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Unlike Poker where the action space $\mathcal{A}$ is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with…

Computer Science and Game Theory · Computer Science 2025-02-17 Mukesh Ghimire , Zhe Xu , Yi Ren

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 presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…

Computer Science and Game Theory · Computer Science 2023-10-11 Muhammed O. Sayin

We study Bayesian Persuasion with multiple senders who have access to conditionally independent experiments (and possibly others). Senders have zero-sum preferences over information revealed. We characterize when any set of states can be…

Theoretical Economics · Economics 2022-06-14 Dilip Ravindran , Zhihan Cui

We prove the existence of (one-way) communication tasks with a subconstant versus superconstant asymptotic gap, which we call "doubly infinite," between their quantum information and communication complexities. We do so by studying the…

Quantum Physics · Physics 2016-05-09 Zi-Wen Liu , Christopher Perry , Yechao Zhu , Dax Enshan Koh , Scott Aaronson

We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…

Probability · Mathematics 2012-02-23 Pierre Cardaliaguet , Catherine Rainer

Many security and other real-world situations are dynamic in nature and can be modelled as strictly competitive (or zero-sum) dynamic games. In these domains, agents perform actions to affect the environment and receive observations --…

Computer Science and Game Theory · Computer Science 2020-10-23 Karel Horák , Branislav Bošanský , Vojtěch Kovařík , Christopher Kiekintveld

Just as war is sometimes fallaciously represented as a zero sum game -- when in fact war is a negative sum game - stock market trading, a positive sum game over time, is often erroneously represented as a zero sum game. This is called the…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Eric Engle

In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…

Optimization and Control · Mathematics 2026-01-21 Juan Li , Wenqiang Li , Yanwei Li , Huaizhong Zhao

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

Probability · Mathematics 2015-04-09 Rene Carmona , Daniel Lacker

In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

Logic in Computer Science · Computer Science 2025-02-26 Pablo F. Castro , Pedro D'Argenio

We study new classes of games, called zero-sum equivalent games and zero-sum equivalent potential games, and prove decomposition theorems involving these classes of games. We say that two games are "strategically equivalent" if, for every…

Computer Science and Game Theory · Computer Science 2020-05-20 Sung-Ha Hwang , Luc Rey-Bellet

We prove that in a general zero-sum repeated game where the first player is more informed than the second player and controls the evolution of information on the state, the uniform value exists. This result extends previous results on…

Optimization and Control · Mathematics 2013-01-10 Fabien Gensbittel , Miquel Oliu-Barton , Xavier Venel

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 this paper we consider two-person zero-sum risk-sensitive stochastic dynamic games with Borel state and action spaces and bounded reward. The term risk-sensitive refers to the fact that instead of the usual risk neutral optimization…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Ulrich Rieder

In a zero-sum stochastic game with signals, at each stage, two adversary players take decisions and receive a stage payoff determined by these decisions and a variable called state. The state follows a Markov chain, that is controlled by…

Optimization and Control · Mathematics 2021-12-02 Bruno Ziliotto

Zero sum games with risk-sensitive cost criterion are considered with underlying dynamics being given by controlled stochastic differential equations. Under the assumption of geometric stability on the dynamics , we completely characterize…

Optimization and Control · Mathematics 2018-01-04 Anup Biswas , Subhamay Saha

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

Computer Science and Game Theory · Computer Science 2023-11-03 Yuksel Arslantas , Ege Yuceel , Yigit Yalin , Muhammed O. Sayin

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Computer Science and Game Theory · Computer Science 2022-03-29 Hugo Gimbert , Edon Kelmendi

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