English
Related papers

Related papers: Solutions for Zero-Sum Two-Player Games with Nonco…

200 papers

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

It was shown in Flesch and Solan (2022) with a rather involved proof that all two-player stochastic games with finite state and action spaces and shift-invariant payoffs admit an $\epsilon$-equilibrium, for every $\epsilon>0$. Their proof…

Optimization and Control · Mathematics 2022-08-25 Galit Ashkenazi-Golan , János Flesch , Eilon Solan

We have proposed a generalized quantization scheme for non-zero sum games which can be reduced to two existing quantization schemes under appropriate set of parameters. Some other important situations are identified which are not apparent…

Quantum Physics · Physics 2009-11-10 Ahmad Nawaz , A. H. Toor

This paper proposes a game-theoretic approach to address the problem of optimal sensor placement against an adversary in uncertain networked control systems. The problem is formulated as a zero-sum game with two players, namely a malicious…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Anh Tung Nguyen , Sribalaji C. Anand , André M. H. Teixeira

Many emerging problems involve teams of agents taking part in a game. Such problems require a stochastic analysis with regard to the correlation structures among the agents belonging to a given team. In the context of Standard Borel spaces,…

Optimization and Control · Mathematics 2022-06-27 Ian Hogeboom-Burr , Serdar Yüksel

We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.

Probability · Mathematics 2015-07-28 Erhan Bayraktar , Zhou Zhou

Incomplete cooperative games generalise the classical model of cooperative games by omitting the values of some of the coalitions. This allows to incorporate uncertainty into the model and study the underlying games as well as possible…

Computer Science and Game Theory · Computer Science 2025-10-07 Martin Černý , Jan Bok , David Hartman , Milan Hladík

Richman games are zero-sum games, where in each turn players bid in order to determine who will play next [Lazarus et al.'99]. We extend the theory to impartial general-sum two player games called \emph{bidding games}, showing the existence…

Computer Science and Game Theory · Computer Science 2018-08-13 Gil Kalai , Reshef Meir , Moshe Tennenholtz

This paper considers the problem of two-player zero-sum stochastic differential game with both players adopting impulse controls in finite horizon under rather weak assumptions on the cost functions ($c$ and $\chi$ not decreasing in time).…

Optimization and Control · Mathematics 2018-09-26 Brahim El Asri , Sehail Mazid

Infinite games where several players seek to coordinate under imperfect information are deemed to be undecidable, unless the information is hierarchically ordered among the players. We identify a class of games for which joint winning…

Computer Science and Game Theory · Computer Science 2015-07-29 Dietmar Berwanger , Anup Basil Mathew

We introduce and analyze a natural game formulated as follows. In this one-person game, the player is given a random permutation $A=(a_1,\dots, a_n)$ of a multiset $M$ of $n$ reals that sum up to $0$, where each of the $n!$ permutation…

Discrete Mathematics · Computer Science 2024-11-21 Adrian Dumitrescu , Arsenii Sagdeev

Originating in evolutionary game theory, the class of "zero-determinant" strategies enables a player to unilaterally enforce linear payoff relationships in simple repeated games. An upshot of this kind of payoff constraint is that it can…

Theoretical Economics · Economics 2025-11-26 Nikos Dimou , Alex McAvoy

This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…

Optimization and Control · Mathematics 2020-01-01 Enxian Chen , Wei He , Yeneng Sun , Hanping Xu

In this article, we generalize Unbounded Minimax, the state-of-the-art search algorithm for zero sums two-player games with perfect information to the framework of multiplayer games with perfect information. We experimentally show that this…

Computer Science and Game Theory · Computer Science 2026-04-21 Quentin Cohen-Solal

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

Zero-determinant strategies are a class of memory-one strategies in repeated games which unilaterally enforce linear relationships between payoffs. It has long been unclear for what stage games zero-determinant strategies exist. We provide…

Physics and Society · Physics 2022-07-12 Masahiko Ueda

Mean-payoff games (MPGs) are infinite duration two-player zero-sum games played on weighted graphs. Under the hypothesis of perfect information, they admit memoryless optimal strategies for both players and can be solved in…

Logic in Computer Science · Computer Science 2015-04-14 Paul Hunter , Guillermo A. Pérez , Jean-François Raskin

We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where…

Optimization and Control · Mathematics 2017-01-04 Fabien Gensbittel , Catherine Rainer

In this paper we introduce and study {\em all-pay bidding games}, a class of two player, zero-sum games on graphs. The game proceeds as follows. We place a token on some vertex in the graph and assign budgets to the two players. Each turn,…

Computer Science and Game Theory · Computer Science 2019-11-20 Guy Avni , Rasmus Ibsen-Jensen , Josef Tkadlec

The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…

Computer Science and Game Theory · Computer Science 2015-12-11 Nicolas Loizou
‹ Prev 1 3 4 5 6 7 10 Next ›