English
Related papers

Related papers: Discrete Operational Calculus in Delayed Stochasti…

200 papers

We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized $p(x,t)$-Laplace operator. Our…

Analysis of PDEs · Mathematics 2018-08-01 Joonas Heino

The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…

Computational Complexity · Computer Science 2014-08-10 David Auger , Pierre COUCHENEY , Yann Strozecki

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 study a generalisation of B\"uchi-Landweber games to the timed setting. The winning condition is specified by a non-deterministic timed automaton with epsilon transitions and only Player I can elapse time. We show that for fixed number…

Formal Languages and Automata Theory · Computer Science 2020-04-28 Lorenzo Clemente , Sławomir Lasota , Radosław Piórkowski

We give operational meaning to wave-particle duality in terms of discrimination games. Duality arises as a constraint on the probability of winning these games. The games are played with the aid of an n-port interferometer, and involve 3…

Quantum Physics · Physics 2018-02-07 Emilio Bagan , John Calsamiglia , Janos A. Bergou , Mark Hillery

We consider the problem of routing for logistics purposes, in a contested environment where an adversary attempts to disrupt the vehicle along the chosen route. We construct a game-theoretic model that captures the problem of optimal…

Computer Science and Game Theory · Computer Science 2025-08-15 Jakub Černý , Garud Iyengar , Christian Kroer

In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

Optimization and Control · Mathematics 2023-07-14 Robert Balkin , Hector D. Ceniceros , Ruimeng Hu

We introduce Contested Logistics Games, a variant of logistics problems that account for the presence of an adversary that can disrupt the movement of goods in selected areas. We model this as a large two-player zero-sum one-shot game…

Computer Science and Game Theory · Computer Science 2024-08-26 Jakub Cerny , Chun Kai Ling , Darshan Chakrabarti , Jingwen Zhang , Gabriele Farina , Christian Kroer , Garud Iyengar

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

We consider a sequence of transferable utility (TU) games where, at each time, the characteristic function is a random vector with realizations restricted to some set of values. The game differs from other ones in the literature on dynamic,…

Optimization and Control · Mathematics 2011-01-25 Dario Bauso , Angelia Nedić

We introduce the concept of budget games. Players choose a set of tasks and each task has a certain demand on every resource in the game. Each resource has a budget. If the budget is not enough to satisfy the sum of all demands, it has to…

Computer Science and Game Theory · Computer Science 2014-07-14 Maximilian Drees , Sören Riechers , Alexander Skopalik

Differential game theory offers an approach for modeling interactions between two or more agents that occur in continuous time. The goal of each agent is to optimize its objective cost functional. In this paper, we present two different…

Optimization and Control · Mathematics 2025-07-04 Craig Bakker , Adam T. Rupe , Alexander Von Moll , Adam R. Gerlach

Combinatorial games are two-player games of pure strategy where the players, usually called Left and Right, move alternately. In this paper, we introduce Cheating Robot games. These arise from simultaneous-play combinatorial games where one…

Combinatorics · Mathematics 2022-02-11 Melissa A. Huggan , Richard J. Nowakowski

In the paper it is proven that the two-players turn-based stochastic game "Risk or Safety" has a unique solution. Both players need to play the same strategy if they want to maximize their winning chances. An analytical method based on the…

Combinatorics · Mathematics 2026-03-03 Rüdiger Jehn

This paper considers a stochastic approximation algorithm, with decreasing step size and martingale difference noise. Under very mild assumptions, we prove the non convergence of this process toward a certain class of repulsive sets for the…

Probability · Mathematics 2010-01-28 Michel Benaïm , Mathieu Faure

We consider the computational complexity of the question whether a certain strategy can be removed from a game by means of iterated elimination of dominated strategies. In particular, we study the influence of different definitions of…

Computational Complexity · Computer Science 2010-01-20 Arno Pauly

Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…

Disordered Systems and Neural Networks · Physics 2009-10-31 J. Berg , A. Engel

In multi-agent autonomous systems, deception is a fundamental concept which characterizes the exploitation of unbalanced information to mislead victims into choosing oblivious actions. This effectively alters the system's long term…

Systems and Control · Electrical Eng. & Systems 2025-08-27 Michael Tang , Miroslav Krstic , Jorge Poveda

It is now well known that decentralised optimisation can be formulated as a potential game, and game-theoretical learning algorithms can be used to find an optimum. One of the most common learning techniques in game theory is fictitious…

Machine Learning · Statistics 2011-12-13 Michalis Smyrnakis , David S. Leslie

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Optimization and Control · Mathematics 2017-07-25 Dario Bauso , Jian Gao , Hamidou Tembine
‹ Prev 1 8 9 10 Next ›