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We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the limiting average versions of these games we prove that the…

Optimization and Control · Mathematics 2017-12-18 K. Avrachenkov , V. Ejov , J. A. Filar , A. Moghaddam

In this paper we consider an infinite horizon zero-sum differential game where the dynamics of each player and the running cost are also depending on the evolution of some discrete (switching) variables. In particular, such switching…

Optimization and Control · Mathematics 2020-03-05 Fabio Bagagiolo , Rosario Maggistro , Marta Zoppello

In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional…

Optimization and Control · Mathematics 2010-10-13 Maoning Tang , Qingxin Meng , Yongzheng Sun

This paper considers information sharing in a multi-player repeated game. Every round, each player observes a subset of components of a random vector and then takes a control action. The utility earned by each player depends on the full…

Optimization and Control · Mathematics 2014-12-31 Michael J. Neely

We consider a game-theoretic setting to model the interplay between attacker and defender in the context of information flow, and to reason about their optimal strategies. In contrast with standard game theory, in our games the utility of a…

Cryptography and Security · Computer Science 2022-05-03 Mário S. Alvim , Konstantinos Chatzikokolakis , Yusuke Kawamoto , Catuscia Palamidessi

Two-player games on graphs provide the theoretical frame- work for many important problems such as reactive synthesis. While the traditional study of two-player zero-sum games has been extended to multi-player games with several notions of…

Computer Science and Game Theory · Computer Science 2013-11-14 Krishnendu Chatterjee , Laurent Doyen , Emmanuel Filiot , Jean-François Raskin

We consider a dynamic game with asymmetric information where each player observes privately a noisy version of a (hidden) state of the world V, resulting in dependent private observations. We study structured perfect Bayesian equilibria…

Systems and Control · Electrical Eng. & Systems 2020-09-10 Nasimeh Heydaribeni , Achilleas Anastasopoulos

We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state process {using linear policies}. The system is partially…

Optimization and Control · Mathematics 2023-08-01 Ben Hambly , Renyuan Xu , Huining Yang

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David H. Wolpert

We study two-player constant-sum Bayesian games with type-independent payoffs. Under a "completeness" statistical condition, any "identifiable'" equilibrium is an ex-post equilibrium. We apply this result to a Downsian election in which…

Theoretical Economics · Economics 2025-12-22 Navin Kartik , Francesco Squintani , Katrin Tinn

Zero-sum games are natural, if informal, analogues of closed physical systems where no energy/utility can enter or exit. This analogy can be extended even further if we consider zero-sum network (polymatrix) games where multiple agents…

Computer Science and Game Theory · Computer Science 2019-03-06 James P. Bailey , Georgios Piliouras

This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…

Optimization and Control · Mathematics 2024-07-09 Na Xiang , Jingtao Shi

We consider games in which players search for a hidden prize, and they have asymmetric information about the prize location. We study the social payoff in equilibria of these games. We present sufficient conditions for the existence of an…

Theoretical Economics · Economics 2022-04-19 Gilad Bavly , Yuval Heller , Amnon Schreiber

We study linear-quadratic games of incomplete information with Gaussian uncertainty, where each player's payoff depends on a privately observed type and a common state. The designer observes the state, elicits types, and sells action…

Computer Science and Game Theory · Computer Science 2025-11-04 Alessandro Bonatti , Munther A. Dahleh , Thibaut Horel

The article introduces a notion of a stochastic game with failure states and proposes two logical systems with modality "coalition has a strategy to transition to a non-failure state with a given probability while achieving a given goal."…

Artificial Intelligence · Computer Science 2019-10-11 Pavel Naumov , Kevin Ros

This short note demonstrates how one can define a transformation of a non-zero sum game into a zero sum, so that the optimal mixed strategy achieving equilibrium always exists. The transformation is equivalent to introduction of a passive…

Computer Science and Game Theory · Computer Science 2010-10-14 Roman V. Belavkin

We consider a stochastic game with partial, asymmetric and non-classical information, where the agents are trying to acquire as many available opportunities/locks as possible. Agents have access only to local information, the information…

Optimization and Control · Mathematics 2020-09-07 Vartika Singh , Veeraruna Kavitha

This paper studies a stochastic dynamic game between two competing teams, each consisting of a network of collaborating agents. Unlike fully cooperative settings, where all agents share a common objective, each team in this game aims to…

Multiagent Systems · Computer Science 2025-04-29 Yike Zhao , Haoyuan Cai , Ali H. Sayed

We consider zero-sum stochastic games with finite state and action spaces, perfect information, mean payoff criteria, without any irreducibility assumption on the Markov chains associated to strategies (multichain games). The value of such…

Optimization and Control · Mathematics 2012-08-03 Marianne Akian , Jean Cochet-Terrasson , Sylvie Detournay , Stéphane Gaubert

The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…

Optimization and Control · Mathematics 2023-10-09 H. Dharma Kwon , Jan Palczewski