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We consider a class of two-player zero-sum stochastic games with finite state and compact control spaces, which we call stochastic shortest path (SSP) games. They are undiscounted total cost stochastic dynamic games that have a cost-free…

Optimization and Control · Mathematics 2014-12-31 Huizhen Yu

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…

Logic in Computer Science · Computer Science 2016-04-18 Vojtěch Forejt , Marta Kwiatkowska , Gethin Norman , Ashutosh Trivedi

Significant progress has been recently achieved in developing efficient solutions for simple stochastic games (SSGs), focusing on reachability objectives. While reductions from stochastic parity games (SPGs) to SSGs have been presented in…

Computer Science and Game Theory · Computer Science 2025-06-09 Raphaël Berthon , Joost-Pieter Katoen , Zihan Zhou

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

Computer Science and Game Theory · Computer Science 2020-06-25 Sam Ganzfried , Conner Laughlin , Charles Morefield

We investigate the increasingly important and common game-solving setting where we do not have an explicit description of the game but only oracle access to it through gameplay, such as in financial or military simulations and computer…

Artificial Intelligence · Computer Science 2020-02-26 Carlos Martin , Tuomas Sandholm

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…

Systems and Control · Electrical Eng. & Systems 2019-12-25 Dhruva Kartik , Ashutosh Nayyar

We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given…

Computer Science and Game Theory · Computer Science 2011-11-18 Christine Grün

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

Weighted timed games are two-player zero-sum games played in a timed automaton equipped with integer weights. We consider optimal reachability objectives, in which one of the players, that we call Min, wants to reach a target location while…

Computer Science and Game Theory · Computer Science 2025-03-05 Benjamin Monmege , Julie Parreaux , Pierre-Alain Reynier

Graph games provide the foundation for modeling and synthesizing reactive processes. In the synthesis of stochastic reactive processes, the traditional model is perfect-information stochastic games, where some transitions of the game graph…

Logic in Computer Science · Computer Science 2016-04-22 Krishnendu Chatterjee , Laurent Doyen

Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms…

Computer Science and Game Theory · Computer Science 2012-02-20 Kristoffer Arnsfelt Hansen , Michal Koucky , Niels Lauritzen , Peter Bro Miltersen , Elias Tsigaridas

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

Optimization and Control · Mathematics 2019-05-17 Jérôme Renault

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-09-25 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

This paper studies the optimization of strategies in the context of possibly randomized two players zero-sum games with incomplete information. We compare 5 algorithms for tuning the parameters of strategies over a benchmark of 12 games. A…

Computer Science and Game Theory · Computer Science 2018-07-06 Marie-Liesse Cauwet , Olivier Teytaud

Zero-sum stochastic games are easy to solve as they can be cast as simple Markov decision processes. This is however not the case with general-sum stochastic games. A fairly general optimization problem formulation is available for…

Machine Learning · Computer Science 2015-07-02 H. L. Prasad , Shalabh Bhatnagar

We consider concurrent stochastic games played on graphs with reachability and safety objectives. These games can be solved by value iteration as well as strategy iteration, each of them yielding a sequence of under-approximations of the…

Computer Science and Game Theory · Computer Science 2019-09-19 Julia Eisentraut , Jan Křetínský , Alexej Rotar

An interesting iterative procedure is proposed to solve a two-player zero-sum Markov games. Under suitable assumption, the boundedness of the proposed iterates is obtained theoretically. Using results from stochastic approximation, the…

Machine Learning · Computer Science 2025-09-23 Shreyas S R , Antony Vijesh

Two standard algorithms for approximately solving two-player zero-sum concurrent reachability games are value iteration and strategy iteration. We prove upper and lower bounds of 2^(m^(Theta(N))) on the worst case number of iterations…

Computer Science and Game Theory · Computer Science 2012-03-02 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Peter Bro Miltersen