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Related papers: Dynamic Games with Almost Perfect Information

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Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Computer Science and Game Theory · Computer Science 2021-02-19 Sam Ganzfried

Subgame perfect equilibria are specific Nash equilibria in perfect information games in extensive form. They are important because they relate to the rationality of the players. They always exist in infinite games with continuous…

Computer Science and Game Theory · Computer Science 2015-10-01 Stephane Le Roux

We show that equilibria of a sequential semi-anonymous nonatomic game (SSNG) can be adopted by players in corresponding large but finite dynamic games to achieve near-equilibrium payoffs. Such equilibria in the form of random…

Economics · Quantitative Finance 2016-06-23 Jian Yang

In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…

Optimization and Control · Mathematics 2025-05-20 Santiago J. Leudo , Ricardo G. Sanfelice

Dynamic zero-sum games are an important class of problems with applications ranging from evasion-pursuit and heads-up poker to certain adversarial versions of control problems such as multi-armed bandit and multiclass queuing problems.…

Computer Science and Game Theory · Computer Science 2015-06-12 Martin Haugh , Chun Wang

We consider a two-player game of war of attrition under complete information. It is well-known that this class of games admits equilibria in pure, as well as mixed strategies, and much of the literature has focused on the latter. We show…

Optimization and Control · Mathematics 2021-11-30 George Georgiadis , Youngsoo Kim , H. Dharma Kwon

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…

Theoretical Economics · Economics 2025-12-02 Denis Kojevnikov , Kyungchul Song

We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…

Probability · Mathematics 2020-07-15 Tiziano De Angelis , Erik Ekström , Kristoffer Glover

This paper uses value functions to characterize the pure-strategy subgame-perfect equilibria of an arbitrary, possibly infinite-horizon game. It specifies the game's extensive form as a pentaform (Streufert 2023p, arXiv:2107.10801v4), which…

Theoretical Economics · Economics 2023-03-14 Peter A. Streufert

Finite-horizon probabilistic multiagent concurrent game systems, also known as finite multiplayer stochastic games, are a well-studied model in computer science due to their ability to represent a wide range of real-world scenarios…

Computer Science and Game Theory · Computer Science 2026-05-27 Senthil Rajasekaran , Moshe Y. Vardi

We propose a new mean-field game model with two states to study synchronization phenomena, and we provide a comprehensive characterization of stationary and dynamic equilibria along with their stability properties. The game undergoes a…

Optimization and Control · Mathematics 2024-08-21 Felix Höfer , H. Mete Soner

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Computer Science and Game Theory · Computer Science 2022-03-29 Hugo Gimbert , Edon Kelmendi

Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…

Computer Science and Game Theory · Computer Science 2012-07-02 Michael L. Littman , Nishkam Ravi , Arjun Talwar , Martin Zinkevich

We study a zero-sum stochastic differential switching game in infinite horizon. We prove the existence of the value of the game and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities…

Optimization and Control · Mathematics 2018-05-04 Brahim El Asri , Sehail Mazid

This paper contributes a new class of games called spacetime games with perfect information. In spacetime games, the agents make decisions at various positions in Minkowski spacetime. Spacetime games can be seen as the least common…

Computer Science and Game Theory · Computer Science 2020-04-27 Ghislain Fourny

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

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

Unlike Poker where the action space $\mathcal{A}$ is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with…

Computer Science and Game Theory · Computer Science 2025-02-17 Mukesh Ghimire , Zhe Xu , Yi Ren