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Related papers: Stochastic Timed Games Revisited

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Weighted Timed Games (WTG for short) are the most widely used model to describe controller synthesis problems involving real-time issues. The synthesized strategies rely on a perfect measure of time elapse, which is not realistic in…

Computer Science and Game Theory · Computer Science 2024-07-02 Benjamin Monmege , Julie Parreaux , Pierre-Alain Reynier

We study the links between the values of stochastic games with varying stage duration $h$, the corresponding Shapley operators $\bf{T}$ and ${\bf{T}}\_h$and the solution of $\dot f\_t = ({\bf{T}} - Id )f\_t$. Considering general non…

Optimization and Control · Mathematics 2016-01-11 Sylvain Sorin , Guillaume Vigeral

In this paper, we study a class of zero-sum two-player stochastic differential games with the controlled stochastic differential equations and the payoff/cost functionals of recursive type. As opposed to the pioneering work by Fleming and…

Probability · Mathematics 2021-05-21 Jinniao Qiu , Jing Zhang

Stochastic games with discounted payoff, introduced by Shapley, model adversarial interactions in stochastic environments where two players try to optimize a discounted sum of rewards. In this model, long-term weights are geometrically…

Computer Science and Game Theory · Computer Science 2021-10-22 Taylor Dohmen , Ashutosh Trivedi

In 1953, Lloyd Shapley defined the model of stochastic games, which were the first general dynamic model of a game to be defined, and proved that competitive stochastic games have a discounted value. In 1982, Jean-Fran\c{c}ois Mertens and…

Probability · Mathematics 2019-12-13 Luc Attia , Miquel Oliu-Barton

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

The notion of approachability was introduced by Blackwell [1] in the context of vector-valued repeated games. The famous Blackwell's approachability theorem prescribes a strategy for approachability, i.e., for `steering' the average cost of…

Machine Learning · Computer Science 2016-06-22 Dileep Kalathil , Vivek Borkar , Rahul Jain

One of the main criticisms to game theory concerns the assumption of full rationality. Logit dynamics is a decentralized algorithm in which a level of irrationality (a.k.a. "noise") is introduced in players' behavior. In this context, the…

Computer Science and Game Theory · Computer Science 2014-11-05 Diodato Ferraioli , Carmine Ventre

In a reachability-time game, players Min and Max choose moves so that the time to reach a final state in a timed automaton is minimised or maximised, respectively. Asarin and Maler showed decidability of reachability-time games on strongly…

Computational Complexity · Computer Science 2020-01-16 Marcin Jurdziński , Ashutosh Trivedi

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…

Optimization and Control · Mathematics 2013-07-15 Pierre Cardaliaguet , Catherine Rainer , Dinah Rosenberg , Nicolas Vieille

In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…

Optimization and Control · Mathematics 2023-08-25 Zeinab Alizadeh , Afrooz Jalilzadeh , Farzad Yousefian

Transmitters of a multiple access channel are assumed to freely choose their power control strategy in order to be energy-efficient. We show that in a stochastic game framework, we can develop energy-efficient distributed control strategies…

Computer Science and Game Theory · Computer Science 2011-07-25 François Mériaux , Maël Le Treust , Samson Lasaulce , Michel Kieffer

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

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

We consider two-player games played in real time on game structures with clocks where the objectives of players are described using parity conditions. The games are \emph{concurrent} in that at each turn, both players independently propose…

Logic in Computer Science · Computer Science 2019-03-14 Krishnendu Chatterjee , Thomas A. Henzinger , Vinayak S. Prabhu

We study a stochastic game where one player tries to find a strategy such that the state process reaches a target of controlled-loss-type, no matter which action is chosen by the other player. We provide, in a general setup, a relaxed…

Optimization and Control · Mathematics 2014-04-29 Bruno Bouchard , Ludovic Moreau , Marcel Nutz

We study self-triggered two-player stochastic games on Piecewise Deterministic Markov Processes (PDMPs) where each agent decides when to observe and which open-loop action to hold. Augmenting the state with clocks and committed controls…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Yunian Pan , Quanyan Zhu

We study two-player reachability games on finite graphs. At each state the interaction between the players is concurrent and there is a stochastic Nature. Players also play stochastically. The literature tells us that 1) Player B, who wants…

Computer Science and Game Theory · Computer Science 2021-10-29 Benjamin Bordais , Patricia Bouyer , Stéphane Le Roux

In this short note we study a class of multi-player, turn-based games with deterministic state transitions and reachability / safety objectives (this class contains as special cases "classic" two-player reachability and safety games as well…

Computer Science and Game Theory · Computer Science 2018-10-05 Athanasios Kehagias

Shapley (1953) introduced two-player zero-sum discounted stochastic games, henceforth stochastic games, a model where a state variable follows a two-controlled Markov chain, the players receive rewards at each stage which add up to $0$, and…

Optimization and Control · Mathematics 2020-03-06 Bruno Jaffuel , Miquel Oliu-Barton
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