Related papers: Another example of duality between game-theoretic …
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…
We study continuity properties of stochastic game problems with respect to various topologies on information structures, defined as probability measures characterizing a game. We will establish continuity properties of the value function…
Probabilistic program analysis aims to quantify the probability that a given program satisfies a required property. It has many potential applications, from program understanding and debugging to computing program reliability, compiler…
This article deals with classes of antagonistic games with two players. A game is specified in terms of two `hostile' stochastic processes representing mutual attacks upon random times exerting casualties of random magnitudes. The game ends…
We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…
For an arbitrary category, we consider the least class of functors con- taining the projections and closed under finite products, finite coproducts, parameterized initial algebras and parameterized final coalgebras, i.e. the class of…
We consider the superhedging price of an exotic option under nondominated model uncertainty in discrete time in which the option buyer chooses some action from an (uncountable) action space at each time step. By introducing an enlarged…
Empirical evidence suggests that even the most competitive markets are not strictly efficient. Price histories can be used to predict near future returns with a probability better than random chance. Many markets can be considered as {\it…
In this work, we design the game semantics for timed equivalences and preorders of timed processes. The timed games corresponding to the various timed relations form a hierarchy. These games are similar to Stirling's bisimulation games. If…
Constant and symmetric price impact functions, most commonly used in agent-based market modelling, are shown to give rise to paradoxical and inconsistent outcomes in the simplest case of arbitrage exploitation when open-hold-close actions…
We present several new characterizations of correlated equilibria in games with continuous utility functions. These have the advantage of being more computationally and analytically tractable than the standard definition in terms of…
We introduce a new game-theoretic semantics (GTS) for the modal mu-calculus. Our so-called bounded GTS replaces parity games with alternative evaluation games where only finite paths arise; infinite paths are not needed even when the…
It has been shown that a functional interpretation of proofs in mathematical analysis can be given by the product of selection functions, a mode of recursion that has an intuitive reading in terms of the computation of optimal strategies in…
In \emph{zero-sum two-player hidden stochastic games}, players observe partial information about the state. We address: $(i)$ the existence of the \emph{uniform value}, i.e., a limiting average payoff that both players can guarantee for…
We devise a policy-iteration algorithm for deterministic two-player discounted and mean-payoff games, that runs in polynomial time with high probability, on any input where each payoff is chosen independently from a sufficiently random…
It is known that repeated gambling over the outcomes of independent and identically distributed (i.i.d.) random variables gives rise to alternate operational meaning of entropies in the classical case in terms of the doubling rates. We give…
In a distributed game we imagine a team Player engaging a team Opponent in a distributed fashion. Such games and their strategies have been formalised in concurrent games based on event structures. However there are limitations in founding…
One often finds in the literature connections between measures of fairness and measures of feature importance employed to interpret trained classifiers. However, there seems to be no study that compares fairness measures and feature…
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…
We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…