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We consider a class of infinite-state stochastic games generated by stateless pushdown automata (or, equivalently, 1-exit recursive state machines), where the winning objective is specified by a regular set of target configurations and a…

Computer Science and Game Theory · Computer Science 2011-05-11 Tomáš Brázdil , Václav Brožek , Antonín Kučera , Jan Obdržálek

We define a class of zero-sum games with combinatorial structure, where the best response problem of one player is to maximize a submodular function. For example, this class includes security games played on networks, as well as the problem…

Computer Science and Game Theory · Computer Science 2017-12-04 Bryan Wilder

For decades, two-player (antagonistic) games on graphs have been a framework of choice for many important problems in theoretical computer science. A notorious one is controller synthesis, which can be rephrased through the game-theoretic…

Computer Science and Game Theory · Computer Science 2023-06-22 Patricia Bouyer , Stéphane Le Roux , Youssouf Oualhadj , Mickael Randour , Pierre Vandenhove

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

We study \emph{partial-information} two-player turn-based games on graphs with omega-regular objectives, when the partial-information player has \emph{limited memory}. Such games are a natural formalization for reactive synthesis when the…

Formal Languages and Automata Theory · Computer Science 2020-02-19 Dhananjay Raju , Rüdiger Ehlers , Ufuk Topcu

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…

Optimization and Control · Mathematics 2014-07-16 Dario Bauso , Thomas W L Norman

In this paper, we study two-player zero-sum turn-based games played on a finite multidimensional weighted graph. In recent papers all dimensions use the same measure, whereas here we allow to combine different measures. Such heterogeneous…

Computer Science and Game Theory · Computer Science 2016-06-22 Véronique Bruyère , Quentin Hautem , Jean-François Raskin

We introduce capital games, which generalize the definition of standard games to incorporate dynamics. In capital games, payoffs are in units of capital which are not assumed to be units of utility. The dynamics allow us to infer player…

Computer Science and Game Theory · Computer Science 2026-01-27 Ben Abramowitz

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

Computer Science and Game Theory · Computer Science 2022-07-12 T. Kroupa , T. Votroubek

We study two-player zero-sum games over infinite-state graphs with boundedness conditions. Our first contribution is about the strategy complexity, i.e the memory required for winning strategies: we prove that over general infinite-state…

Computer Science and Game Theory · Computer Science 2013-04-23 Krishnendu Chatterjee , Nathanaël Fijalkow

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

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

Optimization and Control · Mathematics 2018-01-17 Panayotis Mertikopoulos , Zhengyuan Zhou

Weighted timed games are two-player zero-sum games played in a timed automaton equipped with integer weights. We consider optimal reachability objectives, in which one of the players, that we call Min, wants to reach a target location while…

Computer Science and Game Theory · Computer Science 2025-03-05 Benjamin Monmege , Julie Parreaux , Pierre-Alain Reynier

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

Optimization and Control · Mathematics 2019-05-17 Jérôme Renault

This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff at any point in the game…

Optimization and Control · Mathematics 2024-12-02 Thomas Ragel , Bruno Ziliotto

We revisit classic algorithmic search and optimization problems from the perspective of competition. Rather than a single optimizer minimizing expected cost, we consider a zero-sum game in which an optimization problem is presented to two…

Computer Science and Game Theory · Computer Science 2011-01-17 Nicole Immorlica , Adam Tauman Kalai , Brendan Lucier , Ankur Moitra , Andrew Postlewaite , Moshe Tennenholtz

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen
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