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Stochastic games are a well established model for multi-agent sequential decision making under uncertainty. In practical applications, though, agents often have only partial observability of their environment. Furthermore, agents…

Computer Science and Game Theory · Computer Science 2024-07-02 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

Many real-world decision problems involve the interaction of multiple self-interested agents with limited sensing ability. The partially observable stochastic game (POSG) provides a mathematical framework for modeling these problems,…

Computer Science and Game Theory · Computer Science 2024-10-30 Tyler Becker , Zachary Sunberg

Game-theoretic agents must make plans that optimally gather information about their opponents. These problems are modeled by partially observable stochastic games (POSGs), but planning in fully continuous POSGs is intractable without heavy…

Computer Science and Game Theory · Computer Science 2025-06-03 Mel Krusniak , Hang Xu , Parker Palermo , Forrest Laine

Zero-sum stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…

Artificial Intelligence · Computer Science 2016-06-23 Auke J. Wiggers , Frans A. Oliehoek , Diederik M. Roijers

Formulating cyber-security problems with attackers and defenders as a partially observable stochastic game has become a trend recently. Among them, the one-sided two-player zero-sum partially observable stochastic game (OTZ-POSG) has…

Systems and Control · Electrical Eng. & Systems 2021-09-20 Wei Zheng , Taeho Jung , Hai Lin

Multi-agent planning and reinforcement learning can be challenging when agents cannot see the state of the world or communicate with each other due to communication costs, latency, or noise. Partially Observable Stochastic Games (POSGs)…

Multiagent Systems · Computer Science 2024-12-20 Rafael F. Cunha , Jacopo Castellini , Johan Peralez , Jilles S. Dibangoye

We present a novel framework for {\epsilon}-optimally solving two-player zero-sum partially observable stochastic games (zs-POSGs). These games pose a major challenge due to the absence of a principled connection with dynamic programming…

Computer Science and Game Theory · Computer Science 2025-11-17 Erwan Christian Escudie , Matthia Sabatelli , Olivier Buffet , Jilles Steeve Dibangoye

State-of-the-art methods for solving 2-player zero-sum imperfect information games rely on linear programming or regret minimization, though not on dynamic programming (DP) or heuristic search (HS), while the latter are often at the core of…

Artificial Intelligence · Computer Science 2022-10-27 Aurélien Delage , Olivier Buffet , Jilles S. Dibangoye , Abdallah Saffidine

Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…

Computer Science and Game Theory · Computer Science 2016-08-05 Karel Horák , Branislav Bošanský

A recent method for solving zero-sum partially observable stochastic games (zs-POSGs) embeds the original game into a new one called the occupancy Markov game. This reformulation allows applying Bellman's principle of optimality to solve…

Computer Science and Game Theory · Computer Science 2024-06-04 Erwan Escudie , Matthia Sabatelli , Jilles Dibangoye

Partially Observable Stochastic Games (POSGs) are the most general and common model of games used in Multi-Agent Reinforcement Learning (MARL). We argue that the POSG model is conceptually ill suited to software MARL environments, and offer…

Machine Learning · Computer Science 2022-06-01 J K Terry , Nathaniel Grammel , Benjamin Black , Ananth Hari , Caroline Horsch , Luis Santos

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 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

Progressively intricate cyber infiltration mechanisms have made conventional means of defense, such as firewalls and malware detectors, incompetent. These sophisticated infiltration mechanisms can study the defender's behavior, identify…

Artificial Intelligence · Computer Science 2018-10-02 Mohamadreza Ahmadi , Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

We study Nash equilibrium learning in partially observable Markov games (POMGs), a multi-agent reinforcement learning framework in which agents cannot fully observe the underlying state. Prior work in this setting relies on centralization…

Computer Science and Game Theory · Computer Science 2026-05-08 Philip Jordan , Maryam Kamgarpour

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

Partially observable stochastic games provide a rich mathematical paradigm for modeling multi-agent dynamic decision making under uncertainty and partial information. However, they generally do not admit closed-form solutions and are…

Optimization and Control · Mathematics 2020-04-15 Yanling Chang , Chelsea C. White

Unlike Poker where the action space $\mathcal{A}$ is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with…

Computer Science and Game Theory · Computer Science 2025-02-17 Mukesh Ghimire , Zhe Xu , Yi Ren

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.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

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
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