physics 2017-12-15 Robert D. Young

We provide, to the best of our knowledge, the first computational study of extensive-form adversarial team games. These games are sequential, zero-sum games in which a team of players, sharing the same utility function, faces an adversary.…

Artificial Intelligence · Computer Science 2017-11-21 Andrea Celli , Nicola Gatti

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

Optimization and Control · Mathematics 2025-05-13 Magnus Perninge

We study the class of reach-avoid dynamic games in which multiple agents interact noncooperatively, and each wishes to satisfy a distinct target criterion while avoiding a failure criterion. Reach-avoid games are commonly used to express…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Dennis R. Anthony , Duy P. Nguyen , David Fridovich-Keil , Jaime F. Fisac

Scale-invariance in games has recently emerged as a widely valued desirable property. Yet, almost all fast convergence guarantees in learning in games require prior knowledge of the utility scale. To address this, we develop learning…

Computer Science and Game Theory · Computer Science 2026-02-13 Taira Tsuchiya , Haipeng Luo , Shinji Ito

Desensitization addresses safe optimal planning under parametric uncertainties by providing sensitivity function-based risk estimates. This paper expands upon the existing work on desensitization in optimal control to address safe planning…

Systems and Control · Electrical Eng. & Systems 2024-02-08 Vinodhini Comandur , Tulasi Ram Vechalapu , Venkata Ramana Makkapati , Panagiotis Tsiotras , Seth Hutchinson

Dynamic game theory is a powerful tool in modeling multi-agent interactions and human-robot systems. In practice, since the objective functions of both agents may not be explicitly known to each other, these interactions can be modeled as…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Seyed Yousef Soltanian , Wenlong Zhang

This paper studies the implementation of Bayes correlated equilibria in symmetric Bayesian games with nonatomic players, using direct information structures and obedient strategies. The main results demonstrate full implementation in a…

Theoretical Economics · Economics 2026-02-25 Frederic Koessler , Marco Scarsini , Tristan Tomala

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

Machine Learning · Computer Science 2026-05-12 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can be applied either to a true finite state space…

Optimization and Control · Mathematics 2015-03-19 Marianne Akian , Sylvie Detournay

Policy gradient methods have become a staple of any single-agent reinforcement learning toolbox, due to their combination of desirable properties: iterate convergence, efficient use of stochastic trajectory feedback, and theoretically-sound…

Computer Science and Game Theory · Computer Science 2025-07-10 Mingyang Liu , Gabriele Farina , Asuman Ozdaglar

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

We consider a stochastic game with partial, asymmetric and non-classical information, where the agents are trying to acquire as many available opportunities/locks as possible. Agents have access only to local information, the information…

Optimization and Control · Mathematics 2020-09-07 Vartika Singh , Veeraruna Kavitha

In this paper, we propose a new efficient algorithm to compute the value function for zero-sum stopping games featuring two players with opposing interests. This can be seen as a game version of the ''forward algorithm'' for (one-player)…

Probability · Mathematics 2026-02-03 Nhat-Thang Le

Dynamic game theory offers a toolbox for formalizing and solving for both cooperative and non-cooperative strategies in multi-agent scenarios. However, the optimal configuration of such games remains largely unexplored. While there is…

Multiagent Systems · Computer Science 2025-08-18 Jesse Milzman , Jeffrey Mao , Giuseppe Loianno

We generalize gradient descent with momentum for optimization in differentiable games to have complex-valued momentum. We give theoretical motivation for our method by proving convergence on bilinear zero-sum games for simultaneous and…

Machine Learning · Computer Science 2021-06-03 Jonathan Lorraine , David Acuna , Paul Vicol , David Duvenaud

We formulate and analyze a general class of stochastic dynamic games with asymmetric information arising in dynamic systems. In such games, multiple strategic agents control the system dynamics and have different information about the…

Computer Science and Game Theory · Computer Science 2015-10-26 Yi Ouyang , Hamidreza Tavafoghi , Demosthenis Teneketzis