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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

Finite-state abstractions are widely studied for the automated synthesis of correct-by-construction controllers for stochastic dynamical systems. However, existing abstraction methods often lead to prohibitively large finite-state models.…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

Two-player graph games have found numerous applications, most notably in the synthesis of reactive systems from temporal specifications, but also in verification. The relevance of infinite-state systems in these areas has lead to…

Logic in Computer Science · Computer Science 2023-11-08 Philippe Heim , Rayna Dimitrova

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

Computer Science and Game Theory · Computer Science 2024-11-12 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

This paper poses a theoretical characterization of the stochastic reachability problem in terms of probability measures, capturing the probability measure of the state of the system that satisfies the reachability specification for all…

Optimization and Control · Mathematics 2024-12-13 Karthik Sivaramakrishnan , Vignesh Sivaramakrishnan , Rosalyn Alex Devonport , Meeko M. K. Oishi

Two-player zero-sum games are a well-established model for synthesising controllers that optimise some performance criterion. In such games one player represents the controller, while the other describes the (adversarial) environment, and…

Computer Science and Game Theory · Computer Science 2010-06-04 Marta Kwiatkowska , Gethin Norman , Ashutosh Trivedi

We prove the existence and uniqueness of viscosity solutions to quasi-variational inequalities (QVIs) with both upper and lower obstacles. In contrast to most previous works, we allow all involved coefficients to depend on the state…

Probability · Mathematics 2024-09-09 Magnus Perninge

The problem of finding a constant bound on a term given a set of assumptions has wide applications in optimization as well as program analysis. However, in many contexts the objective term may be unbounded. Still, some sort of symbolic…

Programming Languages · Computer Science 2023-10-23 John Cyphert , Yotam Feldman , Zachary Kincaid , Thomas Reps

In a mean-payoff parity game, one of the two players aims both to achieve a qualitative parity objective and to minimize a quantitative long-term average of payoffs (aka. mean payoff). The game is zero-sum and hence the aim of the other…

Computer Science and Game Theory · Computer Science 2020-01-15 Laure Daviaud , Marcin Jurdzinski , Ranko Lazic

In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…

Optimization and Control · Mathematics 2023-12-22 Bai Xue , Naijun Zhan , Martin Fränzle

We study a finite-horizon two-person zero-sum risk-sensitive stochastic game for continuous-time Markov chains and Borel state and action spaces, in which payoff rates, transition rates and terminal reward functions are allowed to be…

Optimization and Control · Mathematics 2021-03-09 Junyu Zhang , Xianping Guo , Li Xia

We study the computational complexity of basic decision problems for one-counter simple stochastic games (OC-SSGs), under various objectives. OC-SSGs are 2-player turn-based stochastic games played on the transition graph of classic…

Computer Science and Game Theory · Computer Science 2010-09-29 Tomáš Brázdil , Václav Brožek , Kousha Etessami

We study a class of stochastic target games where one player tries to find a strategy such that the state process almost-surely reaches a given target, no matter which action is chosen by the opponent. Our main result is a geometric dynamic…

Probability · Mathematics 2015-02-03 Bruno Bouchard , Marcel Nutz

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

Data Structures and Algorithms · Computer Science 2023-10-25 Andre Linhares , Chaitanya Swamy

Stochastic games with discounted payoff, introduced by Shapley, model adversarial interactions in stochastic environments where two players try to optimize a discounted sum of rewards. In this model, long-term weights are geometrically…

Computer Science and Game Theory · Computer Science 2021-10-22 Taylor Dohmen , Ashutosh Trivedi

Emerson-Lei conditions have recently attracted attention due to their succinctness and compositionality properties. In the current work, we show how infinite-duration games with Emerson-Lei objectives can be analyzed in two different ways.…

Formal Languages and Automata Theory · Computer Science 2023-10-26 Daniel Hausmann , Mathieu Lehaut , Nir Pitermann

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

Symbolic control techniques aim to satisfy complex logic specifications. A critical step in these techniques is the construction of a symbolic (discrete) abstraction, a finite-state system whose behaviour mimics that of a given…

Artificial Intelligence · Computer Science 2021-04-29 Alex Devonport , Adnane Saoud , Murat Arcak

This paper investigates the problem of computing the equilibrium of competitive games, which is often modeled as a constrained saddle-point optimization problem with probability simplex constraints. Despite recent efforts in understanding…

Optimization and Control · Mathematics 2023-01-23 Shicong Cen , Yuting Wei , Yuejie Chi

Static reduction of information structures (ISs) is a method that is commonly adopted in stochastic control, team theory, and game theory. One approach entails change of measure arguments, which has been crucial for stochastic analysis and…

Optimization and Control · Mathematics 2023-07-13 Sina Sanjari , Tamer Başar , Serdar Yüksel