Related papers: Backward-Forward Reachable Set Splitting for State…

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…

This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-player zero-sum differential game is considered where the…

From large-scale organizations to decentralized political systems, hierarchical strategic decision making is commonplace. We introduce a novel class of structured hierarchical games (SHGs) that formally capture such hierarchical strategic…

This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision…

This paper studies two-player zero-sum stochastic Bayesian games where each player has its own dynamic state that is unknown to the other player. Using typical techniques, we provide the recursive formulas and sufficient statistics in both…

In this paper we propose a convex programming based method to address a long-standing problem of inner-approximating backward reachable sets of state-constrained polynomial systems subject to time-varying uncertainties. The backward…

The paper presents a new method for approximating Strong Stackelberg Equilibrium in general-sum sequential games with imperfect information and perfect recall. The proposed approach is generic as it does not rely on any specific properties…

Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

This paper focuses on zero-sum stochastic differential games in the framework of forward-backward stochastic differential equations on a finite time horizon with both players adopting impulse controls. By means of BSDE methods, in…

Studying continuous time counterpart of some discrete time dynamics is now a standard and fruitful technique, as some properties hold in both setups. In game theory, this is usually done by considering differential games on Euclidean…

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

We extend the methods from Nurbekyan, Saude "Fourier approximation methods for first-order nonlocal mean-field games" [Port. Math. 75 (2018), no. 3-4] and Liu, Jacobs, Li, Nurbekyan, Osher "Computational methods for nonlocal mean field…

In this paper, we introduce a bilevel optimization framework for addressing inverse mean-field games, alongside an exploration of numerical methods tailored for this bilevel problem. The primary benefit of our bilevel formulation lies in…

This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…

In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…

In this paper, we consider a sequential stochastic Stackelberg game with two players, a leader and a follower. The follower has access to the state of the system while the leader does not. Assuming that the players act in their respective…

We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple-follower problem,…

This work studies Stackelberg network interdiction games -- an important class of games in which a defender first allocates (randomized) defense resources to a set of critical nodes on a graph while an adversary chooses its path to attack…

We study the class of reach-avoid dynamic games in which multiple agents interact noncooperatively, and each wishes to satisfy a distinct target criterion while avoiding a failure criterion. Reach-avoid games are commonly used to express…