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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

We investigate mean-field games (MFG) in which agents can actively control their speed of access to information. Specifically, the agents can dynamically decide to obtain observations with reduced delay by accepting higher observation…

Optimization and Control · Mathematics 2025-06-03 Dirk Becherer , Christoph Reisinger , Jonathan Tam

About two dozens of exactly solvable Markov chains on one-dimensional finite and semi-infinite integer lattices are constructed in terms of convolutions of orthogonality measures of the Krawtchouk, Hahn, Meixner, Charlier, $q$-Hahn,…

Probability · Mathematics 2022-06-17 Satoru Odake , Ryu Sasaki

This paper concentrates on the reliability of a discrete-time controlled Markov system with finite states and actions, and aims to give an efficient algorithm for obtaining an optimal (control) policy that makes the system have the maximal…

Optimization and Control · Mathematics 2025-05-06 Yanyun Li , Xin Guo , Xianping Guo

We study a generalisation of B\"uchi-Landweber games to the timed setting. The winning condition is specified by a non-deterministic timed automaton with epsilon transitions and only Player I can elapse time. We show that for fixed number…

Formal Languages and Automata Theory · Computer Science 2020-04-28 Lorenzo Clemente , Sławomir Lasota , Radosław Piórkowski

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

Computer Science and Game Theory · Computer Science 2023-10-20 Jayakumar Subramanian , Akshat Kumar , Aditya Mahajan

This paper studies the synthesis of control policies for an agent that has to satisfy a temporal logic specification in a partially observable environment, in the presence of an adversary. The interaction of the agent (defender) with the…

Systems and Control · Computer Science 2019-03-19 Bhaskar Ramasubramanian , Andrew Clark , Linda Bushnell , Radha Poovendran

We consider some well-known families of two-player, zero-sum, perfect information games that can be viewed as special cases of Shapley's stochastic games. We show that the following tasks are polynomial time equivalent: - Solving simple…

Computer Science and Game Theory · Computer Science 2008-12-03 Vladimir Gurvich , Peter Bro Miltersen

We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal…

Computer Science and Game Theory · Computer Science 2011-07-11 John Fearnley , Markus Rabe , Sven Schewe , Lijun Zhang

We investigate joint probabilistic choice rules describing the behavior of two decision makers, each facing potentially distinct menus. These rules are separable when they can be decomposed into individual choices correlated solely through…

General Economics · Economics 2024-07-17 Nail Kashaev , Martin Plávala , Victor H. Aguiar

Stochastic games are a natural model for the synthesis of controllers confronted to adversarial and/or random actions. In particular, $\omega$-regular games of infinite length can represent reactive systems which are not expected to reach a…

Computer Science and Game Theory · Computer Science 2009-02-17 Florian Horn

There has been considerable work on reasoning about the strategic ability of agents under imperfect information. However, existing logics such as Probabilistic Strategy Logic are unable to express properties relating to information…

Artificial Intelligence · Computer Science 2025-01-07 Chunyan Mu , Nima Motamed , Natasha Alechina , Brian Logan

We study the synchronization behavior of discrete-time Markov chains on countable state spaces. Representing a Markov chain in terms of a random dynamical system, which describes the collective dynamics of trajectories driven by the same…

Dynamical Systems · Mathematics 2025-08-14 Robin Chemnitz , Maximilian Engel , Guillermo Olicón-Mendez

It is sometimes the case that one solution concept in game theory is equivalent to applying another solution concept to a modified version of the game. In such cases, does it make sense to study the former separately (as it applies to the…

Computer Science and Game Theory · Computer Science 2017-05-23 Vincent Conitzer

Consider a system of \(n\) players in which each initially starts on a different team. At each time step, we select an individual winner and an individual loser randomly and the loser joins the winner's team. The resulting Markov chain and…

Probability · Mathematics 2014-01-15 Robert Mena , Will Murray

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

Partially observable Markov decision processes (POMDPs) rely on the key assumption that probability distributions are precisely known. Robust POMDPs (RPOMDPs) alleviate this concern by defining imprecise probabilities, referred to as…

Artificial Intelligence · Computer Science 2024-07-30 Eline M. Bovy , Marnix Suilen , Sebastian Junges , Nils Jansen

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

Markov models lie at the interface between statistical independence in a probability distribution and graph separation properties. We review model selection and estimation in directed and undirected Markov models with Gaussian…

Methodology · Statistics 2020-09-03 Irene Córdoba , Concha Bielza , Pedro Larrañaga

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
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