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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

Mertens [In Proceedings of the International Congress of Mathematicians (Berkeley, Calif., 1986) (1987) 1528-1577 Amer. Math. Soc.] proposed two general conjectures about repeated games: the first one is that, in any two-person zero-sum…

Optimization and Control · Mathematics 2016-03-16 Bruno Ziliotto

We study infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled continuous time Markov chains on a countable state space. For the discounted-cost game we prove the existence of value and…

Optimization and Control · Mathematics 2016-03-09 Mrinal K. Ghosh , K. Suresh Kumar , Chandan Pal

We study evolutionary game dynamics in a well-mixed populations of finite size, N. A well-mixed population means that any two individuals are equally likely to interact. In particular we consider the average abundances of two strategies, A…

Populations and Evolution · Quantitative Biology 2009-02-24 Tibor Antal , Martin A. Nowak , Arne Traulsen

We study a generic family of two-player continuous-time nonzero-sum stopping games modeling a war of attrition with symmetric information and stochastic payoffs that depend on an homogeneous linear diffusion. We first show that any…

Optimization and Control · Mathematics 2022-10-18 Jean-Paul Décamps , Fabien Gensbittel , Thomas Mariotti

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

We consider two-player zero-sum games on graphs. These games can be classified on the basis of the information of the players and on the mode of interaction between them. On the basis of information the classification is as follows: (a)…

Computer Science and Game Theory · Computer Science 2015-05-19 Krishnendu Chatterjee , Laurent Doyen , Hugo Gimbert , Thomas A. Henzinger

We consider concurrent games played by two-players on a finite-state graph, where in every round the players simultaneously choose a move, and the current state along with the joint moves determine the successor state. We study a…

Computer Science and Game Theory · Computer Science 2014-09-19 Krishnendu Chatterjee , Rasmus Ibsen-Jensen

We study a stochastic game framework with dynamic set of players, for modeling and analyzing their computational investment strategies in distributed computing. Players obtain a certain reward for solving the problem or for providing their…

Computer Science and Game Theory · Computer Science 2019-11-19 Swapnil Dhamal , Walid Ben-Ameur , Tijani Chahed , Eitan Altman , Albert Sunny , Sudheer Poojary

Shapley (1953) introduced two-player zero-sum discounted stochastic games, henceforth stochastic games, a model where a state variable follows a two-controlled Markov chain, the players receive rewards at each stage which add up to $0$, and…

Optimization and Control · Mathematics 2020-03-06 Bruno Jaffuel , Miquel Oliu-Barton

We study best-response type learning dynamics for zero-sum polymatrix games under two information settings. The two settings are distinguished by the type of information that each player has about the game and their opponents' strategy. The…

Optimization and Control · Mathematics 2025-08-13 Fathima Zarin Faizal , Asuman Ozdaglar , Martin J. Wainwright

We consider a two-player game of war of attrition under complete information. It is well-known that this class of games admits equilibria in pure, as well as mixed strategies, and much of the literature has focused on the latter. We show…

Optimization and Control · Mathematics 2021-11-30 George Georgiadis , Youngsoo Kim , H. Dharma Kwon

We consider two-player games played over finite state spaces for an infinite number of rounds. At each state, the players simultaneously choose moves; the moves determine a successor state. It is often advantageous for players to choose…

Logic in Computer Science · Computer Science 2015-07-01 Luca de Alfaro , Rupak Majumdar , Vishwanath Raman , Mariëlle Stoelinga

This short note demonstrates how one can define a transformation of a non-zero sum game into a zero sum, so that the optimal mixed strategy achieving equilibrium always exists. The transformation is equivalent to introduction of a passive…

Computer Science and Game Theory · Computer Science 2010-10-14 Roman V. Belavkin

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

Aiming to describe the wealth distribution evolution, several models consider an ensemble of interacting economic agents that exchange wealth in binary fashion. Intriguingly, models that consider an unbiased market, that gives to each agent…

General Finance · Quantitative Finance 2021-06-30 Ben-Hur Francisco Cardoso , Sebastián Gonçalves , José Roberto Iglesias

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

Optimization and Control · Mathematics 2020-01-22 Nuh Aygün Dalkıran , Serdar Yüksel

Zero-determinant strategies are a class of strategies in repeated games which unilaterally control payoffs. Zero-determinant strategies have attracted much attention in studies of social dilemma, particularly in the context of evolution of…

Statistical Mechanics · Physics 2024-11-11 Masahiko Ueda

We study the conditions under which the iterated elimination of strictly dominated strategies is order independent and we identify a class of discontinuous games for which order does not matter. In this way, we answer the open problem…

Optimization and Control · Mathematics 2013-03-29 Monica Patriche

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…

Optimization and Control · Mathematics 2016-02-16 Yurii Averboukh