Related papers: A game theoretical approximation for a parabolic/e…
This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-player zero-sum differential game is considered where the…
In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…
We prove that if U\subset\R^n is an open domain whose closure \overline{U} is compact in the path metric, and F is a Lipschitz function on \partial{U}, then for each \beta\in\R there exists a unique viscosity solution to the \beta-biased…
This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…
We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…
We consider the (viscosity) solution $u^\varepsilon$ of the elliptic equation $\varepsilon^2\Delta_p^G u= u$ in a domain (not necessarily bounded), satisfying $u=1$ on its boundary. Here, $\Delta_p^G$ is the {\it game-theoretic or…
A two-person zero-sum infinite dimensional differential game of infinite duration with discounted payoff involving hybrid controls is studied. The minimizing player is allowed to take continuous, switching and impulse controls whereas the…
In this paper we study a two person zero sum stochastic differential game in weak formulation. Unlike standard literature which uses strategy type of controls, the weak formulation allows us to consider the game with control against…
Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…
This paper considers the problem of two-player zero-sum stochastic differential game with both players adopting impulse controls in finite horizon under rather weak assumptions on the cost functions ($c$ and $\chi$ not decreasing in time).…
We consider a zero-sum stochastic differential controller-and-stopper game in which the state process is a controlled diffusion evolving in a multi-dimensional Euclidean space. In this game, the controller affects both the drift and the…
In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…
In this paper we consider an infinite horizon zero-sum differential game where the dynamics of each player and the running cost are also depending on the evolution of some discrete (switching) variables. In particular, such switching…
We study a version of the stochastic "tug-of-war" game, played on graphs and smooth domains, with the empty set of terminal states. We prove that, when the running payoff function is shifted by an appropriate constant, the values of the…
We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given…
In this paper we use viscosity approach to provide an explicit solution to the problem of a two - player switching game. We characterize the switching regions which reduce the switching problem into one of finding a finite number of…
We propose a new version of the tug-of-war game and a corresponding dynamic programming principle related to the $p$-Laplacian with $1<p<2$. For this version, the asymptotic H\"older continuity of solutions can be directly derived from…
We introduce a simple extensive-form algorithm for finding equilibria of two-player, zero-sum games. The algorithm is realization equivalent to a generalized form of Fictitious Play. We compare its performance to that of a similar…
In this paper, we deal with the solutions of systems of PDEs with bilateral inter-connected obstacles of min-max and max-min types. These systems arise naturally in stochastic switching zero-sum game problems. We show that when the…
This paper deals with a two-person zero-sum differential game for a dynamical system described by a Caputo fractional differential equation of order $\alpha \in (0, 1)$ and a Bolza cost functional. The differential game is associated to the…