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We formulate a stochastic zero-sum game over continuous-time dynamics to analyze the competition between the attacker, who tries to covertly misguide the vehicle to an unsafe region, versus the detector, who tries to detect the attack…

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

We study a wireless jamming problem consisting of the competition between a legitimate receiver and a jammer, as a zero-sum game where the value to maximize/minimize is the channel capacity at the receiver's side. Most of the approaches…

We study a robust optimal stopping problem with respect to a set $\cP$ of mutually singular probabilities. This can be interpreted as a zero-sum controller-stopper game in which the stopper is trying to maximize its pay-off while an adverse…

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

We introduce and analyze a natural game formulated as follows. In this one-person game, the player is given a random permutation $A=(a_1,\dots, a_n)$ of a multiset $M$ of $n$ reals that sum up to $0$, where each of the $n!$ permutation…

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in a…

In mobile robotics and autonomous driving, it is natural to model agent interactions as the Nash equilibrium of a noncooperative, dynamic game. These methods inherently rely on observations from sensors such as lidars and cameras to…

A model of stochastic games where multiple controllers jointly control the evolution of the state of a dynamic system but have access to different information about the state and action processes is considered. The asymmetry of information…

We find closed-form solutions to the stochastic game between a broker and a mean-field of informed traders. In the finite player game, the informed traders observe a common signal and a private signal. The broker, on the other hand,…

We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…

This paper studies a system security problem in the context of observability based on a two-person noncooperative infinitely repeated game. Both the attacker and the defender have means to modify the dimension of the unobservable subspace,…

We consider a game played between a hider, who hides a static object in one of several possible positions in a bounded planar region, and a searcher, who wishes to reach the object by querying sensors placed in the plane. The searcher is a…

We consider a variant of the hide-and-seek game in which a seeker inspects multiple hiding locations to find multiple items hidden by a hider. Each hiding location has a maximum hiding capacity and a probability of detecting its hidden…

We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0<d$ of the $d$ coordinates of a controlled diffusion. Due to the constraint on the control directions these games…

This paper analyses a stochastic differential game of control and stopping in which one of the players modifies a diffusion process using impulse controls, an adversary then chooses a stopping time to end the game. The paper firstly…

In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing the state of nature. The total payoff is the normalized…

In this article, we study a discounted stochastic game to model resource optimal intrusion detection in wireless sensor networks. To address the problem of uncertainties in various network parameters, we propose a globalized robust game…

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…