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We introduce a zero-sum game problem of mean-field type as an extension of the classical zero-sum Dynkin game problem to the case where the payoff processes might depend on the value of the game and its probability law. We establish…

Optimization and Control · Mathematics 2022-05-06 Boualem Djehiche , Roxana Dumitrescu

We study so-called invariant games played with a fixed number $d$ of heaps of matches. A game is described by a finite list $\mathcal{M}$ of integer vectors of length $d$ specifying the legal moves. A move consists in changing the current…

Computational Complexity · Computer Science 2012-02-06 Urban Larsson , Johan Wästlund

This paper uses value functions to characterize the pure-strategy subgame-perfect equilibria of an arbitrary, possibly infinite-horizon game. It specifies the game's extensive form as a pentaform (Streufert 2023p, arXiv:2107.10801v4), which…

Theoretical Economics · Economics 2023-03-14 Peter A. Streufert

These lecture notes attempt a mathematical treatment of game theory akin to mathematical physics. A game instance is defined as a sequence of states of an underlying system. This viewpoint unifies classical mathematical models for 2-person…

Theoretical Economics · Economics 2023-04-27 Ulrich Faigle

In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the existence of a very robust notion of value for the infinitely repeated problem, namely the pathwise uniform value. This solves two open…

Optimization and Control · Mathematics 2015-09-09 Xavier Venel , Bruno Ziliotto

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

By resorting to the vector space structure of finite games, skew-symmetric games (SSGs) are proposed and investigated as a natural subspace of finite games. First of all, for two player games, it is shown that the skew-symmetric games form…

Computer Science and Game Theory · Computer Science 2017-12-11 Yaqi Hao , Daizhan Cheng

Smooth game optimization has recently attracted great interest in machine learning as it generalizes the single-objective optimization paradigm. However, game dynamics is more complex due to the interaction between different players and is…

Optimization and Control · Mathematics 2021-01-27 Guodong Zhang , Yuanhao Wang

A sequence of spin-1/2 particles polarised in one of two possible directions is presented to an experimenter, who can wager in a double-or-nothing game on the outcomes of measurements in freely chosen polarisation directions. Wealth is…

Quantum Physics · Physics 2023-08-03 Bernhard K Meister , Henry C W Price

The policy iteration method is a classical algorithm for solving optimal control problems. In this paper, we introduce a policy iteration method for Mean Field Games systems, and we study the convergence of this procedure to a solution of…

Analysis of PDEs · Mathematics 2021-07-12 Simone Cacace , Fabio Camilli , Alessandro Goffi

In this work we propose and develop modified quantum games (zero and non-zero sum) in which payoffs and strategies are entangled. For the games studied, Nash and Pareto equilibriums are always obtained indicating that there are some…

This paper studies a simple class of zero-sum games played by two competing quantum players: each player sends a mixed quantum state to a referee, who performs a joint measurement on the two states to determine the players' payoffs. We…

Quantum Physics · Physics 2008-08-21 Rahul Jain , John Watrous

We show that a real-valued function on a topological vector space is positively homogeneous of degree one and nonexpansive with respect to a weak Minkowski norm if and only if it can be written as a minimax of linear forms that are…

Optimization and Control · Mathematics 2017-05-25 Marianne Akian , Stéphane Gaubert , Antoine Hochart

This paper introduces alignment games, a new class of zero-sum games modeling strategic interventions where effectiveness depends on alignment with an underlying hidden state. Motivated by operational problems in medical diagnostics,…

Optimization and Control · Mathematics 2025-09-08 Pedro Cesar Lopes Gerum , Thomas Lidbetter

We prove the existence and computability of optimal strategies in weighted limit games, zero-sum infinite-duration games with a B\"uchi-style winning condition requiring to produce infinitely many play prefixes that satisfy a given regular…

Computer Science and Game Theory · Computer Science 2020-09-25 Aniello Murano , Sasha Rubin , Martin Zimmermann

We describe an efficient algorithm to compute solutions for the general two-player Blotto game on n battlefields with heterogeneous values. While explicit constructions for such solutions have been limited to specific, largely symmetric or…

Computer Science and Game Theory · Computer Science 2022-06-01 Vianney Perchet , Philippe Rigollet , Thibaut Le Gouic

We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

Probability · Mathematics 2024-05-16 José Luis Pérez , Neofytos Rodosthenous , Kazutoshi Yamazaki

We study a class of zero-sum stochastic games between a stopper and a singular-controller, previously considered in [Bovo and De Angelis (2025)]. The underlying singularly-controlled dynamics takes values in…

Optimization and Control · Mathematics 2025-06-25 Andrea Bovo , Alessandro Milazzo

In this paper we first define a new kind of potential games, called coset weighted potential game, which is a generalized form of weighted potential game. Using semi-tensor product of matrices, an algebraic method is provided to verify…

Optimization and Control · Mathematics 2019-03-01 Yuanhua Wang , Daizhan Cheng

The space of finite games can be decomposed into three orthogonal subspaces [5], which are the subspaces of pure potential games, nonstrategic games and pure harmonic games. The orthogonal projections onto these subspaces are represented as…

Optimization and Control · Mathematics 2015-12-29 Kuize Zhang