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Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

Optimization and Control · Mathematics 2019-05-17 Jérôme Renault

This paper extends Berge's maximum theorem for possibly noncompact action sets and unbounded cost functions to minimax problems and studies applications of these extensions to two-player zero-sum games with possibly noncompact action sets…

Optimization and Control · Mathematics 2017-09-14 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We propose a novel algorithm for the solution of mean-payoff games that merges together two seemingly unrelated concepts introduced in the context of parity games, small progress measures and quasi dominions. We show that the integration of…

Logic in Computer Science · Computer Science 2019-07-16 Massimo Benerecetti , Daniele Dell'Erba , Fabio Mogavero

An interesting iterative procedure is proposed to solve a two-player zero-sum Markov games. Under suitable assumption, the boundedness of the proposed iterates is obtained theoretically. Using results from stochastic approximation, the…

Machine Learning · Computer Science 2025-09-23 Shreyas S R , Antony Vijesh

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…

Analysis of PDEs · Mathematics 2026-03-11 Irene Gonzalvez , Alfredo Miranda , Julio D. Rossi , Jorge Ruiz-Cases

We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…

Optimization and Control · Mathematics 2016-04-22 Xavier Venel

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

This paper presents a universal representation of symmetric (permutation-invariant) functions with multidimensional variable-size variables. These representations help justify approximation methods that aggregate information from each…

General Economics · Economics 2025-05-22 Takeshi Fukasawa

The paper deals with a zero-sum differential game in which the dynamical system is described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ The goal of the first (second) player is to…

Optimization and Control · Mathematics 2019-08-06 Mikhail Gomoyunov

We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…

Computer Science and Game Theory · Computer Science 2025-02-03 Michail Fasoulakis , Evangelos Markakis , Giorgos Roussakis , Christodoulos Santorinaios

This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs…

Artificial Intelligence · Computer Science 2013-01-07 Michail Lagoudakis , Ron Parr

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…

Optimization and Control · Mathematics 2016-02-16 Yurii Averboukh

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

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

Optimization and Control · Mathematics 2021-12-22 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We approximate the level set solution for the motion of an embedded closed curve in the plane with normal speed $\max(0, \kappa)^{\ga}$ where $\kappa$ is the curvature of the curve and $\frac{1}{3}<\ga<1$ by the value functions of a family…

Numerical Analysis · Mathematics 2015-05-05 Heiko Kröner

We study zero-sum games, a variant of the classical combinatorial Subtraction games (studied for example in the monumental work "Winning Ways", by Berlekamp, Conway and Guy), called Cumulative Subtraction (CS). Two players alternate in…

Combinatorics · Mathematics 2020-02-14 Gal Cohensius , Urban Larsson , Reshef Meir , David Wahlstedt

The paper is concerned with two-person dynamic zero-sum games. 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 functions of…

Optimization and Control · Mathematics 2016-07-21 Dmitry Khlopin

We conduct a comprehensive analysis of the discrete-time exponential-weights dynamic with a constant step size on all general-sum and symmetric $2 \times 2$ normal-form games, i.e. games with $2$ pure strategies per player, and where the…

Computer Science and Game Theory · Computer Science 2026-01-22 Guanghui Wang , Krishna Acharya , Lokranjan Lakshmikanthan , Juba Ziani , Vidya Muthukumar

In this paper we find viscosity solutions to the two membranes problem (that is a system with two obstacle-type equations) with two different $p-$Laplacian operators taking limits of value functions of a sequence of games. We analyze…

Analysis of PDEs · Mathematics 2023-10-26 Alfredo Miranda , Julio D. Rossi

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…

Probability · Mathematics 2024-08-27 Avelio Sepúlveda , Bruno Ziliotto
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