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We present new learning dynamics combining (independent) log-linear learning and value iteration for stochastic games within the auxiliary stage game framework. The dynamics presented provably attain the efficient equilibrium (also known as…

Computer Science and Game Theory · Computer Science 2023-09-08 Onur Unlu , Muhammed O. Sayin

We present new learning dynamics combining (independent) log-linear learning and value iteration for stochastic games within the auxiliary stage game framework. The dynamics presented provably attain the efficient equilibrium (also known as…

Computer Science and Game Theory · Computer Science 2023-09-11 Onur Unlu , Muhammed O. Sayin

We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…

Systems and Control · Computer Science 2015-02-24 Maria Svorenova , Jan Kretinsky , Martin Chmelik , Krishnendu Chatterjee , Ivana Cerna , Calin Belta

Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…

Computer Science and Game Theory · Computer Science 2012-07-02 Michael L. Littman , Nishkam Ravi , Arjun Talwar , Martin Zinkevich

This paper discusses a class of thresholding-based iterative selection procedures (TISP) for model selection and shrinkage. People have long before noticed the weakness of the convex $l_1$-constraint (or the soft-thresholding) in wavelets…

Statistics Theory · Mathematics 2009-11-29 Yiyuan She

This paper proposes a finite-horizon approximation scheme and introduces episodic equilibrium as a solution concept for stochastic games (SGs), where agents strategize based on the current state and episode stage. The paper also establishes…

Computer Science and Game Theory · Computer Science 2024-04-16 Muhammed O. Sayin

Zero-sum Markov Stackelberg games can be used to model myriad problems, in domains ranging from economics to human robot interaction. In this paper, we develop policy gradient methods that solve these games in continuous state and action…

Computer Science and Game Theory · Computer Science 2024-01-24 Denizalp Goktas , Arjun Prakash , Amy Greenwald

Policy optimization is among the most popular and successful reinforcement learning algorithms, and there is increasing interest in understanding its theoretical guarantees. In this work, we initiate the study of policy optimization for the…

Machine Learning · Computer Science 2022-02-08 Liyu Chen , Haipeng Luo , Aviv Rosenberg

We address two-player general-sum stochastic Stackelberg games (SSGs), where the leader's policy is optimized considering the best-response follower whose policy is optimal for its reward under the leader. Existing policy gradient and value…

Computer Science and Game Theory · Computer Science 2026-03-17 Mikoto Kudo , Youhei Akimoto

In this paper we study how to play (stochastic) games optimally using little space. We focus on repeated games with absorbing states, a type of two-player, zero-sum concurrent mean-payoff games. The prototypical example of these games is…

Computer Science and Game Theory · Computer Science 2016-04-27 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Michal Koucký

Despite the notable successes in video games such as Atari 2600, current AI is yet to defeat human champions in the domain of real-time strategy (RTS) games. One of the reasons is that an RTS game is a multi-agent game, in which…

Machine Learning · Computer Science 2019-02-07 Keigo Kawamura , Yoshimasa Tsuruoka

In this paper, we propose a trust-region interior-point stochastic sequential quadratic programming (TR-IP-SSQP) method for solving optimization problems with a stochastic objective and deterministic nonlinear equality and inequality…

Optimization and Control · Mathematics 2026-03-12 Yuchen Fang , Jihun Kim , Sen Na , James Demmel , Javad Lavaei

In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…

Computer Science and Game Theory · Computer Science 2017-10-03 Fei Miao , Quanyan Zhu , Miroslav Pajic , George J. Pappas

Synthesizing near-optimal mixed strategies for zero-sum differential games (ZSDGs) has been a longstanding challenge. Existing research mainly focuses on characterizing the theoretical value function, while the practical design of…

Optimization and Control · Mathematics 2026-05-13 Tao Xu , Wang Xi , Jianping He

In this paper we present a novel approach to optimise tactical and strategic decision making in football (soccer). We model the game of football as a multi-stage game which is made up from a Bayesian game to model the pre-match decisions…

Artificial Intelligence · Computer Science 2020-03-24 Ryan Beal , Georgios Chalkiadakis , Timothy J. Norman , Sarvapali D. Ramchurn

Neuro-symbolic approaches to artificial intelligence, which combine neural networks with classical symbolic techniques, are growing in prominence, necessitating formal approaches to reason about their correctness. We propose a novel…

Artificial Intelligence · Computer Science 2024-07-12 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

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

This paper presents a novel method for enhancing the adaptability of Proportional-Integral-Derivative (PID) controllers in industrial systems using event-based dynamic game theory, which enables the PID controllers to self-learn, optimize,…

Artificial Intelligence · Computer Science 2025-06-17 Steve Yuwono , Muhammad Uzair Rana , Dorothea Schwung , Andreas Schwung

Many real-world domains contain multiple agents behaving strategically with probabilistic transitions and uncertain (potentially infinite) duration. Such settings can be modeled as stochastic games. While algorithms have been developed for…

Computer Science and Game Theory · Computer Science 2020-06-25 Sam Ganzfried , Conner Laughlin , Charles Morefield