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We study finite normal-form games in which payoffs are subject to random perturbations and players face uncertainty about how these shocks co-move across actions, an ambiguity that naturally arises when only realized (not counterfactual)…

Theoretical Economics · Economics 2026-02-12 Yu Gui , Bahar Taşkesen

We study episodic two-player zero-sum Markov games (MGs) in the offline setting, where the goal is to find an approximate Nash equilibrium (NE) policy pair based on a dataset collected a priori. When the dataset does not have uniform…

Machine Learning · Computer Science 2023-01-02 Han Zhong , Wei Xiong , Jiyuan Tan , Liwei Wang , Tong Zhang , Zhaoran Wang , Zhuoran Yang

Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…

Computer Science and Game Theory · Computer Science 2022-02-02 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

We study $n$-player turn-based games played on a finite directed graph. For each play, the players have to pay a cost that they want to minimize. Instead of the well-known notion of Nash equilibrium (NE), we focus on the notion of subgame…

Computer Science and Game Theory · Computer Science 2015-04-13 Thomas Brihaye , Véronique Bruyère , Noémie Meunier , Jean-François Raskin

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

Optimization and Control · Mathematics 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

We present a novel method to compute $\textit{assume-guarantee contracts}$ in non-zerosum two-player games over finite graphs where each player has a different $ \omega $-regular winning condition. Given a game graph $G$ and two parity…

Computer Science and Game Theory · Computer Science 2024-03-19 Ashwani Anand , Satya Prakash Nayak , Anne-Kathrin Schmuck

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

Optimization and Control · Mathematics 2020-01-22 Nuh Aygün Dalkıran , Serdar Yüksel

Weighted timed automata have been defined in the early 2000's for modelling resource-consumption or -allocation problems in real-time systems. Optimal reachability is decidable in weighted timed automata, and a symbolic forward algorithm…

Logic in Computer Science · Computer Science 2016-02-02 Patricia Bouyer , Maximilien Colange , Nicolas Markey

Constraint satisfaction problems (CSPs) are ubiquitous in theoretical computer science. We study the problem of StrongCSPs, i.e. instances where a large induced sub-instance has a satisfying assignment. More formally, given a CSP instance…

Data Structures and Algorithms · Computer Science 2022-05-24 Suprovat Ghoshal , Anand Louis

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu

Multi-dimensional mean-payoff and energy games provide the mathematical foundation for the quantitative study of reactive systems, and play a central role in the emerging quantitative theory of verification and synthesis. In this work, we…

Computer Science and Game Theory · Computer Science 2014-11-04 Krishnendu Chatterjee , Mickael Randour , Jean-François Raskin

We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…

Logic in Computer Science · Computer Science 2015-05-13 Fedor Shmarov , Paolo Zuliani

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

We study the problem of estimating the fixed point of a contractive operator defined on a separable Banach space. Focusing on a stochastic query model that provides noisy evaluations of the operator, we analyze a variance-reduced stochastic…

Statistics Theory · Mathematics 2022-11-30 Wenlong Mou , Koulik Khamaru , Martin J. Wainwright , Peter L. Bartlett , Michael I. Jordan

It is well-known that the winning region of a parity game with $n$ nodes and $k$ priorities can be computed as a $k$-nested fixpoint of a suitable function; straightforward computation of this nested fixpoint requires…

Computational Complexity · Computer Science 2021-03-23 Daniel Hausmann , Lutz Schröder

Parity games are simple infinite games played on finite graphs with a winning condition that is expressive enough to capture nested least and greatest fixpoints. Through their tight relationship to the modal mu-calculus, they are used in…

Logic in Computer Science · Computer Science 2019-09-18 Tom van Dijk

We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds…

Optimization and Control · Mathematics 2016-12-13 Vincent Guigues , Anatoli Juditsky , Arkadi Nemirovski

We consider an N-player hierarchical game in which the i-th player's objective comprises of an expectation-valued term, parametrized by rival decisions, and a hierarchical term. Such a framework allows for capturing a broad range of…

Optimization and Control · Mathematics 2024-01-26 Shisheng Cui , Uday V. Shanbhag , Mathias Staudigl

In many multi-player interactions, players incur strictly positive costs each time they execute actions e.g. 'menu costs' or transaction costs in financial systems. Since acting at each available opportunity would accumulate prohibitively…

Multiagent Systems · Computer Science 2024-08-02 David Mguni

We study the problem of computing optimal correlated equilibria (CEs) in infinite-horizon multi-player stochastic games, where correlation signals are provided over time. In this setting, optimal CEs require history-dependent policies; this…

Computer Science and Game Theory · Computer Science 2025-06-10 Jiarui Gan , Rupak Majumdar