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We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

Probability · Mathematics 2011-06-15 Christine Grün

This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…

Optimization and Control · Mathematics 2025-08-26 Xin Wen , Li Xia , Zhihui Yu

Dynamic Stackelberg games are a broad class of two-player games in which the leader acts first, and the follower chooses a response strategy to the leader's strategy. Unfortunately, only stylized Stackelberg games are explicitly solvable…

Optimization and Control · Mathematics 2024-11-15 Guillermo Alvarez , Ibrahim Ekren , Anastasis Kratsios , Xuwei Yang

There has been considerable work on reasoning about the strategic ability of agents under imperfect information. However, existing logics such as Probabilistic Strategy Logic are unable to express properties relating to information…

Artificial Intelligence · Computer Science 2025-01-07 Chunyan Mu , Nima Motamed , Natasha Alechina , Brian Logan

Partial-monitoring games constitute a mathematical framework for sequential decision making problems with imperfect feedback: The learner repeatedly chooses an action, opponent responds with an outcome, and then the learner suffers a loss…

Computer Science and Game Theory · Computer Science 2011-10-13 András Antos , Gábor Bartók , Dávid Pál , Csaba Szepesvári

Most models of Stackelberg security games assume that the attacker only knows the defender's mixed strategy, but is not able to observe (even partially) the instantiated pure strategy. Such partial observation of the deployed pure strategy…

Computer Science and Game Theory · Computer Science 2015-05-05 Haifeng Xu , Albert X. Jiang , Arunesh Sinha , Zinovi Rabinovich , Shaddin Dughmi , Milind Tambe

We initiate the study of structured Stackelberg games, a novel form of strategic interaction between a leader and a follower where contextual information can be predictive of the follower's (unknown) type. Motivated by applications such as…

Computer Science and Game Theory · Computer Science 2026-05-18 Maria-Florina Balcan , Kiriaki Fragkia , Keegan Harris

In contrast to the classic formulation of partial monitoring, linear partial monitoring can model infinite outcome spaces, while imposing a linear structure on both the losses and the observations. This setting can be viewed as a…

Machine Learning · Computer Science 2026-01-15 Federico Di Gennaro , Khaled Eldowa , Nicolò Cesa-Bianchi

In this paper, we investigate a worst-case-scenario control problem with a partially observed state. We consider a non-stochastic formulation, where noises and disturbances in our dynamics are uncertain variables which take values in finite…

Optimization and Control · Mathematics 2022-12-14 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

Many multi-agent interaction scenarios can be naturally modeled as noncooperative games, where each agent's decisions depend on others' future actions. However, deploying game-theoretic planners for autonomous decision-making requires a…

Machine Learning · Computer Science 2026-01-05 Yash Jain , Xinjie Liu , Lasse Peters , David Fridovich-Keil , Ufuk Topcu

In this paper, we study a subclass of n-player stochastic games, in which each player has their own internal state controlled only by their own action and their objective is a common goal called team variance which measures the total…

Optimization and Control · Mathematics 2025-07-31 Li Xia

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…

Optimization and Control · Mathematics 2019-07-11 Johanna Burtscheidt , Matthias Claus

Revision of the paper previously entitled "Learning a Machine for the Decision in a Partially Observable Markov Universe" In this paper, we are interested in optimal decisions in a partially observable universe. Our approach is to directly…

Optimization and Control · Mathematics 2007-06-13 Frederic Dambreville

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…

Optimization and Control · Mathematics 2026-05-14 Camilo Hernández , Nicolás Hernández Santibáñez , Emma Hubert , Dylan Possamaï

In this paper, we investigate the probabilistic variants of the strategy logics ATL and ATL* under imperfect information. Specifically, we present novel decidability and complexity results when the model transitions are stochastic and…

Multiagent Systems · Computer Science 2023-10-27 Francesco Belardinelli , Wojciech Jamroga , Munyque Mittelmann , Aniello Murano

Partially observable Markov decision processes (POMDPs) rely on the key assumption that probability distributions are precisely known. Robust POMDPs (RPOMDPs) alleviate this concern by defining imprecise probabilities, referred to as…

Artificial Intelligence · Computer Science 2024-07-30 Eline M. Bovy , Marnix Suilen , Sebastian Junges , Nils Jansen

This paper proposes to use probabilistic model checking to synthesize optimal robot policies in multi-tasking autonomous systems that are subject to human-robot interaction. Given the convincing empirical evidence that human behavior can be…

Artificial Intelligence · Computer Science 2016-11-01 Sebastian Junges , Nils Jansen , Joost-Pieter Katoen , Ufuk Topcu

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…

Computer Science and Game Theory · Computer Science 2021-12-07 Kai Wang , Lily Xu , Andrew Perrault , Michael K. Reiter , Milind Tambe