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We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…

Optimization and Control · Mathematics 2023-01-25 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

This paper has two parts. The first is concerned with a variant of a family of games introduced by Holy and Schlicht, that we call \emph{Welch games}. Player II having a winning strategy in the Welch game of length $\omega$ on $\kappa$ is…

Logic · Mathematics 2023-08-08 Matthew Foreman , Menachem Magidor , Martin Zeman

We introduce a notion of subgames for stochastic timing games and the related notion of subgame-perfect equilibrium in possibly mixed strategies. While a good notion of subgame-perfect equilibrium for continuous-time games is not available…

Optimization and Control · Mathematics 2018-05-23 Frank Riedel , Jan-Henrik Steg

We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we…

Optimization and Control · Mathematics 2018-05-23 Jan-Henrik Steg

We present a deterministic algorithm, solving discounted games with $n$ nodes in $n^{O(1)}\cdot (2 + \sqrt{2})^n$-time. For bipartite discounted games our algorithm runs in $n^{O(1)}\cdot 2^n$-time. Prior to our work no deterministic…

Data Structures and Algorithms · Computer Science 2020-10-27 Alexander Kozachinskiy

We tackle a fundamental problem in empirical game-theoretic analysis (EGTA), that of learning equilibria of simulation-based games. Such games cannot be described in analytical form; instead, a black-box simulator can be queried to obtain…

Computer Science and Game Theory · Computer Science 2019-06-03 Enrique Areyan Viqueira , Cyrus Cousins , Eli Upfal , Amy Greenwald

Computing the winning set for B{\"u}chi objectives in alternating games on graphs is a central problem in computer aided verification with a large number of applications. The long standing best known upper bound for solving the problem is…

Computer Science and Game Theory · Computer Science 2015-03-19 Krishnendu Chatterjee , Monika Henzinger

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…

Optimization and Control · Mathematics 2016-02-16 Yurii Averboukh

Last-iterate convergence has received extensive study in two player zero-sum games starting from bilinear, convex-concave up to settings that satisfy the MVI condition. Typical methods that exhibit last-iterate convergence for the…

Computer Science and Game Theory · Computer Science 2023-10-05 Yi Feng , Hu Fu , Qun Hu , Ping Li , Ioannis Panageas , Bo Peng , Xiao Wang

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

Follow the regularized leader FTRL is the premier algorithm for online optimization. However, despite decades of research on its convergence in constrained optimization -- and potential games in particular -- its behavior remained hitherto…

Computer Science and Game Theory · Computer Science 2026-02-02 Ioannis Anagnostides , Ioannis Panageas , Nikolas Patris , Tuomas Sandholm

Quantitative games are two-player zero-sum games played on directed weighted graphs. Total-payoff games (that can be seen as a refinement of the well-studied mean-payoff games) are the variant where the payoff of a play is computed as the…

Computer Science and Game Theory · Computer Science 2015-07-15 Thomas Brihaye , Gilles Geeraerts , Axel Haddad , Benjamin Monmege

We present a method of backward induction for computing approximate subgame perfect Nash equilibria of infinitely repeated games with discounted payoffs. This uses the selection monad transformer, combined with the searchable set monad…

Computer Science and Game Theory · Computer Science 2018-07-12 Jules Hedges

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

Logic in Computer Science · Computer Science 2016-09-15 Véronique Bruyère , Quentin Hautem , Mickael Randour

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

Logic in Computer Science · Computer Science 2016-09-21 Véronique Bruyère , Quentin Hautem , Mickael Randour

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

In this paper, some new criteria for detecting whether a finite game is potential are proposed by solving potential equations. The verification equations with the minimal number for checking a potential game are obtained for the first time.…

Computer Science and Game Theory · Computer Science 2015-04-29 Xinyun Liu , Jiandong Zhu

We consider $\epsilon$-equilibria notions for constant value of $\epsilon$ in $n$-player $m$-actions games where $m$ is a constant. We focus on the following question: What is the largest grid size over the mixed strategies such that…

Computer Science and Game Theory · Computer Science 2017-01-30 Itai Arieli , Yakov Babichenko

We study an identification problem in multi-armed bandits. In each round a learner selects one of $K$ arms and observes its reward, with the goal of eventually identifying an arm that will perform best at a {\it future} time. In adversarial…

Machine Learning · Computer Science 2026-03-03 Nataly Brukhim , Nicolò Cesa-Bianchi , Carlo Ciliberto

We study an evolutionary game of chance in which the probabilities for different outcomes (e.g., heads or tails) depend on the amount wagered on those outcomes. The game is perhaps the simplest possible probabilistic game in which…

Physics and Society · Physics 2007-08-29 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd
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