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This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…

Theoretical Economics · Economics 2021-05-06 Enxian Chen , Lei Qiao , Xiang Sun , Yeneng Sun

We prove two determinacy and decidability results about two-players stochastic reachability games with partial observation on both sides and finitely many states, signals and actions.

Computer Science and Game Theory · Computer Science 2008-11-26 Nathalie Bertrand , Blaise Genest , Hugo Gimbert

We prove that every multiplayer quitting game admits a sunspot $\varepsilon$-equilibrium for every $\varepsilon > 0$, that is, an $\varepsilon$-equilibrium in an extended game in which the players observe a public signal at every stage. We…

Optimization and Control · Mathematics 2017-07-11 Eilon Solan , Omri N. Solan

We propose a novel independent and payoff-based learning framework for stochastic games that is model-free, game-agnostic, and gradient-free. The learning dynamics follow a best-response-type actor-critic architecture, where agents update…

Machine Learning · Computer Science 2026-02-03 Ahmed Said Donmez , Yuksel Arslantas , Muhammed O. Sayin

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

The paper explores n-player multi-objective interval differential games, where the terminal payoff function and integral payoff function of players are both interval-vector-valued functions. Firstly, by leveraging the partial order…

Optimization and Control · Mathematics 2024-09-09 Wen Li , Du Zou , Deyi Li , Yuqiang Feng

In this paper, we study one-player and two-player energy mean-payoff games. Energy mean-payoff games are games of infinite duration played on a finite graph with edges labeled by 2-dimensional weight vectors. The objective of the first…

Computer Science and Game Theory · Computer Science 2019-07-03 Véronique Bruyère , Quentin Hautem , Mickael Randour , Jean-François Raskin

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

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank…

Optimization and Control · Mathematics 2018-11-02 Erhan Bayraktar , Jakša Cvitanić , Yuchong Zhang

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…

Computer Science and Game Theory · Computer Science 2026-05-27 Annalisa Barbara , Riccardo Poiani , Martino Bernasconi , Andrea Celli

We define and analyze the notion of variational Wardrop equilibrium for nonatomic aggregative games with an infinity of players types. These equilibria are characterized through an infinite-dimensional variational inequality. We show, under…

Optimization and Control · Mathematics 2019-06-06 Paulin Jacquot , Cheng Wan

A Bayesian game is said to have nested information if the players are ordered, and each player knows the types of all players that follow her in that order. We prove that all multiplayer Bayesian games with finite actions spaces, bounded…

Probability · Mathematics 2025-02-24 Royi Jacobovic , John Yehuda Levy , Eilon Solan

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…

Optimization and Control · Mathematics 2009-09-29 A J Shaiju , Sheetal Dharmatti

A basic question for zero-sum repeated games consists in determining whether the mean payoff per time unit is independent of the initial state. In the special case of "zero-player" games, i.e., of Markov chains equipped with additive…

Optimization and Control · Mathematics 2015-10-20 Marianne Akian , Stéphane Gaubert , Antoine Hochart

We formulate and study a two-player static duel game as a nonzero-sum discounted stochastic game. Players $P_{1},P_{2}$ are standing in place and, in each turn, one or both may shoot at the other player. If $P_{n}$ shoots at $P_{m}$ ($m\neq…

Discrete Mathematics · Computer Science 2023-04-12 Athanasios Kehagias

The ergodic equation is a basic tool in the study of mean-payoff stochastic games. Its solvability entails that the mean payoff is independent of the initial state. Moreover, optimal stationary strategies are readily obtained from its…

Optimization and Control · Mathematics 2016-11-15 Marianne Akian , Stéphane Gaubert , Antoine Hochart

In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…

Logic · Mathematics 2015-07-01 Stephane Le Roux

We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that…

Optimization and Control · Mathematics 2017-12-06 Fabien Gensbittel , Christine Grün

We consider a partially asymmetric multi-players zero-sum game with two strategic variables. All but one players have the same payoff functions, and one player (Player $n$) does not. Two strategic variables are $t_i$'s and $s_i$'s for each…

Optimization and Control · Mathematics 2018-09-11 Atsuhiro Satoh , Yasuhito Tanaka

On a filtered probability space $(\Omega ,\mathcal{F}, (\mathcal{F}_t)_{t\in[0,\infty]}, \mathbb{P})$, we consider the two-player non-zero-sum stopping game $u^i := \mathbb{E}[U^i(\rho,\tau)],\ i=1,2$, where the first player choose a…

Optimization and Control · Mathematics 2015-08-18 Zhou Zhou
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