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We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

Probability · Mathematics 2024-05-16 José Luis Pérez , Neofytos Rodosthenous , Kazutoshi Yamazaki

Sensor placement optimization methods have been studied extensively. They can be applied to a wide range of applications, including surveillance of known environments, optimal locations for 5G towers, and placement of missile defense…

Machine Learning · Computer Science 2024-05-22 Lukas Taus , Yen-Hsi Richard Tsai

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…

Probability · Mathematics 2013-03-14 Erhan Bayraktar , Song Yao

The use of unmanned aerial vehicles (UAVs) as delivery systems of online goods is rapidly becoming a global norm, as corroborated by Amazon's "Prime Air" and Google's "Project Wing" projects. However, the real-world deployment of such drone…

Computer Science and Game Theory · Computer Science 2017-02-15 Anibal Sanjab , Walid Saad , Tamer Başar

LTE/LTE-Advanced networks are known to be vulnerable to denial-of-service and loss-of-service attacks from smart jammers. In this article, the interaction between a smart jammer and LTE network is modeled as an infinite-horizon, zero-sum,…

Computer Science and Game Theory · Computer Science 2019-04-26 Farhan M. Aziz , Lichun Li , Jeff S. Shamma , Gordon L. Stuber

Motivated by applications in job scheduling, queuing networks, and load balancing in cyber-physical systems, we develop and analyze a game-theoretic framework to balance the load among servers in static and dynamic settings. In these…

Computer Science and Game Theory · Computer Science 2025-12-24 Fatemeh Fardno , S. Rasoul Etesami

Consider a two-person zero-sum search game between a hider and a searcher. The hider hides among $n$ discrete locations, and the searcher successively visits individual locations until finding the hider. Known to both players, a search at…

Machine Learning · Statistics 2021-03-18 Jake Clarkson , Kyle Y. Lin , Kevin D. Glazebrook

Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…

Computer Science and Game Theory · Computer Science 2014-05-08 Julie De Pril , János Flesch , Jeroen Kuipers , Gijs Schoenmakers , Koos Vrieze

We tackle the problem of learning equilibria in simulation-based games. In such games, the players' utility functions cannot be described analytically, as they are given through a black-box simulator that can be queried to obtain noisy…

Computer Science and Game Theory · Computer Science 2020-02-26 Alberto Marchesi , Francesco Trovò , Nicola Gatti

Motivated by the increasing attention to overall social benefits in networked multi-agent systems, this paper investigates an optimization problem building on noncooperative games under high-level regulation, which can be formulated in a…

Optimization and Control · Mathematics 2025-12-02 Kaixin Du , Min Meng , Xiaoming Hu

This article considers the problem of risk-optimal allocation of security measures when the actuators of an uncertain control system are under attack. We consider an adversary injecting false data into the actuator channels. The attack…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Sribalaji C. Anand , André M. H. Teixeira

We study a wireless jamming problem consisting of the competition between a legitimate receiver and a jammer, as a zero-sum game where the value to maximize/minimize is the channel capacity at the receiver's side. Most of the approaches…

Computer Science and Game Theory · Computer Science 2026-05-19 Giovanni Perin , Leonardo Badia

When undertaking cyber security risk assessments, we must assign numeric values to metrics to compute the final expected loss that represents the risk that an organization is exposed to due to cyber threats. Even if risk assessment is…

Computer Science and Game Theory · Computer Science 2017-12-19 Andrew Fielder , Sandra Konig , Emmanouil Panaousis , Stefan Schauer , Stefan Rass

Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…

Information Theory · Computer Science 2009-11-05 Paul Cuff

This work studies the behaviors of two large-population teams competing in a discrete environment. The team-level interactions are modeled as a zero-sum game while the agent dynamics within each team is formulated as a collaborative…

Systems and Control · Electrical Eng. & Systems 2024-02-26 Yue Guan , Mohammad Afshari , Panagiotis Tsiotras

Patrolling is one of the central problems in operational security. Formally, a patrolling problem is specified by a set $U$ of nodes (admissible defender's positions), a set $T \subseteq U$ of vulnerable targets, an admissible defender's…

Computer Science and Game Theory · Computer Science 2016-08-08 Tomáš Brázdil , Petr Hliněný , Antonín Kučera , Vojtěch Řehák , Matúš Abaffy

Using mobile robots for autonomous patrolling of environments to prevent intrusions is a topic of increasing practical relevance. One of the most challenging scientific issues is the problem of finding effective patrolling strategies that,…

Computer Science and Game Theory · Computer Science 2009-12-18 Nicola Basilico , Nicola Gatti , Francesco Amigoni

This study proposes a mathematical model to optimally locate a set of detectors in such a way that the expected number of casualties in a given threat area can be minimized. Detectors may not be perfectly reliable, which is often a function…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Mohammad Marufuzzaman , Amin Aghalari , Randy Buchanan , Christina H. Rinaudo , Kayla M. Houte , Julekha H. Ranta

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

We study a security game over a network played between a $defender$ and $k$ $attackers$. Every attacker chooses, probabilistically, a node of the network to damage. The defender chooses, probabilistically as well, a connected induced…

Computer Science and Game Theory · Computer Science 2019-06-10 Eleni C. Akrida , Argyrios Deligkas , Themistoklis Melissourgos , Paul G. Spirakis