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Related papers: General limit value in zero-sum stochastic games

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Two-player mean-payoff Stackelberg games are nonzero-sum infinite duration games played on a bi-weighted graph by Leader (Player 0) and Follower (Player 1). Such games are played sequentially: first, Leader announces her strategy, second,…

Optimization and Control · Mathematics 2021-08-04 Mrudula Balachander , Shibashis Guha , Jean-François Raskin

In this paper we study a two person zero sum stochastic differential game in weak formulation. Unlike standard literature which uses strategy type of controls, the weak formulation allows us to consider the game with control against…

Probability · Mathematics 2012-10-01 Triet Pham , Jianfeng Zhang

Mean-payoff games on timed automata are played on the infinite weighted graph of configurations of priced timed automata between two players, Player Min and Player Max, by moving a token along the states of the graph to form an infinite…

Computer Science and Game Theory · Computer Science 2020-01-16 Shibashis Guha , Marcin Jurdzinski , Krishna S. , Ashutosh Trivedi

We formulate a mean field game where each player stops a privately observed Brownian motion with absorption. Players are ranked according to their level of stopping and rewarded as a function of their relative rank. There is a unique mean…

Optimization and Control · Mathematics 2021-03-09 Marcel Nutz , Yuchong Zhang

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Computer Science and Game Theory · Computer Science 2020-07-14 Wenshuo Guo , Mihaela Curmei , Serena Wang , Benjamin Recht , Michael I. Jordan

Zero-sum mean payoff games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda \mathbf{1} + u$ where $T:\mathbb{R}^n…

Optimization and Control · Mathematics 2016-11-17 Marianne Akian , Stéphane Gaubert , Antoine Hochart

Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…

Optimization and Control · Mathematics 2019-12-12 Miquel Oliu-Barton

In this paper we study how to play (stochastic) games optimally using little space. We focus on repeated games with absorbing states, a type of two-player, zero-sum concurrent mean-payoff games. The prototypical example of these games is…

Computer Science and Game Theory · Computer Science 2016-04-27 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Michal Koucký

We consider stochastic mean field games for which the state space is a network. In the ergodic case, they are described by a system coupling a Hamilton-Jacobi-Bellman equation and a Fokker-Planck equation, whose unknowns are the invariant…

Analysis of PDEs · Mathematics 2018-05-30 Yves Achdou , Manh-Khang Dao , Olivier Ley , Nicoletta Tchou

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer

In this article, we establish precise convergence rates of a general class of $N$-Player Stackelberg games to their mean field limits, which allows the response time delay of information, empirical distribution based interactions, and the…

Optimization and Control · Mathematics 2025-10-06 Alain Bensoussan , Ziyu Huang , Sheng Wang , Sheung Chi Phillip Yam

In mean-payoff games, the objective of the protagonist is to ensure that the limit average of an infinite sequence of numeric weights is nonnegative. In energy games, the objective is to ensure that the running sum of weights is always…

Computer Science and Game Theory · Computer Science 2012-09-17 Yaron Velner , Krishnendu Chatterjee , Laurent Doyen , Thomas A. Henzinger , Alexander Rabinovich , Jean-Francois Raskin

We study stationary mean field games with singular controls in which the representative player interacts with a long-time weighted average of the population through a discounted and an ergodic performance criterion. This class of games…

Optimization and Control · Mathematics 2025-09-23 Haoyang Cao , Jodi Dianetti , Giorgio Ferrari

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Computer Science and Game Theory · Computer Science 2023-05-12 Ke Sun , Samir M. Perlaza , Alain Jean-Marie

We study turn-based quantitative games of infinite duration opposing two antagonistic players and played over graphs. This model is widely accepted as providing the adequate framework for formalizing the synthesis question for reactive…

Computer Science and Game Theory · Computer Science 2023-06-22 Pierre Ohlmann

The aim of the paper is to study the limit distributions and the asymptotic behavior of summation arithmetic functions. A probabilistic approach based on the use of the axioms of probability theory is used for these purposes. Sufficient…

Number Theory · Mathematics 2018-04-23 Victor Volfson

We consider infinite-state turn-based stochastic games of two players, Box and Diamond, who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded,…

Computer Science and Game Theory · Computer Science 2012-08-09 Tomáš Brázdil , Antonín Kučera , Petr Novotný

We study two-player zero-sum repeated games with incomplete information on one side, where the payoff function is tail measurable (and not necessarily the long-run average payoff). We show that the maxmin value equals the concavification of…

Optimization and Control · Mathematics 2025-12-02 Gil Bar Castellon Koltun , Ehud Lehrer , Eilon Solan

We study nondeterministic strategies in parity games with the aim of computing a most permissive winning strategy. Following earlier work, we measure permissiveness in terms of the average number/weight of transitions blocked by the…

Logic in Computer Science · Computer Science 2013-01-14 Patricia Bouyer , Nicolas Markey , Jörg Olschewski , Michael Ummels

Deriving generalization bounds for stable algorithms is a classical question in learning theory taking its roots in the early works by Vapnik and Chervonenkis (1974) and Rogers and Wagner (1978). In a series of recent breakthrough papers by…

Machine Learning · Computer Science 2020-05-27 Olivier Bousquet , Yegor Klochkov , Nikita Zhivotovskiy