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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 investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given…

Computer Science and Game Theory · Computer Science 2011-11-18 Christine Grün

Dynamic programming and heuristic search are at the core of state-of-the-art solvers for sequential decision-making problems. In partially observable or collaborative settings (\eg, POMDPs and Dec-POMDPs), this requires introducing an…

Computer Science and Game Theory · Computer Science 2022-11-16 Aurélien Delage , Olivier Buffet , Jilles Dibangoye

In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

Logic in Computer Science · Computer Science 2025-02-26 Pablo F. Castro , Pedro D'Argenio

Game-theoretic agents must make plans that optimally gather information about their opponents. These problems are modeled by partially observable stochastic games (POSGs), but planning in fully continuous POSGs is intractable without heavy…

Computer Science and Game Theory · Computer Science 2025-06-03 Mel Krusniak , Hang Xu , Parker Palermo , Forrest Laine

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

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

Formulating cyber-security problems with attackers and defenders as a partially observable stochastic game has become a trend recently. Among them, the one-sided two-player zero-sum partially observable stochastic game (OTZ-POSG) has…

Systems and Control · Electrical Eng. & Systems 2021-09-20 Wei Zheng , Taeho Jung , Hai Lin

We provide a formal definition of depth-limited games together with an accessible and rigorous explanation of the underlying concepts, both of which were previously missing in imperfect-information games. The definition works for an…

Artificial Intelligence · Computer Science 2022-03-25 Vojtěch Kovařík , Dominik Seitz , Viliam Lisý , Jan Rudolf , Shuo Sun , Karel Ha

For a zero-sum stochastic game which does not satisfy the Isaacs condition, we provide a value function representation for an Isaacs-type equation whose Hamiltonian lies in between the lower and upper Hamiltonians, as a convex combination…

Probability · Mathematics 2016-09-30 Daniel Hernández-Hernández , Mihai Sîrbu

We revisit the question of modeling incomplete information among 2 Bayesian players, following an ex-ante approach based on values of zero-sum games. $K$ being the finite set of possible parameters, an information structure is defined as a…

Optimization and Control · Mathematics 2019-04-02 Fabien Gensbittel , Marcin Peski , Jérôme Renault

Stochastic games are a well established model for multi-agent sequential decision making under uncertainty. In practical applications, though, agents often have only partial observability of their environment. Furthermore, agents…

Computer Science and Game Theory · Computer Science 2024-07-02 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

Coordination games have been of interest to game theorists, economists, and ecologists for many years to study such problems as the emergence of local conventions and the evolution of cooperative behavior. Approaches for understanding the…

Computer Science and Game Theory · Computer Science 2025-07-09 John S. McAlister , Nina H. Fefferman

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

We study zero-sum differential games with state constraints and one-sided information, where the informed player (Player 1) has a categorical payoff type unknown to the uninformed player (Player 2). The goal of Player 1 is to minimize his…

Computer Science and Game Theory · Computer Science 2024-06-05 Mukesh Ghimire , Lei Zhang , Zhe Xu , Yi Ren

This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…

Optimization and Control · Mathematics 2021-07-16 Fang Chen , Xianping Guo , Zhong-Wei Liao

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

The computation of a solution concept of a cooperative game usually employs values of all coalitions. However, in some applications, the values of some of the coalitions might be unknown due to high costs associated with their determination…

Computer Science and Game Theory · Computer Science 2023-03-31 Martin Cerny , Michel Grabisch

Inspired by applications such as supply chain management, epidemics, and social networks, we formulate a stochastic game model that addresses three key features common across these domains: 1) network-structured player interactions, 2)…

Machine Learning · Computer Science 2022-05-06 Sarah H. Q. Li , Lillian J. Ratliff , Peeyush Kumar

Mean-payoff games (MPGs) are infinite duration two-player zero-sum games played on weighted graphs. Under the hypothesis of perfect information, they admit memoryless optimal strategies for both players and can be solved in…

Logic in Computer Science · Computer Science 2015-04-14 Paul Hunter , Guillermo A. Pérez , Jean-François Raskin