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Mean-field game theory relies on approximating games that are intractable to model due to a very large to infinite population of players. While these kinds of games can be solved analytically via the associated system of partial…

Machine Learning · Computer Science 2026-04-16 Anna C. M. Thöni , Yoram Bachrach , Tal Kachman

Weighted timed games are two-player zero-sum games played in a timed automaton equipped with integer weights. We consider optimal reachability objectives, in which one of the players, that we call Min, wants to reach a target location while…

Computer Science and Game Theory · Computer Science 2025-03-05 Benjamin Monmege , Julie Parreaux , Pierre-Alain Reynier

Finding equilibrium points in continuous minmax games has become a key problem within machine learning, in part due to its connection to the training of generative adversarial networks and reinforcement learning. Because of existence and…

Machine Learning · Statistics 2025-11-12 Viktor Nilsson , Pierre Nyquist

In this paper we study the problem of information sharing among rational self-interested agents as a dynamic game of asymmetric information. We assume that the agents imperfectly observe a Markov chain and they are called to decide whether…

Computer Science and Game Theory · Computer Science 2021-03-30 Konstantinos Ntemos , George Pikramenos , Nicholas Kalouptsidis

Concurrent stochastic games are an important formalism for the rational verification of probabilistic multi-agent systems, which involves verifying whether a temporal logic property is satisfied in some or all game-theoretic equilibria of…

Computer Science and Game Theory · Computer Science 2023-11-29 Daniel Stan , Muhammad Najib , Anthony Widjaja Lin , Parosh Aziz Abdulla

This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the drift term of the leader's state equation. Moreover, both the…

Optimization and Control · Mathematics 2026-03-31 Na Xiang , Jingtao Shi

We study a class of two-player zero-sum stochastic games known as \textit{blind stochastic games}, where players neither observe the state nor receive any information about it during the game. A central concept for analyzing long-duration…

Optimization and Control · Mathematics 2025-11-24 Krishnendu Chatterjee , David Lurie , Raimundo Saona , Bruno Ziliotto

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

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…

Logic in Computer Science · Computer Science 2022-05-20 Pablo F. Castro , Pedro R. D'Argenio , Luciano Putruele , Ramiro Demasi

In this paper, we present an optimal control problem for stochastic differential games under Markov regime-switching forward-backward stochastic differential equations with jumps and partial information. First, we prove a sufficient maximum…

Optimization and Control · Mathematics 2014-10-14 Olivier Menoukeu Pamen , Romual Herve Momeya

We propose a dynamic information manipulation game (DIMG) to investigate the incentives of an information manipulator (IM) to influence the transition rules of a partially observable Markov decision process (POMDP). DIMG is a hierarchical…

Optimization and Control · Mathematics 2025-07-15 Shutian Liu , Quanyan Zhu

We develop provably efficient reinforcement learning algorithms for two-player zero-sum finite-horizon Markov games with simultaneous moves. To incorporate function approximation, we consider a family of Markov games where the reward…

Machine Learning · Computer Science 2020-06-25 Qiaomin Xie , Yudong Chen , Zhaoran Wang , Zhuoran Yang

We show how solution concepts in games such as Nash equilibrium, correlated equilibrium, rationalizability, and sequential equilibrium can be given a uniform definition in terms of \emph{knowledge-based programs}. Intuitively, all solution…

Computer Science and Game Theory · Computer Science 2007-05-23 Joseph Y. Halpern , Yoram Moses

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2022-07-21 Jan Kretinsky , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

Technological advances have paved the way for collecting high-resolution network data in basketball, football, and other team-based sports. Such data consist of interactions among players of competing teams indexed by space and time.…

Applications · Statistics 2024-02-14 Nicholas Grieshop , Yong Feng , Guanyu Hu , Michael Schweinberger

The paper is devoted to dynamic games. We consider a general enough framework, which is not limited to e.g. differential games and could accommodate both discrete and continuous time. Assuming common dynamics, we study two game families…

Optimization and Control · Mathematics 2018-04-25 Dmitry Khlopin

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

Optimization and Control · Mathematics 2009-04-20 Jérôme Renault

In imperfect information games (e.g. Bridge, Skat, Poker), one of the fundamental considerations is to infer the missing information while at the same time avoiding the disclosure of private information. Disregarding the issue of protecting…

Artificial Intelligence · Computer Science 2024-05-24 Jérôme Arjonilla , Abdallah Saffidine , Tristan Cazenave

In stochastic dynamic environments, team Markov games have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually…

Optimization and Control · Mathematics 2022-05-03 Feng Huang , Ming Cao , Long Wang

Understanding how players adjust their strategies in games, based on their experience, is a crucial tool for policymakers. It enables them to forecast the system's eventual behavior, exert control over the system, and evaluate…

Computer Science and Game Theory · Computer Science 2024-10-14 Iosif Sakos , Antonios Varvitsiotis , Georgios Piliouras
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