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Stochastic games are fundamental in various applications, including the control of cyber-physical systems (CPS), where both controller and environment are modeled as players. Traditional algorithms typically aim to determine a single…

Systems and Control · Electrical Eng. & Systems 2025-10-17 Kittiphon Phalakarn , Sasinee Pruekprasert , Ichiro Hasuo

We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…

Optimization and Control · Mathematics 2021-12-20 Magnus Perninge

We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate…

Probability · Mathematics 2008-08-28 Ioannis Karatzas , Ingrid-Mona Zamfirescu

In the paper it is proven that the two-players turn-based stochastic game "Risk or Safety" has a unique solution. Both players need to play the same strategy if they want to maximize their winning chances. An analytical method based on the…

Combinatorics · Mathematics 2026-03-03 Rüdiger Jehn

In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor $\gamma\in(0,1)$ we provide an algorithm that…

Machine Learning · Computer Science 2019-08-30 Aaron Sidford , Mengdi Wang , Lin F. Yang , Yinyu Ye

Two-player (antagonistic) games on (possibly stochastic) graphs are a prevalent model in theoretical computer science, notably as a framework for reactive synthesis. Optimal strategies may require randomisation when dealing with inherently…

Computer Science and Game Theory · Computer Science 2024-11-25 James C. A. Main , Mickael Randour

Concurrent multi-player games with $\omega$-regular objectives are a standard model for systems that consist of several interacting components, each with its own objective. The standard solution concept for such games is Nash Equilibrium,…

Computer Science and Game Theory · Computer Science 2022-09-28 Shaull Almagor , Shai Guendelman

In shared autonomy, a critical tension arises when an automated assistant must choose between obeying a human's instruction and deliberately overriding it to prevent harm. This safety-critical behavior is known as intelligent disobedience.…

Artificial Intelligence · Computer Science 2026-03-24 Benedikt Hornig , Reuth Mirsky

We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…

Optimization and Control · Mathematics 2020-10-06 Matteo Basei , Haoyang Cao , Xin Guo

This paper deals a novel variation of the versatile stochastic duel game, which incorporates an energy fuel constraint in a two-player duel game. The energy fuel not only measures the vitality of players but also determines the power of the…

Optimization and Control · Mathematics 2023-11-23 Song-Kyoo Kim

Potential game is an emerging notion and framework for studying N-player games, especially with heterogeneous players. In this paper, we build an analytical framework for dynamic potential games. We prove that a game is a dynamic potential…

Optimization and Control · Mathematics 2024-09-09 Xin Guo , Yufei Zhang

In two-player games on graphs, the simplest possible strategies are those that can be implemented without any memory. These are called positional strategies. In this paper, we characterize objectives recognizable by deterministic B\"uchi…

Computer Science and Game Theory · Computer Science 2024-09-04 Patricia Bouyer , Antonio Casares , Mickael Randour , Pierre Vandenhove

This paper examines multiplayer symmetric constant-sum games with more than two players in a competitive setting, including examples like Mahjong, Poker, and various board and video games. In contrast to two-player zero-sum games,…

Machine Learning · Computer Science 2024-10-04 Jiawei Ge , Yuanhao Wang , Wenzhe Li , Chi Jin

In this short note we study a class of multi-player, turn-based games with deterministic state transitions and reachability / safety objectives (this class contains as special cases "classic" two-player reachability and safety games as well…

Computer Science and Game Theory · Computer Science 2018-10-05 Athanasios Kehagias

We develop an approach for two player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes. We provide the relations between a usual stochastic optimal…

Optimization and Control · Mathematics 2023-01-31 Emel Savku

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…

Computer Science and Game Theory · Computer Science 2015-07-01 Kousha Etessami , Mihalis Yannakakis

This paper studies the stochastic setting in cooperative games and suggests a solution concept based on second order stochastic dominance (SSD), which is often applied to robustly model risk averse behaviour of players in different economic…

Theoretical Economics · Economics 2024-10-28 David Ryzák , Martin Černý

We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…

Probability · Mathematics 2019-04-02 Luciano Campi , Davide De Santis

We adapt the Stochastic Perron's method in Bayraktar and Sirbu (ArXiv: 1103.0538) to the case of double obstacle problems associated to Dynkin games. We construct, symmetrically, a viscosity sub-solution which dominates the upper value of…

Optimization and Control · Mathematics 2012-01-30 Erhan Bayraktar , Mihai Sirbu

There are only a few learning algorithms applicable to stochastic dynamic teams and games which generalize Markov decision processes to decentralized stochastic control problems involving possibly self-interested decision makers. Learning…

Optimization and Control · Mathematics 2016-05-03 Gürdal Arslan , Serdar Yüksel