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In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

We consider the degrees of non-computability (Weihrauch degrees) of finding winning strategies (or more generally, Nash equilibria) in infinite sequential games with certain winning sets (or more generally, outcome sets). In particular, we…

Logic in Computer Science · Computer Science 2015-06-30 Stephane Le Roux , Arno Pauly

We study stochastic zero-sum games on graphs, which are prevalent tools to model decision-making in presence of an antagonistic opponent in a random environment. In this setting, an important question is the one of strategy complexity: what…

Computer Science and Game Theory · Computer Science 2024-02-14 Patricia Bouyer , Youssouf Oualhadj , Mickael Randour , Pierre Vandenhove

We consider structural and algorithmic questions related to the Nash dynamics of weighted congestion games. In weighted congestion games with linear latency functions, the existence of (pure Nash) equilibria is guaranteed by potential…

Computer Science and Game Theory · Computer Science 2011-11-14 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin , Alexander Skopalik

Pursuit-Evasion Games (in discrete time) are stochastic games with nonnegative daily payoffs, with the final payoff being the cumulative sum of payoffs during the game. We show that such games admit a value even in the presence of…

Probability · Mathematics 2007-08-21 Ori Gurel-Gurevich

Understanding the properties of games played under computational constraints remains challenging. For example, how do we expect rational (but computationally bounded) players to play games with a prohibitively large number of states, such…

Computer Science and Game Theory · Computer Science 2021-05-20 Thomas Orton

We consider extensive games with perfect information with well-founded game trees and study the problems of existence and of characterization of the sets of subgame perfect equilibria in these games. We also provide such characterizations…

Computer Science and Game Theory · Computer Science 2021-06-23 Krzysztof R. Apt , Sunil Simon

Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

Numerical Analysis · Mathematics 2020-06-29 Diego Zabaljauregui

In two-player games on graphs, the simplest possible strategies are those that can be implemented without any memory. These are called positional strategies. In this paper, we characterize objectives recognizable by deterministic B\"uchi…

Computer Science and Game Theory · Computer Science 2024-09-04 Patricia Bouyer , Antonio Casares , Mickael Randour , Pierre Vandenhove

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

We study how individuals trade off outcome ("what") and process ("how") utility in high-stakes strategic decisions, namely professional tennis. Using optimality conditions and the second-service rule, we derive a sufficient condition for…

Econometrics · Economics 2026-05-25 Arnaud Dupuy

The existence of optimal strategy in robust utility maximization is addressed when the utility function is finite on the entire real line. A delicate problem in this case is to find a "good definition" of admissible strategies, so that an…

Portfolio Management · Quantitative Finance 2012-10-16 Keita Owari

Kopczy\'{n}ski (ICALP 2006) conjectured that prefix-independent half-positional winning conditions are closed under finite unions. We refute this conjecture over finite arenas. For that, we introduce a new class of prefix-independent…

Group Theory · Mathematics 2022-08-17 Alexander Kozachinskiy

We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…

Computational Complexity · Computer Science 2024-11-08 Bruce M. Kapron , Koosha Samieefar

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. In this paper, we study the expected value of bounded quantitative prefix-independent objectives in the context of stochastic games. We…

Computer Science and Game Theory · Computer Science 2025-08-01 Laurent Doyen , Pranshu Gaba , Shibashis Guha

We study a class of deterministic mean field games on finite and infinite time horizons arising in models of optimal exploitation of exhaustible resources. The main characteristic of our game is an absorption constraint on the players'…

General Economics · Economics 2021-04-14 Paulwin Graewe , Ulrich Horst , Ronnie Sircar

We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…

Computer Science and Game Theory · Computer Science 2020-12-15 Masoud Roudneshin , Jalal Arabneydi , Amir G. Aghdam

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…

Logic in Computer Science · Computer Science 2022-05-20 Pablo F. Castro , Pedro R. D'Argenio , Luciano Putruele , Ramiro Demasi

Consider concurrent, infinite duration, two-player win/lose games played on graphs. If the winning condition satisfies some simple requirement, the existence of Player 1 winning (finite-memory) strategies is equivalent to the existence of…

Logic in Computer Science · Computer Science 2018-05-01 Stephane Le Roux

We consider zero-sum games on infinite graphs, with objectives specified as sets of infinite words over some alphabet of colors. A well-studied class of objectives is the one of $\omega$-regular objectives, due to its relation to many…

Computer Science and Game Theory · Computer Science 2023-06-22 Patricia Bouyer , Mickael Randour , Pierre Vandenhove