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Two-player games on graphs provide the theoretical frame- work for many important problems such as reactive synthesis. While the traditional study of two-player zero-sum games has been extended to multi-player games with several notions of…

Computer Science and Game Theory · Computer Science 2013-11-14 Krishnendu Chatterjee , Laurent Doyen , Emmanuel Filiot , Jean-François Raskin

Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…

Computer Science and Game Theory · Computer Science 2014-05-08 Julie De Pril , János Flesch , Jeroen Kuipers , Gijs Schoenmakers , Koos Vrieze

Recently Feinberg et al. [arXiv:1609.03990] established results on continuity properties of minimax values and solution sets for a function of two variables depending on a parameter. Such minimax problems appear in games with perfect…

Optimization and Control · Mathematics 2018-02-13 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…

Theoretical Economics · Economics 2025-12-02 Denis Kojevnikov , Kyungchul Song

This paper is concerned with two-person dynamic zero-sum games. Let games for some family have common dynamics, running costs and capabilities of players, and let these games differ in densities only. We show that the Dynamic Programming…

Optimization and Control · Mathematics 2017-09-26 Dmitry Khlopin

In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…

Computer Science and Game Theory · Computer Science 2020-07-09 Deepanshu Vasal

In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…

Optimization and Control · Mathematics 2025-05-20 Santiago J. Leudo , Ricardo G. Sanfelice

In this paper, we study games with continuous action spaces and non-linear payoff functions. Our key insight is that Lipschitz continuity of the payoff function allows us to provide algorithms for finding approximate equilibria in these…

Computer Science and Game Theory · Computer Science 2016-03-31 Argyrios Deligkas , John Fearnley , Paul Spirakis

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

We study the existence of different notions of value in two-person zero-sum repeated games where the state evolves and players receive signals. We provide some examples showing that the limsup value (and the uniform value) may not exist in…

Optimization and Control · Mathematics 2016-01-08 Hugo Gimbert , Jérôme Renault , Sylvain Sorin , Xavier Venel , Wiesław Zielonka

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff at any point in the game…

Optimization and Control · Mathematics 2024-12-02 Thomas Ragel , Bruno Ziliotto

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…

Theoretical Economics · Economics 2021-11-17 Leandro Gorno , Alessandro Rivello

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

Computer Science and Game Theory · Computer Science 2012-07-19 Daniel Reeves , Michael P. Wellman

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

Probability · Mathematics 2022-06-08 Tiziano De Angelis , Nikita Merkulov , Jan Palczewski

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…

Computer Science and Game Theory · Computer Science 2011-06-06 Noah D. Stein , Pablo A. Parrilo , Asuman Ozdaglar

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2024-02-14 Léonard Brice , Marie van den Bogaard , Jean-François Raskin

Two-team zero-sum games are one of the most important paradigms in game theory. In this paper, we focus on finding an unexploitable equilibrium in large team games. An unexploitable equilibrium is a worst-case policy, where members in the…

Computer Science and Game Theory · Computer Science 2024-03-04 Naming Liu , Mingzhi Wang , Youzhi Zhang , Yaodong Yang , Bo An , Ying Wen

This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…

Economics · Quantitative Finance 2015-04-01 Wei He , Yeneng Sun