Related papers: Value Asymptotics in Dynamic Games on Large Horizo…
We investigate a two-player zero-sum stochastic differential game problem with the state process being constrained in a connected bounded closed domain, and the cost functional described by the solution of a generalized backward stochastic…
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…
The purpose of this paper is to study 2-person zero-sum stochastic differential games, in which one player is a major one and the other player is a group of $N$ minor agents which are collectively playing, statistically identical and have…
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…
We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…
We study the existence of different notions of value in two-person zero-sum repeated games where the state evolves and players receive signals. We provide some examples showing that the limsup value (and the uniform value) may not exist in…
In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…
This paper considers two-player zero-sum finite-horizon Markov games with simultaneous moves. The study focuses on the challenging settings where the value function or the model is parameterized by general function classes. Provably…
The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…
We introduce a modification of Perron's method, where semi-solutions are considered in a carefully defined asymptotic sense. With this definition, we can show, in a rather elementary way, that in a zero-sum game or a control problem (with…
In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the results of Fleming and Souganidis [10] and those by Biswas…
Zero-sum stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…
Mean-field games have been studied under the assumption of very large number of players. For such large systems, the basic idea consists to approximate large games by a stylized game model with a continuum of players. The approach has been…
We consider two person zero-sum games where the players control, at discrete times {tn} induced by a partition $\Pi$ of R + , a continuous time Markov state process. We prove that the limit of the values v$\Pi$ exist as the mesh of $\Pi$…
We provide an alternative approach to the existence of solutions to dynamic programming equations arising in the discrete game-theoretic interpretations for various nonlinear partial differential equations including the infinity Laplacian,…
In this paper we provide three new results axiomatizing the core of games in characteristic function form (not necessarily having transferable utility) obeying an innocuous condition (that the set of individually rational pay-off vectors is…
In this paper we introduce a new two-player zero-sum game whose value function approximates the level set formulation for the geometric evolution by mean curvature of a hypersurface. In our approach the game is played with symmetric rules…
We introduce novel multi-agent interaction models of entropic spatially inhomogeneous evolutionary undisclosed games and their quasi-static limits. These evolutions vastly generalize first and second order dynamics. Besides the…
We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…
A new class of stochastic variables, governed by a specifice set of rules, is introduced. These rules force them to loose some properties usually assumed for this kind of variables. We demonstrate that stochastic processes driven by these…