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We propose a generic mechanism for incentivizing behavior in an arbitrary finite game using payments. Doing so is trivial if the mechanism is allowed to observe all actions taken in the game, as this allows it to simply punish those agents…

Computer Science and Game Theory · Computer Science 2023-04-05 Nikolaj I. Schwartzbach

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…

Optimization and Control · Mathematics 2013-07-15 Pierre Cardaliaguet , Catherine Rainer , Dinah Rosenberg , Nicolas Vieille

This paper considers a class of two-player zero-sum games on directed graphs whose vertices are equipped with random payoffs of bounded support known by both players. Starting from a fixed vertex, players take turns to move a token along…

Optimization and Control · Mathematics 2024-01-30 Luc Attia , Lyuben Lichev , Dieter Mitsche , Raimundo Saona , Bruno Ziliotto

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the properties that optimal solutions need to have, and devised a…

Data Structures and Algorithms · Computer Science 2026-03-11 Daniele Dell'Erba , Arthur Dumas , Sven Schewe

We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…

Optimization and Control · Mathematics 2016-04-22 Xavier Venel

In this report, some properties of the set of Nash equilibria (NEs) of $2 \times 2$ zero-sum games are reviewed. In particular, the cardinality of the set of NEs is given in terms of the entries of the payoff matrix. Moreover, closed-form…

Computer Science and Game Theory · Computer Science 2022-11-21 Ke Sun

We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…

Optimization and Control · Mathematics 2018-02-26 Fabien Gensbittel

We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…

Theoretical Economics · Economics 2020-09-15 Doron Klunover , John Morgan

This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-player zero-sum differential game is considered where the…

Optimization and Control · Mathematics 2025-03-12 Vincent Liu , Chris Manzie , Peter M. Dower

In this paper, we introduce and study a class of games called price-coupling games that arise in many scenarios, especially in the electricity industry. In a price-coupling game, there is a part of the objective function of a player which…

Optimization and Control · Mathematics 2019-01-08 Mathew P. Abraham , Ankur A. Kulkarni

This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Cedric Langbort , Jeff Shamma

We prove that every two-player nonzero-sum stopping game in discrete time admits an \epsilon-equilibrium in randomized strategies for every \epsilon >0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the…

Probability · Mathematics 2007-05-23 Eran Shmaya , Eilon Solan

In this paper we study a zero-sum switching game and its verification theorems expressed in terms of either a system of Reflected Backward Stochastic Differential Equations (RBSDEs in short) with bilateral interconnected obstacles or a…

Probability · Mathematics 2020-06-30 Said Hamadène , Tingshu Mu

We consider finite two-player normal form games with random payoffs. Player A's payoffs are i.i.d. from a uniform distribution. Given p in [0, 1], for any action profile, player B's payoff coincides with player A's payoff with probability p…

Computer Science and Game Theory · Computer Science 2024-01-25 Hlafo Alfie Mimun , Matteo Quattropani , Marco Scarsini

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

In this paper we study a two person zero sum stochastic differential game in weak formulation. Unlike standard literature which uses strategy type of controls, the weak formulation allows us to consider the game with control against…

Probability · Mathematics 2012-10-01 Triet Pham , Jianfeng Zhang

In many applications, we want to influence the decisions of independent agents by designing incentives for their actions. We revisit a fundamental problem in this area, called GAME IMPLEMENTATION: Given a game in standard form and a set of…

Computer Science and Game Theory · Computer Science 2022-12-02 Jiehua Chen , Sebastian Vincent Haydn , Negar Layegh Khavidaki , Sofia Simola , Manuel Sorge

Boolean games are a succinct representation of strategic games wherein a player seeks to satisfy a formula of propositional logic by selecting a truth assignment to a set of propositional variables under his control. The framework has…

Computer Science and Game Theory · Computer Science 2017-02-14 Egor Ianovski

Creating strong agents for games with more than two players is a major open problem in AI. Common approaches are based on approximating game-theoretic solution concepts such as Nash equilibrium, which have strong theoretical guarantees in…

Computer Science and Game Theory · Computer Science 2018-11-07 Sam Ganzfried , Austin Nowak , Joannier Pinales