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In the present work, we consider 2-person zero-sum stochastic differential games with a nonlinear pay-off functional which is defined through a backward stochastic differential equation. Our main objective is to study for such a game the…

Probability · Mathematics 2014-07-29 Rainer Buckdahn , Juan Li , Marc Quincampoix

We study two-player zero-sum games over infinite-state graphs with boundedness conditions. Our first contribution is about the strategy complexity, i.e the memory required for winning strategies: we prove that over general infinite-state…

Computer Science and Game Theory · Computer Science 2013-04-23 Krishnendu Chatterjee , Nathanaël Fijalkow

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

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

Probability · Mathematics 2011-06-15 Christine Grün

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

Optimization and Control · Mathematics 2024-05-16 Yiting Wu , Junyu Zhang

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

Optimization and Control · Mathematics 2025-05-13 Magnus Perninge

In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional…

Optimization and Control · Mathematics 2010-10-13 Maoning Tang , Qingxin Meng , Yongzheng Sun

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

We present a systematic investigation of the quantum games, constructed using a novel repeated game protocol, when played repeatedly ad infinitum. We focus on establishing that such repeated games -- by virtue of inherent quantum-mechanical…

Quantum Physics · Physics 2024-02-27 Archan Mukhopadhyay , Saikat Sur , Tanay Saha , Shubhadeep Sadhukhan , Sagar Chakraborty

We study two-player zero-sum concurrent stochastic games with finite state and action space played for an infinite number of steps. In every step, the two players simultaneously and independently choose an action. Given the current state…

Computer Science and Game Theory · Computer Science 2024-10-10 Ali Asadi , Krishnendu Chatterjee , Raimundo Saona , Jakub Svoboda

We consider zero sum stochastic games. For every discount factor $\lambda$, a time normalization allows to represent the game as being played on the interval [0, 1]. We introduce the trajectories of cumulated expected payoff and of…

Optimization and Control · Mathematics 2018-12-21 Sylvain Sorin , Guillaume Vigeral

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

This paper develops a unified framework for zero-sum games in which both the pure strategies and the payoff matrices contain complex-valued entries. By leveraging a linear isomorphism between complex and real vector spaces, we extend key…

General Mathematics · Mathematics 2026-05-21 Raneem Madani , Abdel Lisser , Zeno Toffano

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

An absorbing game is a stochastic game with a single nonabsorbing state. Such a game is called recursive if all players receive a payoff of 0 in the nonabsorbing state, and positive if all payoffs in absorbing states are positive. An action…

Optimization and Control · Mathematics 2025-12-05 Eilon Solan , Nicolas Vieille

We introduce a formal notion of masking fault-tolerance between probabilistic transition systems based on a variant of probabilistic bisimulation (named masking simulation). We also provide the corresponding probabilistic game…

Logic in Computer Science · Computer Science 2022-07-06 Pablo F. Castro , Pedro D'Argenio , Luciano Putruele , Ramiro Demasi

We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the limiting average versions of these games we prove that the…

Optimization and Control · Mathematics 2017-12-18 K. Avrachenkov , V. Ejov , J. A. Filar , A. Moghaddam

We introduce a formal notion of masking fault-tolerance between probabilistic transition systems using stochastic games. These games are inspired in bisimulation games, but they also take into account the possible faulty behavior of…

Logic in Computer Science · Computer Science 2023-09-15 Pablo F. Castro , Pedro R. D'Argenio , Ramiro Demasi , Luciano Putruele

Bertrand et al. [1] (LMCS 2019) describe two-player zero-sum games in which one player tries to achieve a reachability objective in $n$ games (on the same finite arena) simultaneously by broadcasting actions, and where the opponent has full…

Logic in Computer Science · Computer Science 2019-09-17 Corto Mascle , Mahsa Shirmohammadi , Patrick Totzke

Although mixed extensions of finite games always admit equilibria, this is not the case for countable games, the best-known example being Wald's pick-the-larger-integer game. Several authors have provided conditions for the existence of…

Computer Science and Game Theory · Computer Science 2017-04-04 Valerio Capraro , Marco Scarsini