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We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
Deception plays critical roles in economics and technology, especially in emerging interactions in cyberspace. Holistic models of deception are needed in order to analyze interactions and to design mechanisms that improve them. Game theory…
This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…
Two-player stochastic games are games with two 2 players and a randomised entity called "nature". A natural question to ask in this framework is the existence of strategies that ensure that an event happens with probability 1 (almost-sure…
Concurrent stochastic games (CSGs) are an ideal formalism for modelling probabilistic systems that feature multiple players or components with distinct objectives making concurrent, rational decisions. Examples include communication or…
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…
Remote estimation is a crucial element of real time monitoring of a stochastic process. While most of the existing works have concentrated on obtaining optimal sampling strategies, motivated by malicious attacks on cyber-physical systems,…
In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…
Motivated by authentication, intrusion and spam detection applications we consider single-class classification (SCC) as a two-person game between the learner and an adversary. In this game the learner has a sample from a target distribution…
Decision-making under uncertainty is a fundamental problem encountered frequently and can be formulated as a stochastic multi-armed bandit problem. In the problem, the learner interacts with an environment by choosing an action at each…
This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…
We consider a sequential inspection game where an inspector uses a limited number of inspections over a larger number of time periods to detect a violation (an illegal act) of an inspectee. Compared with earlier models, we allow varying…
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…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
A stochastic timed automaton is a purely stochastic process defined on a timed automaton, in which both delays and discrete choices are made randomly. We study the almost-sure model-checking problem for this model, that is, given a…
We consider finite-state concurrent stochastic games, played by k>=2 players for an infinite number of rounds, where in every round, each player simultaneously and independently of the other players chooses an action, whereafter the…
This paper studies two important signal processing aspects of equilibrium behavior in non-cooperative games arising in social networks, namely, reinforcement learning and detection of equilibrium play. The first part of the paper presents a…
Strategic deception is an act of manipulating the opponent's perception to gain strategic advantages. In this paper, we study synthesis of deceptive winning strategies in two-player turn-based zero-sum reachability games on graphs with…
Simple stochastic games can be solved by value iteration (VI), which yields a sequence of under-approximations of the value of the game. This sequence is guaranteed to converge to the value only in the limit. Since no stopping criterion is…