Related papers: Comparison of Algorithms for Simple Stochastic Gam…

In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…

A zero-sum two-person Perfect Information Semi-Markov game (PISMG) under limiting ratio average payoff has a value and both the maximiser and the minimiser have optimal pure semi-stationary strategies. We arrive at the result by first…

The value of a finite-state two-player zero-sum stochastic game with limit-average payoff can be approximated to within $\epsilon$ in time exponential in a polynomial in the size of the game times polynomial in logarithmic in…

We study a stochastic game where one player tries to find a strategy such that the state process reaches a target of controlled-loss-type, no matter which action is chosen by the other player. We provide, in a general setup, a relaxed…

We study stochastic games with energy-parity objectives, which combine quantitative rewards with a qualitative $\omega$-regular condition: The maximizer aims to avoid running out of energy while simultaneously satisfying a parity condition.…

We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…

This article deals with classes of antagonistic games with two players. A game is specified in terms of two `hostile' stochastic processes representing mutual attacks upon random times exerting casualties of random magnitudes. The game ends…

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…

For a zero-sum stochastic game which does not satisfy the Isaacs condition, we provide a value function representation for an Isaacs-type equation whose Hamiltonian lies in between the lower and upper Hamiltonians, as a convex combination…

This paper proposes a new method for finding closed-loop saddle points in zero-sum linear-quadratic stochastic differential games by decoupling their inherent structure. Specifically, we develop a nested iterative scheme that constructs a…

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

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…

Combinatorial games lead to several interesting, clean problems in algorithms and complexity theory, many of which remain open. The purpose of this paper is to provide an overview of the area to encourage further research. In particular, we…

Graph games provide the foundation for modeling and synthesis of reactive processes. Such games are played over graphs where the vertices are controlled by two adversarial players. We consider graph games where the objective of the first…

In common-interest stochastic games all players receive an identical payoff. Players participating in such games must learn to coordinate with each other in order to receive the highest-possible value. A number of reinforcement learning…

We present efficient algorithms for computing optimal or approximately optimal strategies in a zero-sum game for which Player I has n pure strategies and Player II has an arbitrary number of pure strategies. We assume that for any given…

We consider a wireless channel shared by multiple transmitter-receiver pairs. Their transmissions interfere with each other. Each transmitter-receiver pair aims to maximize its long-term average transmission rate subject to an average power…

We study new classes of games, called zero-sum equivalent games and zero-sum equivalent potential games, and prove decomposition theorems involving these classes of games. We say that two games are "strategically equivalent" if, for every…

Games, in their mathematical sense, are everywhere (game industries, economics, defense, education, chemistry, biology, ...).Search algorithms in games are artificial intelligence methods for playing such games. Unfortunately, there is no…

Given a skew-symmetric matrix, the corresponding two-player symmetric zero-sum game is defined as follows: one player, the row player, chooses a row and the other player, the column player, chooses a column. The payoff of the row player is…