Related papers: Ordered field property for zero-sum stochastic gam…

In this paper, we consider the social optimal problem of discrete time finite state space mean field games (referred to as finite mean field games [1]). Unlike the individual optimization of their own cost function in competitive models, in…

In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing the state of nature. The total payoff is the normalized…

Zero-sum mean payoff games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda \mathbf{1} + u$ where $T:\mathbb{R}^n…

We characterize the critical parameter of oriented percolation on $\mathbb{Z}^2$ through the value of a zero-sum game. Specifically, we define a zero-sum game on a percolation configuration of $\mathbb{Z}^2$, where two players move a token…

In this paper, we introduce and study a first-order mean-field game obstacle problem. We examine the case of local dependence on the measure under assumptions that include both the logarithmic case and power-like nonlinearities. Since the…

Semi-Markov model is one of the most general models for stochastic dynamic systems. This paper deals with a two-person zero-sum game for semi-Markov processes. We focus on the expected discounted payoff criterion with state-action-dependent…

Here, we consider a regularized mean-field game model that features a low-order regularization. We prove the existence of solutions with positive density. To do so, we combine a priori estimates with the continuation method. In contrast…

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 --…

A combinatorial game is a two-player game without hidden information or chance elements. One of the major approaches to analyzing games in combinatorial game theory is to break down a given game position into a disjunctive sum of multiple…

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…

We consider a system of mean field games with local coupling in the deterministic limit. Under general structure conditions on the Hamiltonian and coupling, we prove existence and uniqueness of the weak solution, characterizing this…

In this paper we will discuss scoring play games. We will give the basic definitions for scoring play games, and show that they form a well defined set, with clear and distinct outcome classes under these definitions. We will also show that…

For two-person dynamic zero-sum games (both discrete and continuous settings), we investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity and the limit of value…

Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…

A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem…

The ergodic equation is a basic tool in the study of mean-payoff stochastic games. Its solvability entails that the mean payoff is independent of the initial state. Moreover, optimal stationary strategies are readily obtained from its…

This paper is devoted to finite horizon deterministic mean field games in which the state space is a network. The agents control their velocity, and when they occupy a vertex, they can enter into any incident edge. The running and terminal…

Consider concurrent, infinite duration, two-player win/lose games played on graphs. If the winning condition satisfies some simple requirement, the existence of Player 1 winning (finite-memory) strategies is equivalent to the existence of…

A basic question for zero-sum repeated games consists in determining whether the mean payoff per time unit is independent of the initial state. In the special case of "zero-player" games, i.e., of Markov chains equipped with additive…