English
Related papers

Related papers: Solving Two-State Markov Games with Incomplete Inf…

200 papers

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

Using the duality techniques introduced by De Meyer (1996a, 1996b), De Meyer and Marino (2005) provided optimal strategies for both players in finitely repeated games with incomplete information on two sides, in the independent case. In…

Optimization and Control · Mathematics 2021-06-09 Fabien Gensbittel , Miquel Oliu-Barton

We prove that optimal strategies exist in every perfect-information stochastic game with finitely many states and actions and a tail winning condition.

Computer Science and Game Theory · Computer Science 2013-11-20 Hugo Gimbert , Florian Horn

We investigate the performance of concurrent remote sensing from independent strategic sources, whose goal is to minimize a linear combination of the freshness of information and the updating cost. In the literature, this is often…

Computer Science and Game Theory · Computer Science 2023-02-27 Matteo Pagin , Leonardo Badia , Michele Zorzi

We show that an N-person non-cooperative semi-Markov game under limiting ratio average pay-off has a pure semi-stationary Nash equilibrium. In an earlier paper, the zero-sum two person case has been dealt with. The proof follows by reducing…

Computer Science and Game Theory · Computer Science 2024-02-27 K. G. Bakshi , S. Sinha

This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…

Economics · Quantitative Finance 2015-04-01 Wei He , Yeneng Sun

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

While single-agent policy optimization in a fixed environment has attracted a lot of research attention recently in the reinforcement learning community, much less is known theoretically when there are multiple agents playing in a…

Machine Learning · Computer Science 2022-07-27 Shuang Qiu , Xiaohan Wei , Jieping Ye , Zhaoran Wang , Zhuoran Yang

We study two-player reachability games on finite graphs. At each state the interaction between the players is concurrent and there is a stochastic Nature. Players also play stochastically. The literature tells us that 1) Player B, who wants…

Computer Science and Game Theory · Computer Science 2021-10-29 Benjamin Bordais , Patricia Bouyer , Stéphane Le Roux

We study multi-player games with perfect information and general payoff function, where the set of stages is the set of non-positive integers $\{\ldots,-2,-1,0\}$. We define two related equilibrium concepts: one considering only deviations…

Optimization and Control · Mathematics 2025-12-02 Galit Ashkenazi-Golan , János Flesch , Eilon Solan

In imperfect information games (e.g. Bridge, Skat, Poker), one of the fundamental considerations is to infer the missing information while at the same time avoiding the disclosure of private information. Disregarding the issue of protecting…

Artificial Intelligence · Computer Science 2024-05-24 Jérôme Arjonilla , Abdallah Saffidine , Tristan Cazenave

This letter studies multi-agent reinforcement learning in partially observable Markov potential games. Solving this problem is challenging due to partial observability, decentralized information, and the curse of dimensionality. First, to…

Multiagent Systems · Computer Science 2026-04-02 Wonseok Yang , Thinh T. Doan

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

We revisit the problem of learning in two-player zero-sum Markov games, focusing on developing an algorithm that is uncoupled, convergent, and rational, with non-asymptotic convergence rates. We start from the case of stateless matrix game…

Computer Science and Game Theory · Computer Science 2023-11-10 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

In this article, we focus on search algorithms for two-player perfect information games, whose objective is to determine the best possible strategy, and ideally a winning strategy. Unfortunately, some search algorithms for games in the…

Artificial Intelligence · Computer Science 2026-03-26 Quentin Cohen-Solal

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin

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

Infinite games where several players seek to coordinate under imperfect information are deemed to be undecidable, unless the information is hierarchically ordered among the players. We identify a class of games for which joint winning…

Computer Science and Game Theory · Computer Science 2015-07-29 Dietmar Berwanger , Anup Basil Mathew

We consider games played on finite graphs, whose goal is to obtain a trace belonging to a given set of winning traces. We focus on those states from which Player 1 cannot force a win. We explore and compare several criteria for establishing…

Computer Science and Game Theory · Computer Science 2008-11-12 Marco Faella