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Two-player quantitative zero-sum games provide a natural framework to synthesize controllers with performance guarantees for reactive systems within an uncontrollable environment. Classical settings include mean-payoff games, where the…

Logic in Computer Science · Computer Science 2016-07-11 Patricia Bouyer , Nicolas Markey , Mickael Randour , Kim G. Larsen , Simon Laursen

We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…

Computer Science and Game Theory · Computer Science 2015-09-30 Payam Delgosha , Amin Gohari , Mohammad Akbarpour

We introduce a three-player nonlocal game, with a finite number of classical questions and answers, such that the optimal success probability of $1$ in the game can only be achieved in the limit of strategies using arbitrarily…

Quantum Physics · Physics 2020-10-28 Zhengfeng Ji , Debbie Leung , Thomas Vidick

We give an alternative proof that every two-person non-zero-sum absorbing positive recursive stochastic game with finitely many states has approximate equilibria, a result proven by Nicolas Vieille. Our proof uses a state specific discount…

Probability · Mathematics 2011-10-12 Robert Samuel Simon

We consider continuous-time heterogeneous agent models with recursive utility (Epstein-Zin utility) cast as mean field games, in which agents prefer late resolution of uncertainty. The model leads to a system coupling a pair of…

Optimization and Control · Mathematics 2026-05-27 Yves Achdou , Qing Tang

We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

Probability · Mathematics 2024-05-16 José Luis Pérez , Neofytos Rodosthenous , Kazutoshi Yamazaki

Candogan et al. (2011) provide an orthogonal direct-sum decomposition of finite games into potential, harmonic and nonstrategic components. In this paper we study the issue of decomposing games that are strategically equivalent from a…

Computer Science and Game Theory · Computer Science 2020-04-01 Joseph Abdou , Nikolaos Pnevmatikos , Marco Scarsini , Xavier Venel

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

We introduce quantitative reductions, a novel technique for structuring the space of quantitative games and solving them that does not rely on a reduction to qualitative games. We show that such reductions exhibit the same desirable…

Computer Science and Game Theory · Computer Science 2018-09-12 Alexander Weinert

The paper is concerned with two-person games with saddle point. We investigate the limits of value functions for long-time-average payoff, discounted average payoff, and the payoff that follows a probability density. Most of our assumptions…

Optimization and Control · Mathematics 2015-01-29 Dmitry Khlopin

Von Neumann's Min-Max Theorem guarantees that each player of a zero-sum matrix game has an optimal mixed strategy. This paper gives an elementary proof that each player has a near-optimal mixed strategy that chooses uniformly at random from…

Computational Complexity · Computer Science 2015-06-02 Richard Lipton , Neal E. Young

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

Optimization and Control · Mathematics 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

We study a class of deterministic mean field games on finite and infinite time horizons arising in models of optimal exploitation of exhaustible resources. The main characteristic of our game is an absorption constraint on the players'…

General Economics · Economics 2021-04-14 Paulwin Graewe , Ulrich Horst , Ronnie Sircar

We prove some regularity properties (convexity, closedness, compactness and preservation of upper hemicontinuity) for distribution and regular conditional distribution of correspondences under the nowhere equivalence condition. We show the…

Probability · Mathematics 2017-12-07 Wei He , Yeneng Sun

We study zero-sum (combinatorial) games, within the framework of so-called Richman auctions (Lazarus et al. 1996) namely, we modify the alternating play scoring ruleset Cumulative Subtraction (CS) (Cohensius et al. 2019), to a discrete…

Computer Science and Game Theory · Computer Science 2020-03-13 Urban Larsson , Neel Patel , Ravi Kant Rai

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

Optimization and Control · Mathematics 2021-12-22 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We establish some new common fixed point theorems of single-valued and multivalued mappings operating between complete ordered locally convex spaces under weaker assumptions. As an application, we prove a new minimax theorem of existence of…

Functional Analysis · Mathematics 2021-09-21 Driss Mentagui , Azennar Radouane

Hirschfeldt and Jockusch (2016) introduced a two-player game in which winning strategies for one or the other player precisely correspond to implications and non-implications between $\Pi^1_2$ principles over $\omega$-models of…

Logic · Mathematics 2021-12-02 Damir D. Dzhafarov , Denis R. Hirschfeldt , Sarah C. Reitzes

We show that a uniform measure density condition implies game regularity for all $2<p<\infty$ in a stochastic game called 'tug-of-war with noise'. The proof utilizes suitable choices of strategies combined with estimates for the associated…

Probability · Mathematics 2016-07-07 Joonas Heino

We study rational agents with different perception capabilities in strategic games. We focus on a class of one-shot limited-perception games. These games extend simultaneous-move normal-form games by presenting each player with an…

Computer Science and Game Theory · Computer Science 2024-05-28 Kai Jia , Martin Rinard