Related papers: Zero-Sum Games and Linear Programming Duality
In this article we study linear complementarity problem with hidden $Z$-matrix. We extend the results of Fiedler and Pt{\'a}k for the linear system in complementarity problem using game theoretic approach. We establish a result related to…
In the setting of a self-dual cone in a finite-dimensional inner product space, we consider (zero-sum) linear games. In our previous work, we showed that a Z-transformation with positive value is completely mixed. The present paper…
In 1998 Zielonka simplified the proofs of memoryless determinacy of infinite parity games. In 2018 Haddad simplified some proofs of memoryless determinacy of finite parity games. This article adapts Haddad's technique for infinite parity…
A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statistical decision problems. In particular, we are interested in…
It is well known that the rock-paper-scissors game has no pure saddle point. We show that this holds more generally: A symmetric two-player zero-sum game has a pure saddle point if and only if it is not a generalized rock-paper-scissors…
This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…
We study the value of a two-player zero-sum game on a random matrix $M\in \mathbb{R}^{n\times m}$, defined by $v(M) = \min_{x\in\Delta_n}\max_{y\in \Delta_m}x^T M y$. In the setting where $n=m$ and $M$ has i.i.d. standard Gaussian entries,…
We present efficient algorithms for computing optimal or approximately optimal strategies in a zero-sum game for which Player I has n pure strategies and Player II has an arbitrary number of pure strategies. We assume that for any given…
We present ZERO, a modular and extensible C++ library interfacing Mathematical Programming and Game Theory. ZERO provides a comprehensive toolkit of modeling interfaces and algorithms for Reciprocally Bilinear Games (RBGs), i.e.,…
We associate mirror games with the universal game algebra and use the *-representation to describe quantum commuting operator strategies. We provide an algebraic characterization of whether or not a mirror game has perfect commuting…
In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…
For matrix games we study how small nonzero probability must be used in optimal strategies. We show that for nxn win-lose-draw games (i.e. (-1,0,1) matrix games) nonzero probabilities smaller than n^{-O(n)} are never needed. We also…
Matrix game, which is also known as two person zero sum game, is a famous model in game theory. There are some well established theories about it, such as von Neumann minimax theorem. However, almost no literature have reported the…
This paper proposes a game-theoretic approach to address the problem of optimal sensor placement against an adversary in uncertain networked control systems. The problem is formulated as a zero-sum game with two players, namely a malicious…
Zero-sum games have long guided artificial intelligence research, since they possess both a rich strategy space of best-responses and a clear evaluation metric. What's more, competition is a vital mechanism in many real-world multi-agent…
We study the conditions under which the iterated elimination of strictly dominated strategies is order independent and we identify a class of discontinuous games for which order does not matter. In this way, we answer the open problem…
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 article, we prove the completeness of the following game search algorithms: unbounded best-first minimax with completion and descent with completion, i.e. we show that, with enough time, they find the best game strategy. We then…
Many emerging problems involve teams of agents taking part in a game. Such problems require a stochastic analysis with regard to the correlation structures among the agents belonging to a given team. In the context of Standard Borel spaces,…