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We suggest a new algorithm for two-person zero-sum undiscounted stochastic games focusing on stationary strategies. Given a positive real $\epsilon$, let us call a stochastic game $\epsilon$-ergodic, if its values from any two initial…

Computer Science and Game Theory · Computer Science 2015-08-17 Endre Boros , Khaled Elbassioni , Vladimir Gurvich , Kazuhisa Makino

In this paper, we study the problem of learning in quantum games - and other classes of semidefinite games - with scalar, payoff-based feedback. For concreteness, we focus on the widely used matrix multiplicative weights (MMW) algorithm…

Computer Science and Game Theory · Computer Science 2023-11-07 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

We consider zero-sum stochastic games with finite state and action spaces, perfect information, mean payoff criteria, without any irreducibility assumption on the Markov chains associated to strategies (multichain games). The value of such…

Optimization and Control · Mathematics 2012-08-03 Marianne Akian , Jean Cochet-Terrasson , Sylvie Detournay , Stéphane Gaubert

Graph games provide the foundation for modeling and synthesizing reactive processes. In the synthesis of stochastic reactive processes, the traditional model is perfect-information stochastic games, where some transitions of the game graph…

Logic in Computer Science · Computer Science 2016-04-22 Krishnendu Chatterjee , Laurent Doyen

A zero-sum two-person Perfect Information Semi-Markov game (PISMG) under limiting ratio average payoff has a value and both the maximiser and the minimiser have optimal pure semi-stationary strategies. We arrive at the result by first…

Computer Science and Game Theory · Computer Science 2023-02-15 S. Sinha , K. G. Bakshi

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

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

We study the computational complexity of solving stochastic games with mean-payoff objectives. Instead of identifying special classes in which simple strategies are sufficient to play $\epsilon$-optimally, or form $\epsilon$-Nash…

Computer Science and Game Theory · Computer Science 2024-05-16 Sougata Bose , Rasmus Ibsen-Jensen , Patrick Totzke

The value of a finite-state two-player zero-sum stochastic game with limit-average payoff can be approximated to within $\epsilon$ in time exponential in a polynomial in the size of the game times polynomial in logarithmic in…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Rupak Majumdar , Thomas A. Henzinger

Simple stochastic games are two-player zero-sum stochastic games with turn-based moves, perfect information, and reachability winning conditions. We present two new algorithms computing the values of simple stochastic games. Both of them…

Computer Science and Game Theory · Computer Science 2015-07-01 Hugo Gimbert , Florian Horn

Two simple yet powerful optimization algorithms, named the Best-Mean-Random (BMR) and Best-Worst-Random (BWR) algorithms, are developed and presented in this paper to handle both constrained and unconstrained optimization problems. These…

Neural and Evolutionary Computing · Computer Science 2024-09-10 Ravipudi Venkata Rao , Ravikumar shah

We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…

Computer Science and Game Theory · Computer Science 2016-11-28 Hugo Gimbert , Wieslaw Zielonka

We define a class of zero-sum games with combinatorial structure, where the best response problem of one player is to maximize a submodular function. For example, this class includes security games played on networks, as well as the problem…

Computer Science and Game Theory · Computer Science 2017-12-04 Bryan Wilder

A combinatorial simplex algorithm is an instance of the simplex method in which the pivoting depends on combinatorial data only. We show that any algorithm of this kind admits a tropical analogue which can be used to solve mean payoff…

Combinatorics · Mathematics 2015-07-31 Xavier Allamigeon , Pascal Benchimol , Stéphane Gaubert , Michael Joswig

A zero-sum two person Perfect Information Stochastic game (PISG) under limiting average payoff has a value and both the maximiser and the minimiser have optimal pure stationary strategies. Firstly we form the matrix of undiscounted payoffs…

Optimization and Control · Mathematics 2023-02-15 K. G. Bakshi , S. Sinha

Mean-payoff zero-sum stochastic games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda e + u$, where $T:\mathbb{R}^n…

Optimization and Control · Mathematics 2019-12-30 Marianne Akian , Stéphane Gaubert , Antoine Hochart

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…

Computer Science and Game Theory · Computer Science 2024-02-07 Bruno Loff , Mateusz Skomra

Bayesian regression games are a special class of two-player general-sum Bayesian games in which the learner is partially informed about the adversary's objective through a Bayesian prior. This formulation captures the uncertainty in regard…

Machine Learning · Computer Science 2021-10-04 Wenshuo Guo , Michael I. Jordan , Tianyi Lin

Mean-payoff games on timed automata are played on the infinite weighted graph of configurations of priced timed automata between two players, Player Min and Player Max, by moving a token along the states of the graph to form an infinite…

Computer Science and Game Theory · Computer Science 2020-01-16 Shibashis Guha , Marcin Jurdzinski , Krishna S. , Ashutosh Trivedi

We present polynomial-time algorithms as well as hardness results for equilibrium computation in atomic splittable routing games, for the case of general convex cost functions. These games model traffic in freight transportation, market…

Computer Science and Game Theory · Computer Science 2018-04-27 Umang Bhaskar , Phani Raj Lolakapuri