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We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

Optimization and Control · Mathematics 2009-04-20 Jérôme Renault

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

We study a class of two-player zero-sum stochastic games known as \textit{blind stochastic games}, where players neither observe the state nor receive any information about it during the game. A central concept for analyzing long-duration…

Optimization and Control · Mathematics 2025-11-24 Krishnendu Chatterjee , David Lurie , Raimundo Saona , Bruno Ziliotto

We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and…

Optimization and Control · Mathematics 2013-11-15 Guillaume Vigeral

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

We study two classes of zero-sum stochastic games with compact action sets and a finite product state space. These two classes assume a communication property on the state spaces of the players. For strongly communicating on one side games,…

Optimization and Control · Mathematics 2019-07-03 Tristan Garrec

We consider two-player stochastic games played on a finite state space for an infinite number of rounds. The games are concurrent: in each round, the two players (player 1 and player 2) choose their moves independently and simultaneously;…

Computer Science and Game Theory · Computer Science 2012-01-04 Krishnendu Chatterjee

Mertens, Neyman and Rosenberg [MOR, 2009] used the Mertens and Neyman theorem [IJGT, 1981] to prove the existence of uniform value for absorbing games with finite state space and compact action sets. We provide an analogous proof for…

Optimization and Control · Mathematics 2016-04-14 Xiaoxi Li , Sylvain Sorin

This paper presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…

Computer Science and Game Theory · Computer Science 2023-10-11 Muhammed O. Sayin

An absorbing game is a stochastic game with a single nonabsorbing state. Such a game is called recursive if all players receive a payoff of 0 in the nonabsorbing state, and positive if all payoffs in absorbing states are positive. An action…

Optimization and Control · Mathematics 2025-12-05 Eilon Solan , Nicolas Vieille

In a zero-sum stochastic game with signals, at each stage, two adversary players take decisions and receive a stage payoff determined by these decisions and a variable called state. The state follows a Markov chain, that is controlled by…

Optimization and Control · Mathematics 2021-12-02 Bruno Ziliotto

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

Definable zero-sum stochastic games involve a finite number of states and action sets, reward and transition functions that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic or globally…

Optimization and Control · Mathematics 2015-01-05 Jérôme Bolte , Stéphane Gaubert , Guillaume Vigeral

We study two-player zero-sum recursive games with a countable state space and finite action spaces at each state. When the family of $n$-stage values $\{v_n,n\geq 1\}$ is totally bounded for the uniform norm, we prove the existence of the…

Optimization and Control · Mathematics 2015-06-03 Xiaoxi Li , Xavier Venel

In this paper, we consider a zero-sum undiscounted stochastic game which has finite state space and finitely many pure actions. Also, we assume the transition probability of the undiscounted stochastic game is controlled by one player and…

Optimization and Control · Mathematics 2022-09-23 Purba Das , T. Parthasarathy , G Ravindran

We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…

Computer Science and Game Theory · Computer Science 2016-11-28 Hugo Gimbert , Wieslaw Zielonka

We prove that in a general zero-sum repeated game where the first player is more informed than the second player and controls the evolution of information on the state, the uniform value exists. This result extends previous results on…

Optimization and Control · Mathematics 2013-01-10 Fabien Gensbittel , Miquel Oliu-Barton , Xavier Venel

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

Systems and Control · Electrical Eng. & Systems 2019-12-25 Dhruva Kartik , Ashutosh Nayyar

We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players choose, simultaneously and independently, an action. Then a successor…

Formal Languages and Automata Theory · Computer Science 2011-08-31 Vincent Gripon , Olivier Serre
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