English
Related papers

Related papers: Acyclic Gambling Games

200 papers

We study multi-player games with perfect information and general payoff function, where the set of stages is the set of non-positive integers $\{\ldots,-2,-1,0\}$. We define two related equilibrium concepts: one considering only deviations…

Optimization and Control · Mathematics 2025-12-02 Galit Ashkenazi-Golan , János Flesch , Eilon Solan

We study a wireless jamming problem consisting of the competition between a legitimate receiver and a jammer, as a zero-sum game where the value to maximize/minimize is the channel capacity at the receiver's side. Most of the approaches…

Computer Science and Game Theory · Computer Science 2026-05-19 Giovanni Perin , Leonardo Badia

This paper considers an infinitely repeated three-player Bayesian game with lack of information on two sides, in which an informed player plays two zero-sum games simultaneously at each stage against two uninformed players. This is a…

Theoretical Economics · Economics 2023-03-10 Lucas Pahl

In this paper we find viscosity solutions to the two membranes problem (that is a system with two obstacle-type equations) with two different $p-$Laplacian operators taking limits of value functions of a sequence of games. We analyze…

Analysis of PDEs · Mathematics 2023-10-26 Alfredo Miranda , Julio D. Rossi

We consider a class of non-cooperative N-player non-zero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is…

Optimization and Control · Mathematics 2023-04-19 Jodi Dianetti

In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…

Optimization and Control · Mathematics 2026-01-21 Juan Li , Wenqiang Li , Yanwei Li , Huaizhong Zhao

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank…

Optimization and Control · Mathematics 2018-11-02 Erhan Bayraktar , Jakša Cvitanić , Yuchong Zhang

We conduct a comprehensive analysis of the discrete-time exponential-weights dynamic with a constant step size on all general-sum and symmetric $2 \times 2$ normal-form games, i.e. games with $2$ pure strategies per player, and where the…

Computer Science and Game Theory · Computer Science 2026-01-22 Guanghui Wang , Krishna Acharya , Lokranjan Lakshmikanthan , Juba Ziani , Vidya Muthukumar

We construct a saddle point in a class of zero-sum games between a stopper and a singular-controller. The underlying dynamics is a one-dimensional, time-homogeneous, singularly controlled diffusion taking values either on $\mathbb{R}$ or on…

Optimization and Control · Mathematics 2024-10-28 Andrea Bovo , Tiziano De Angelis

Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…

Optimization and Control · Mathematics 2019-12-12 Miquel Oliu-Barton

Two-player zero-sum "graph games" are a central model, which proceeds as follows. A token is placed on a vertex of a graph, and the two players move it to produce an infinite "play", which determines the winner or payoff of the game.…

Computer Science and Game Theory · Computer Science 2022-11-28 Guy Avni , Ismael Jecker , Djordje Zikelic

We investigate multi-round team competitions between two teams, where each team selects one of its players simultaneously in each round and each player can play at most once. The competition defines an extensive-form game with perfect…

Computer Science and Game Theory · Computer Science 2016-02-25 Kai Jin , Pingzhong Tang , Shiteng Chen

We consider zero-sum games in which players move between adjacent states, where in each pair of adjacent states one state dominates the other. The states in our game can represent positional advantages in physical conflict such as high…

Computer Science and Game Theory · Computer Science 2024-07-11 Farid Arthaud , Edan Orzech , Martin Rinard

This paper introduces state abstraction for two-player zero-sum Markov games (TZMGs), where the payoffs for the two players are determined by the state representing the environment and their respective actions, with state transitions…

Computer Science and Game Theory · Computer Science 2024-12-23 Hiroki Ishibashi , Kenshi Abe , Atsushi Iwasaki

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space…

Economics · Quantitative Finance 2018-04-09 James B. T. Sanders , J. Doyne Farmer , Tobias Galla

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 present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can be applied either to a true finite state space…

Optimization and Control · Mathematics 2015-03-19 Marianne Akian , Sylvie Detournay

We study the asymptotic value of a frequency-dependent zero-sum game with separable payoff following a differential approach. The stage payoffs in such games depend on the current actions and on a linear function of the frequency of actions…

Optimization and Control · Mathematics 2019-01-23 Joseph Abdou , Nikolaos Pnevmatikos

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…

Probability · Mathematics 2013-03-14 Erhan Bayraktar , Song Yao
‹ Prev 1 4 5 6 7 8 10 Next ›