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This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…

Optimization and Control · Mathematics 2025-12-15 Xuehui Ma , Shiliang Zhang , Xiaohui Zhang , Jing Xin , Hector Garcia de Marina

We consider a finite horizon dynamic game with two players who observe their types privately and take actions, which are publicly observed. Players' types evolve as independent, controlled linear Gaussian processes and players incur…

Computer Science and Game Theory · Computer Science 2016-06-17 Deepanshu Vasal , Achilleas Anastasopoulos

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 is concerned with an indefinite linear-quadratic mean field games of stochastic large-population system, where the individual diffusion coefficients can depend on both the state and the control of the agents. Moreover, the…

Optimization and Control · Mathematics 2024-07-01 Wenyu Cong , Jingtao Shi

In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…

Optimization and Control · Mathematics 2017-12-29 Tiziano De Angelis , Giorgio Ferrari

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…

Computer Science and Game Theory · Computer Science 2020-12-15 Masoud Roudneshin , Jalal Arabneydi , Amir G. Aghdam

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

In this paper, $2\times2$ zero-sum games are studied under the following assumptions: $(1)$ One of the players (the leader) commits to choose its actions by sampling a given probability measure (strategy); $(2)$ The leader announces its…

Computer Science and Game Theory · Computer Science 2023-05-12 Ke Sun , Samir M. Perlaza , Alain Jean-Marie

We address safe multi-robot interaction under uncertainty. In particular, we formulate a chance-constrained linear quadratic Gaussian game with coupling constraints and system uncertainties. We find a tractable reformulation of the game and…

Robotics · Computer Science 2025-08-15 Kai Ren , Giulio Salizzoni , Mustafa Emre Gürsoy , Maryam Kamgarpour

In this paper we use viscosity approach to provide an explicit solution to the problem of a two - player switching game. We characterize the switching regions which reduce the switching problem into one of finding a finite number of…

Optimization and Control · Mathematics 2025-04-22 Brahim El Asri , Magnoudéwa Paka

Individuals, or organizations, cooperate with or compete against one another in a wide range of practical situations. Such strategic interactions are often modeled as games played on networks, where an individual's payoff depends not only…

Computer Science and Game Theory · Computer Science 2020-09-22 Yan Leng , Xiaowen Dong , Junfeng Wu , Alex Pentland

We give an algorithm for solving stochastic parity games with almost-sure winning conditions on {\it lossy channel systems}, under the constraint that both players are restricted to finite-memory strategies. First, we describe a general…

Logic in Computer Science · Computer Science 2019-03-14 Parosh Aziz Abdulla , Lorenzo Clemente , Richard Mayr , Sven Sandberg

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…

Optimization and Control · Mathematics 2020-06-18 Maojiao Ye , Jizhao Yin , Le Yin

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

Optimization and Control · Mathematics 2025-05-13 Magnus Perninge

We study the problem of state representation learning for control from partial and potentially high-dimensional observations. We approach this problem via cost-driven state representation learning, in which we learn a dynamical model in a…

Machine Learning · Computer Science 2026-03-10 Yi Tian , Kaiqing Zhang , Russ Tedrake , Suvrit Sra

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2022-07-21 Jan Kretinsky , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

In this article, we revisit a communication-control co-design problem for a class of two-player stochastic differential games on an infinite horizon. Each 'player' represents two active decision makers, namely a scheduler and a remote…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Shubham Aggarwal , Tamer Başar , Dipankar Maity

This paper studies a two-person linear-quadratic-Gaussian pursuit-evasion differential game with costly but controlled information. One player can decide when to observe the other player's state. However, one observation of another player's…

Systems and Control · Electrical Eng. & Systems 2022-04-26 Yunhan Huang , Quanyan Zhu

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2020-09-24 Jan Křetínský , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

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
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