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The paper is concerned with two-person dynamic zero-sum games. We investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity, and the limit of value functions of…

Optimization and Control · Mathematics 2016-07-21 Dmitry Khlopin

In this work we offer an $O(|V|^2 |E|\, W)$ pseudo-polynomial time deterministic algorithm for solving the Value Problem and Optimal Strategy Synthesis in Mean Payoff Games. This improves by a factor $\log(|V|\, W)$ the best previously…

Data Structures and Algorithms · Computer Science 2016-04-26 Carlo Comin , Romeo Rizzi

Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…

Robotics · Computer Science 2015-03-03 Edward Schmerling , Lucas Janson , Marco Pavone

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

Existing drift detection methods focus on designing sensitive test statistics. They treat the detection threshold as a fixed hyperparameter, set once to balance false alarms and late detections, and applied uniformly across all datasets and…

Machine Learning · Computer Science 2025-11-14 Pengqian Lu , Jie Lu , Anjin Liu , En Yu , Guangquan Zhang

We study a game of resource extraction of a common good under one-dimensional diffusive dynamics with player actions corresponding to singular stochastic control up to absorption at $0$, implying a trade-off between profitable resource…

Probability · Mathematics 2025-12-22 Piotr Chlebicki , Kristoffer Lindensjö

We provide an algorithm to find the value and an optimal strategy of the solitaire variant of the Ten Thousand dice game in the framework of Markov Control Processes. Once an optimal critical threshold is found, the set of non-stopping…

Optimization and Control · Mathematics 2014-05-30 Fabián Crocce , Ernesto Mordecki

Gradient-based methods for two-player games produce rich dynamics that can solve challenging problems, yet can be difficult to stabilize and understand. Part of this complexity originates from the discrete update steps given by simultaneous…

Machine Learning · Statistics 2021-07-05 Mihaela Rosca , Yan Wu , Benoit Dherin , David G. T. Barrett

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

We consider the problem of computing the maximal probability of satisfying an omega-regular specification for stochastic nonlinear systems evolving in discrete time. The problem reduces, after automata-theoretic constructions, to finding…

Systems and Control · Electrical Eng. & Systems 2022-09-30 Rupak Majumdar , Kaushik Mallik , Anne-Kathrin Schmuck , Sadegh Soudjani

We introduce a new hypothesis testing-based learning dynamics in which players update their strategies by combining hypothesis testing with utility-driven exploration. In this dynamics, each player forms beliefs about opponents' strategies…

Computer Science and Game Theory · Computer Science 2025-08-01 Ruifan Yang , Manxi Wu

In this paper, we study games with continuous action spaces and non-linear payoff functions. Our key insight is that Lipschitz continuity of the payoff function allows us to provide algorithms for finding approximate equilibria in these…

Computer Science and Game Theory · Computer Science 2016-03-31 Argyrios Deligkas , John Fearnley , Paul Spirakis

We study the problem of learning in the presence of a drifting target concept. Specifically, we provide bounds on the error rate at a given time, given a learner with access to a history of independent samples labeled according to a target…

Machine Learning · Computer Science 2015-05-21 Steve Hanneke , Varun Kanade , Liu Yang

We consider solutions of a quasi-linear parabolic PDE with zero oblique boundary data in a bounded domain. Our main result states that the solutions can be approximated by solutions of a PDE in the whole space with a penalizing drift term.…

Analysis of PDEs · Mathematics 2014-03-13 Damon Alexander , Inwon Kim

This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…

Computer Science and Game Theory · Computer Science 2025-05-19 Galit Ashkenazi-Golan , Domenico Mergoni Cecchelli , Edward Plumb

A new surveillance-evasion differential game is posed and solved in which an agile pursuer (the prying pedestrian) seeks to remain within a given surveillance range of a less agile evader that aims to escape. In contrast to previous…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Philipp Braun , Timothy L. Molloy , Iman Shames

We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.

Probability · Mathematics 2007-05-23 Alexis Devulder

This paper proposes an asymmetric perturbation technique for solving bilinear saddle-point optimization problems, commonly arising in minimax problems, game theory, and constrained optimization. Perturbing payoffs or values is known to be…

Optimization and Control · Mathematics 2026-02-16 Kenshi Abe , Mitsuki Sakamoto , Kaito Ariu , Atsushi Iwasaki

This paper explores the use of the standard approach for proving runtime bounds in discrete domains---often referred to as drift analysis---in the context of optimization on a continuous domain. Using this framework we analyze the (1+1)…

Neural and Evolutionary Computing · Computer Science 2019-01-31 Youhei Akimoto , Anne Auger , Tobias Glasmachers

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff
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