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We introduce a stochastic learning process called the dampened gradient approximation process. While learning models have almost exclusively focused on finite games, in this paper we design a learning process for games with continuous…

Computer Science and Game Theory · Computer Science 2018-07-02 Sebastian Bervoets , Mario Bravo , Mathieu Faure

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

Optimization and Control · Mathematics 2020-01-22 Nuh Aygün Dalkıran , Serdar Yüksel

We introduce a way to parameterize automata and games on finite graphs with natural numbers. The parameters are accessed essentially by allowing counting down from the parameter value to 0 and branching depending on whether 0 has been…

Computer Science and Game Theory · Computer Science 2018-09-11 Arno Pauly

A valuation for a player in a game in extensive form is an assignment of numeric values to the players moves. The valuation reflects the desirability moves. We assume a myopic player, who chooses a move with the highest valuation.…

Machine Learning · Computer Science 2007-05-23 Philippe Jehiel , Dov Samet

Parity games have witnessed several new quasi-polynomial algorithms since the breakthrough result of Calude et al. (STOC 2017). The combinatorial object underlying these approaches is a universal tree, as identified by Czerwi\'nski et al.…

Data Structures and Algorithms · Computer Science 2025-06-25 Zhuan Khye Koh , Georg Loho

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

Priced timed games are two-player zero-sum games played on priced timed automata (whose locations and transitions are labeled by weights modeling the costs of spending time in a state and executing an action, respectively). The goals of the…

Computer Science and Game Theory · Computer Science 2017-04-05 Thomas Brihaye , Gilles Geeraerts , Axel Haddad , Engel Lefaucheux , Benjamin Monmege

Infinitely repeated games can support cooperative outcomes that are not equilibria in the one-shot game. The idea is to make sure that any gains from deviating will be offset by retaliation in future rounds. However, this model of…

Computer Science and Game Theory · Computer Science 2024-06-04 Ratip Emin Berker , Vincent Conitzer

In this paper, we develop stochastic variance reduced algorithms for solving a class of finite-sum hemivariational inequality (HVI) problem. In this HVI problem, the associated function is assumed to be differentiable, and both the vector…

Optimization and Control · Mathematics 2025-09-12 Kevin Huang , Nuozhou Wang , Shuzhong Zhang

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

Optimization and Control · Mathematics 2018-01-17 Panayotis Mertikopoulos , Zhengyuan Zhou

We extend the classic regret minimization framework for approximating equilibria in normal-form games by greedily weighing iterates based on regrets observed at runtime. Theoretically, our method retains all previous convergence rate…

Computer Science and Game Theory · Computer Science 2022-04-12 Hugh Zhang , Adam Lerer , Noam Brown

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power…

Information Theory · Computer Science 2014-09-29 Krishna Chaitanya A , Utpal Mukherji , Vinod Sharma

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…

Computer Science and Game Theory · Computer Science 2015-07-01 Kousha Etessami , Mihalis Yannakakis

We study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to…

Optimization and Control · Mathematics 2023-11-28 Catherine Rainer , Eilon Solan

We study algorithms for solving parity, mean-payoff and energy games. We propose a systematic framework, which we call Fast value iteration, for describing, comparing, and proving correctness of such algorithms. The approach is based on…

Computer Science and Game Theory · Computer Science 2025-02-13 Michaël Cadilhac , Antonio Casares , Pierre Ohlmann

Weighted timed games are zero-sum games played by two players on a timed automaton equipped with weights, where one player wants to minimise the accumulated weight while reaching a target. Weighted timed games are notoriously difficult and…

Computer Science and Game Theory · Computer Science 2018-12-05 Damien Busatto-Gaston , Benjamin Monmege , Pierre-Alain Reynier

Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…

Econometrics · Economics 2025-10-02 Paul S. Koh

We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping game always has a value. We also show that there exists an optimal stopping time for the seller, but not necessarily for the buyer.…

Probability · Mathematics 2016-08-16 Erik Ekström , Stephane Villeneuve

In two-player finite-state stochastic games of partial observation on graphs, in every state of the graph, the players simultaneously choose an action, and their joint actions determine a probability distribution over the successor states.…

Computer Science and Game Theory · Computer Science 2011-07-13 Krishnendu Chatterjee , Laurent Doyen