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We analyse an algorithm solving stochastic mean-payoff games, combining the ideas of relative value iteration and of Krasnoselskii-Mann damping. We derive parameterized complexity bounds for several classes of games satisfying…

Optimization and Control · Mathematics 2023-05-05 Marianne Akian , Stéphane Gaubert , Ulysse Naepels , Basile Terver

We study the problem of sensor scheduling for an intrusion detection task. We model this as a two-player zero-sum game over a graph, where the defender (Player 1) seeks to identify the optimal strategy for scheduling sensor orientations to…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Jayanth Bhargav , Shreyas Sundaram , Mahsa Ghasemi

We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that…

Optimization and Control · Mathematics 2017-12-06 Fabien Gensbittel , Christine Grün

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

Inverse game theory is utilized to infer the cost functions of all players based on game outcomes. However, existing inverse game theory methods do not consider the learner as an active participant in the game, which could significantly…

Computer Science and Game Theory · Computer Science 2025-10-20 Jianguo Chen , Jinlong Lei , Biqiang Mu , Yiguang Hong , Hongsheng Qi

In the present work, we consider 2-person zero-sum stochastic differential games with a nonlinear pay-off functional which is defined through a backward stochastic differential equation. Our main objective is to study for such a game the…

Probability · Mathematics 2014-07-29 Rainer Buckdahn , Juan Li , Marc Quincampoix

A quantum game in the Eisert scheme is defined by the payoff matrix, plus some quantum entanglement parameters. In the symmetric nonzero-sum 2x2 games, the relevant features of the game are given by two parameters in the payoff matrix, and…

Quantum Physics · Physics 2007-05-23 Álvaro Francisco Huertas-Rosero

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Computer Science and Game Theory · Computer Science 2022-03-29 Hugo Gimbert , Edon Kelmendi

This paper formulates a Stackelberg game between a coordination agent and participating homes to control the overall load consumption of a residential neighborhood. Each home optimizes a comfort-cost trade off to determine a load schedule…

Optimization and Control · Mathematics 2024-01-30 Erhan Can Ozcan , Ioannis Ch. Paschalidis

We consider a coalitional game with the same payoff for all players. To maximize the payoff, the players need to use one collective strategy, if all players are in certain states, and the other strategy otherwise. The current state of each…

Quantum Physics · Physics 2007-05-23 Gleb V. Klimovitch

We study the existence of different notions of value in two-person zero-sum repeated games where the state evolves and players receive signals. We provide some examples showing that the limsup value (and the uniform value) may not exist in…

Optimization and Control · Mathematics 2016-01-08 Hugo Gimbert , Jérôme Renault , Sylvain Sorin , Xavier Venel , Wiesław Zielonka

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

Game theory has by now found numerous applications in various fields, including economics, industry, jurisprudence, and artificial intelligence, where each player only cares about its own interest in a noncooperative or cooperative manner,…

Computer Science and Game Theory · Computer Science 2022-07-19 Xiuxian Li , Min Meng , Yiguang Hong , Jie Chen

We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing…

Optimization and Control · Mathematics 2007-05-23 Rida Laraki , Eilon Solan

We propose a single-level numerical approach to solve Stackelberg mean field game (MFG) problems. In Stackelberg MFG, an infinite population of agents play a non-cooperative game and choose their controls to optimize their individual…

Optimization and Control · Mathematics 2024-04-24 Gokce Dayanikli , Mathieu Lauriere

The multilevel reverse Stackelberg game is considered. In this game, the leader controls the outcome by announcing a strategy as a function of decision variables of the followers to his/her own decision space. Corresponding to the leader's…

Optimization and Control · Mathematics 2023-03-01 Seyfe Belete Worku , Birilew Belayneh Tsegaw , Semu Mitiku Kassa

Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

Computer Science and Game Theory · Computer Science 2017-10-10 Paul Hunter , Arno Pauly , Guillermo A. Pérez , Jean-François Raskin

We consider the problem of payoff division in indivisible coalitional games, where the value of the grand coalition is a natural number. This number represents a certain quantity of indivisible objects, such as parliamentary seats, kidney…

Computer Science and Game Theory · Computer Science 2026-04-02 Mikołaj Czarnecki , Michał Korniak , Oskar Skibski , Piotr Skowron

Stackelberg security games are a critical tool for maximizing the utility of limited defense resources to protect important targets from an intelligent adversary. Motivated by green security, where the defender may only observe an…

Computer Science and Game Theory · Computer Science 2020-06-24 Andrew Perrault , Bryan Wilder , Eric Ewing , Aditya Mate , Bistra Dilkina , Milind Tambe

This paper concerns the analysis of the Shapley value in matching games. Matching games constitute a fundamental class of cooperative games which help understand and model auctions and assignments. In a matching game, the value of a…

Computer Science and Game Theory · Computer Science 2013-07-02 Haris Aziz , Bart de Keijzer