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Related papers: Stochastic Games with General Payoff Functions

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A game has approximate equilibria if for every $\epsilon >0$ there is an $\epsilon$-equilibrium. We show that there is a stochastic game that lacks approximate equilibria. This game has finitely many players and actions, their payoffs are…

Functional Analysis · Mathematics 2023-10-23 Robert Samuel Simon

We show that every two-player stochastic game with finite state and action sets and bounded, Borel-measurable, and shift-invariant payoffs, admits an $\ep$-equilibrium for all $\varepsilon>0$.

Optimization and Control · Mathematics 2022-03-29 János Flesch , Eilon Solan

Using methods from the statistical mechanics of disordered systems we analyze the properties of bimatrix games with random payoffs in the limit where the number of pure strategies of each player tends to infinity. We analytically calculate…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

We study multiplayer Blackwell games, which are repeated games where the payoff of each player is a bounded and Borel-measurable function of the infinite stream of actions played by the players during the game. These games are an extension…

Optimization and Control · Mathematics 2022-05-25 János Flesch , Eilon Solan

The value of a finite-state two-player zero-sum stochastic game with limit-average payoff can be approximated to within $\epsilon$ in time exponential in a polynomial in the size of the game times polynomial in logarithmic in…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Rupak Majumdar , Thomas A. Henzinger

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Computer Science and Game Theory · Computer Science 2022-03-29 Hugo Gimbert , Edon Kelmendi

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. The adversarial part of the environment is modeled by a player (Player 2) who tries to prevent the system (Player 1) from achieving its…

Computer Science and Game Theory · Computer Science 2025-06-11 Laurent Doyen , Pranshu Gaba , Shibashis Guha

We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…

Logic in Computer Science · Computer Science 2016-03-18 Stéphane Le Roux , Arno Pauly

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

We study multi-player games with perfect information and general payoff function, where the set of stages is the set of non-positive integers $\{\ldots,-2,-1,0\}$. We define two related equilibrium concepts: one considering only deviations…

Optimization and Control · Mathematics 2025-12-02 Galit Ashkenazi-Golan , János Flesch , Eilon Solan

We consider infinite-state turn-based stochastic games of two players, Box and Diamond, who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded,…

Computer Science and Game Theory · Computer Science 2012-08-09 Tomáš Brázdil , Antonín Kučera , Petr Novotný

Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…

Computer Science and Game Theory · Computer Science 2021-02-02 Pranav Ashok , Krishnendu Chatterjee , Jan Kretinsky , Maximilian Weininger , Tobias Winkler

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

Computer Science and Game Theory · Computer Science 2010-12-13 Sachin Adlakha , Ramesh Johari

This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff at any point in the game…

Optimization and Control · Mathematics 2024-12-02 Thomas Ragel , Bruno Ziliotto

Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

Computer Science and Game Theory · Computer Science 2017-10-10 Paul Hunter , Arno Pauly , Guillermo A. Pérez , Jean-François Raskin

We prove that every repeated game with countably many players, finite action sets, and tail-measurable payoffs admits an $\epsilon$-equilibrium, for every $\epsilon > 0$.

Optimization and Control · Mathematics 2021-06-09 Galit Ashkenazi-Golan , Janos Flesch , Arkadi Predtetchinski , Eilon Solan

It was shown in Flesch and Solan (2022) with a rather involved proof that all two-player stochastic games with finite state and action spaces and shift-invariant payoffs admit an $\epsilon$-equilibrium, for every $\epsilon>0$. Their proof…

Optimization and Control · Mathematics 2022-08-25 Galit Ashkenazi-Golan , János Flesch , Eilon Solan

Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…

Disordered Systems and Neural Networks · Physics 2009-10-31 J. Berg , A. Engel
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