English
Related papers

Related papers: HSVI can solve zero-sum Partially Observable Stoch…

200 papers

This paper analyses a stochastic differential game of control and stopping in which one of the players modifies a diffusion process using impulse controls, an adversary then chooses a stopping time to end the game. The paper firstly…

Optimization and Control · Mathematics 2019-10-04 David Mguni

Partially observable Markov decision processes (POMDPs) with continuous state and observation spaces have powerful flexibility for representing real-world decision and control problems but are notoriously difficult to solve. Recent online…

Machine Learning · Computer Science 2023-06-06 Michael H. Lim , Claire J. Tomlin , Zachary N. Sunberg

We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…

Artificial Intelligence · Computer Science 2014-11-17 Krishnendu Chatterjee , Martin Chmelík , Raghav Gupta , Ayush Kanodia

Algorithmic analysis of Markov decision processes (MDP) and stochastic games (SG) in practice relies on value-iteration (VI) algorithms. Since the basic version of VI does not provide guarantees on the precision of the result, variants of…

Computer Science and Game Theory · Computer Science 2026-03-31 Muqsit Azeem , Jan Kretinsky , Maximilian Weininger

We consider a general type of non-Markovian impulse control problems under adverse non-linear expectation or, more specifically, the zero-sum game problem where the adversary player decides the probability measure. We show that the upper…

Optimization and Control · Mathematics 2022-06-30 Magnus Perninge

Potential games and decentralised partially observable MDPs (Dec-POMDPs) are two commonly used models of multi-agent interaction, for static optimisation and sequential decisionmaking settings, respectively. In this paper we introduce…

Computer Science and Game Theory · Computer Science 2012-02-20 Archie C. Chapman , Simon A. Williamson , Nicholas R. Jennings

Optimal policies in standard MDPs can be obtained using either value iteration or policy iteration. However, in the case of zero-sum Markov games, there is no efficient policy iteration algorithm; e.g., it has been shown that one has to…

Machine Learning · Computer Science 2023-10-31 Anna Winnicki , R. Srikant

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2020-09-24 Jan Křetínský , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

Partially observable Markov Decision Processes (POMDPs) are a standard model for agents making decisions in uncertain environments. Most work on POMDPs focuses on synthesizing strategies based on the available capabilities. However, system…

Artificial Intelligence · Computer Science 2024-07-12 Alyzia-Maria Konsta , Alberto Lluch Lafuente , Christoph Matheja

We study a class of two-player zero-sum stochastic games known as \textit{blind stochastic games}, where players neither observe the state nor receive any information about it during the game. A central concept for analyzing long-duration…

Optimization and Control · Mathematics 2025-11-24 Krishnendu Chatterjee , David Lurie , Raimundo Saona , Bruno Ziliotto

A classic solution technique for Markov decision processes (MDP) and stochastic games (SG) is value iteration (VI). Due to its good practical performance, this approximative approach is typically preferred over exact techniques, even though…

Artificial Intelligence · Computer Science 2023-04-21 Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

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 a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…

Computer Science and Game Theory · Computer Science 2024-03-04 Joseph E. McCarthy , Mathieu Dahan , Chelsea C. White

Partially observable Markov decision processes (POMDPs) are a general framework for sequential decision-making under latent state uncertainty, yet learning in POMDPs is intractable in the worst case. Motivated by sensing and probing…

Machine Learning · Computer Science 2026-01-27 Ming Shi , Yingbin Liang , Ness B. Shroff

This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Cedric Langbort , Jeff Shamma

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Computer Science and Game Theory · Computer Science 2021-02-19 Sam Ganzfried

We study a class of stochastic target games where one player tries to find a strategy such that the state process almost-surely reaches a given target, no matter which action is chosen by the opponent. Our main result is a geometric dynamic…

Probability · Mathematics 2015-02-03 Bruno Bouchard , Marcel Nutz

Neuro-symbolic approaches to artificial intelligence, which combine neural networks with classical symbolic techniques, are growing in prominence, necessitating formal approaches to reason about their correctness. We propose a novel…

Artificial Intelligence · Computer Science 2024-07-12 Rui Yan , Gabriel Santos , Gethin Norman , David Parker , Marta Kwiatkowska

Decoding strategies play a pivotal role in text generation for modern language models, yet a puzzling gap divides theory and practice. Surprisingly, strategies that should intuitively be optimal, such as Maximum a Posteriori (MAP), often…

Machine Learning · Computer Science 2025-05-20 Sijin Chen , Omar Hagrass , Jason M. Klusowski

Decentralized partially observable Markov decision processes (Dec-POMDPs) are rich models for cooperative decision-making under uncertainty, but are often intractable to solve optimally (NEXP-complete). The transition and observation…

Artificial Intelligence · Computer Science 2012-10-19 Jilles S. Dibangoye , Christopher Amato , Arnoud Doniec