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Distributional reinforcement learning algorithms have attempted to utilize estimated uncertainty for exploration, such as optimism in the face of uncertainty. However, using the estimated variance for optimistic exploration may cause biased…

Machine Learning · Computer Science 2023-12-06 Taehyun Cho , Seungyub Han , Heesoo Lee , Kyungjae Lee , Jungwoo Lee

We study the alternating gradient descent-ascent (AltGDA) algorithm in two-player zero-sum games. Alternating methods, where players take turns to update their strategies, have long been recognized as simple and practical approaches for…

Computer Science and Game Theory · Computer Science 2026-03-03 Tianlong Nan , Shuvomoy Das Gupta , Garud Iyengar , Christian Kroer

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

Probability · Mathematics 2022-06-08 Tiziano De Angelis , Nikita Merkulov , Jan Palczewski

This paper investigates a partial-information pursuit evasion game in which the Pursuer has a limited-range sensor to detect the Evader. Given a fixed final time, we derive the optimal evasion strategy for the Evader to maximize its…

Computer Science and Game Theory · Computer Science 2024-01-24 Dipankar Maity , Alexander Von Moll , Daigo Shishika , Michael Dorothy

We consider a dynamical approach to sequential games. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding restriction…

Computer Science and Game Theory · Computer Science 2016-09-15 Stéphane Le Roux , Arno Pauly

In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the results of Fleming and Souganidis [10] and those by Biswas…

Optimization and Control · Mathematics 2010-04-19 Rainer Buckdahn , Ying Hu , Juan Li

Empirical evidence shows that human behaviour often deviates from game-theoretical rationality. For instance, humans may hold unrealistic expectations about future outcomes. As the evolutionary roots of such biases remain unclear, we…

Multiagent Systems · Computer Science 2025-08-29 Marco Saponara , Elias Fernandez Domingos , Jorge M. Pacheco , Tom Lenaerts

We show that $\varepsilon$-additive approximations of the optimal value of fixed-size two-player free games with fixed-dimensional entanglement assistance can be computed in time $\mathrm{poly}(1/\varepsilon)$. This stands in contrast to…

Quantum Physics · Physics 2025-07-17 Julius A. Zeiss , Gereon Koßmann , Omar Fawzi , Mario Berta

We consider a class of fully stochastic and fully distributed algorithms, that we prove to learn equilibria in games. Indeed, we consider a family of stochastic distributed dynamics that we prove to converge weakly (in the sense of weak…

Computer Science and Game Theory · Computer Science 2009-07-14 Olivier Bournez , Johanne Cohen

Modern applications require robots to comply with multiple, often conflicting rules and to interact with the other agents. We present Posetal Games as a class of games in which each player expresses a preference over the outcomes via a…

In this paper we study continuous-time two-player zero-sum optimal switching games on a finite horizon. Using the theory of doubly reflected BSDEs with interconnected barriers, we show that this game has a value and an equilibrium in the…

Optimization and Control · Mathematics 2018-06-04 Said Hamadène , Randall Martyr , John Moriarty

The purpose of this paper is to prove new fine regularity results for nonlocal drift-diffusion equations via pointwise potential estimates. Our analysis requires only minimal assumptions on the divergence free drift term, enabling us to…

Analysis of PDEs · Mathematics 2023-11-28 Quoc-Hung Nguyen , Simon Nowak , Yannick Sire , Marvin Weidner

In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce risk-sensitivity behaviour for each agent via an exponential utility function. In the game model, each…

Systems and Control · Electrical Eng. & Systems 2022-11-11 Naci Saldi , Tamer Basar , Maxim Raginsky

A systematic framework for analyzing dynamical attributes of games has not been well-studied except for the special class of potential or near-potential games. In particular, the existing results have shortcomings in determining the…

Computer Science and Game Theory · Computer Science 2023-03-28 Sina Arefizadeh , Sadegh Arefizadeh , S. Rasoul Etesami , Sadegh Bolouki

This paper is concerned with two-person dynamic zero-sum games. Let games for some family have common dynamics, running costs and capabilities of players, and let these games differ in densities only. We show that the Dynamic Programming…

Optimization and Control · Mathematics 2017-09-26 Dmitry Khlopin

We consider the problem of learning to exploit learning algorithms through repeated interactions in games. Specifically, we focus on the case of repeated two player, finite-action games, in which an optimizer aims to steer a no-regret…

Computer Science and Game Theory · Computer Science 2025-05-29 Yizhou Zhang , Yi-An Ma , Eric Mazumdar

Weighted timed games are played by two players on a timed automaton equipped with weights: one player wants to minimise the accumulated weight while reaching a target, while the other has an opposite objective. Used in a reactive synthesis…

Computer Science and Game Theory · Computer Science 2017-02-01 Damien Busatto-Gaston , Benjamin Monmege , Pierre-Alain Reynier

We introduce the technique of adaptive discretization to design an efficient model-based episodic reinforcement learning algorithm in large (potentially continuous) state-action spaces. Our algorithm is based on optimistic one-step value…

Machine Learning · Computer Science 2020-10-26 Sean R. Sinclair , Tianyu Wang , Gauri Jain , Siddhartha Banerjee , Christina Lee Yu

We present a deterministic algorithm, solving discounted games with $n$ nodes in $n^{O(1)}\cdot (2 + \sqrt{2})^n$-time. For bipartite discounted games our algorithm runs in $n^{O(1)}\cdot 2^n$-time. Prior to our work no deterministic…

Data Structures and Algorithms · Computer Science 2020-10-27 Alexander Kozachinskiy

We consider a class of pursuit-evasion differential games in which the evader has continuous access to the pursuer's location, but not vice-versa. There is a remote sensor (e.g., a radar station) that can sense the evader's location upon a…

Systems and Control · Electrical Eng. & Systems 2023-07-04 Dipankar Maity