Related papers: Comparison of Algorithms for Simple Stochastic Gam…
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…
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…
Quitting games are one of the simplest stochastic games in which at any stage each player has only two possible actions, continue and quit. The game ends as soon as at least one player chooses to quit. The players then receive a payoff,…
We consider concurrent games played by two-players on a finite-state graph, where in every round the players simultaneously choose a move, and the current state along with the joint moves determine the successor state. We study a…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
Stochastic timed games (STGs), introduced by Bouyer and Forejt, naturally generalize both continuous-time Markov chains and timed automata by providing a partition of the locations between those controlled by two players (Player Box and…
Autonomous systems often operate in multi-agent settings and need to make concurrent, strategic decisions, typically in uncertain environments. Verification and control problems for these systems can be tackled with concurrent stochastic…
With increasing game size, a problem of computational complexity arises. This is especially true in real world problems such as in social systems, where there is a significant population of players involved in the game, and the complexity…
This paper coins the notion of Joker games, a variant of concurrent games where the players are not strictly adversarial. Instead, Player 1 can get help from Player 2 by playing a Joker move. We formalize these games as cost games and…
Gimbert and Horn gave an algorithm for solving simple stochastic games with running time O(r! n) where n is the number of positions of the simple stochastic game and r is the number of its coin toss positions. Chatterjee et al. pointed out…
This paper presents a new solution concept for multiplayer stochastic games, namely, acceptable strategy profiles. For each player $i$ and state $s$ in a stochastic game, let $w_i(s)$ be a real number. A strategy profile is…
Definable zero-sum stochastic games involve a finite number of states and action sets, reward and transition functions that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic or globally…
Temporal graphs are a popular modelling mechanism for dynamic complex systems that extend ordinary graphs with discrete time. Simply put, time progresses one unit per step and the availability of edges can change with time. We consider the…
We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…
Parity games are infinite two-player games played on directed graphs. Parity game solvers are used in the domain of formal verification. This paper defines parametrized parity games and introduces an operation, Justify, that determines a…
The goal in this paper is to approximate the Price of Stability (PoS) in stochastic Nash games using stochastic approximation (SA) schemes. PoS is amongst the most popular metrics in game theory and provides an avenue for estimating the…
This paper introduces a novel algorithm for two-player deterministic games with perfect information, which we call PROBS (Predict Results of Beam Search). Unlike existing methods that predominantly rely on Monte Carlo Tree Search (MCTS) for…
We develop here the Stochastic Perron Method in the framework of two-player zero-sum differential games. We consider the formulation of the game where both players play, symmetrically, feed-back strategies (as in [CR09] or [PZ12]) as…
The field of quantitative analytics has transformed the world of sports over the last decade. To date, these analytic approaches are statistical at their core, characterizing what is and what was, while using this information to drive…
Parity games are games that are played on directed graphs whose vertices are labeled by natural numbers, called priorities. The players push a token along the edges of the digraph. The winner is determined by the parity of the greatest…