Related papers: Stochastic hybrid differential games and match rac…

We consider a two player game, where a first player has to install a surveillance system within an admissible region. The second player needs to enter the the monitored area, visit a target region, and then leave the area, while minimizing…

This paper considers a reach-avoid differential game in three-dimensional space with four equal-speed players. A plane divides the game space into a play subspace and a goal subspace. The evader aims at entering the goal subspace while…

Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently…

This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…

We study a mathematical model for revenue management under competition with multiple sellers. The model combines the stochastic knapsack problem, a classic revenue management model, with a non coorperative game model that characterizes the…

We study a class of two-player competitive concurrent stochastic games on graphs with reachability objectives. Specifically, player 1 aims to reach a subset $F_1$ of game states, and player 2 aims to reach a subset $F_2$ of game states…

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

This paper deals with the alternative mathematical modeling of the two-side platform. Two-sided platforms are specific multi-sided platforms that bring together two distinct groups of a model. The stochastic modeling by adapting various…

We study a stochastic differential game in a ruin theoretic environment. In our setting two insurers compete for market share, which is represented by a joint performance functional. Consequently, one of the insurers strives to maximize it,…

We consider stochastic differential games with a large number of players, with the aim of quantifying the gap between closed-loop, open-loop and distributed equilibria. We show that, under two different semi-monotonicity conditions, the…

We study a simple adaptive model in the framework of an N -player normal form game. The model consists of a repeated game where the players only know their own action space and their own payoff scored at each stage, not those of the other…

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…

In this paper we introduce novel algorithmic strategies for effciently playing two-player games in which the players have different or identical player roles. In the case of identical roles, the players compete for the same objective (that…

This paper proposes a systems approach to social sciences based on mathematical framework derived from a generalization of the mathematical kinetic theory and on theoretical tools of game theory. Social systems are modeled as a living…

We study self-triggered two-player stochastic games on Piecewise Deterministic Markov Processes (PDMPs) where each agent decides when to observe and which open-loop action to hold. Augmenting the state with clocks and committed controls…

We study variants of a stochastic game inspired by backgammon where players may propose to double the stake, with the game state dictated by a one-dimensional random walk. Our variants allow for different numbers of proposals and different…

In this paper we establish a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain $2$-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is…

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…

We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…

Although dynamic games provide a rich paradigm for modeling agents' interactions, solving these games for real-world applications is often challenging. Many real-world interactive settings involve general nonlinear state and input…