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In this paper, we use mean field games (MFGs) to investigate approximations of $N$-player games with uniformly symmetrically continuous heterogeneous closed-loop actions. To incorporate agents' risk aversion (beyond the classical expected…

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

We consider a two-player zero-sum deterministic differential game where each player uses both continuous and impulse controls in infinite-time horizon. We assume that the impulses supposed to be of general term and the costs depend on the…

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

Zero-sum stochastic games have found important applications in a variety of fields, from machine learning to economics. Work on this model has primarily focused on the computation of Nash equilibrium due to its effectiveness in solving…

In stochastic games with stage duration h, players act at times 0, h, 2h, and so on. The payoff and leaving probabilities are proportional to h. As h approaches 0, such discrete-time games approximate games played in continuous time. The…

The present study explores a problem that can be resolved by employing the notion of a partially defined cooperative game, yet cannot by using a restricted game. The following situation is considered: First, it is assumed that the worth of…

In this paper, we consider a differential stochastic zero-sum game in which two players intervene by adopting impulse controls in a finite time horizon. We provide a numerical solution as an approximation of the value function, which turns…

We study stochastic two-player turn-based games in which the objective of one player is to ensure several infinite-horizon total reward objectives, while the other player attempts to spoil at least one of the objectives. The games have…

Mean-payoff games on timed automata are played on the infinite weighted graph of configurations of priced timed automata between two players, Player Min and Player Max, by moving a token along the states of the graph to form an infinite…

We study new classes of games, called zero-sum equivalent games and zero-sum equivalent potential games, and prove decomposition theorems involving these classes of games. We say that two games are "strategically equivalent" if, for every…

Understanding the strategic behavior of miners in a blockchain is of great importance for its proper operation. A common model for mining games considers an infinite time horizon, with players optimizing asymptotic average objectives.…

In optimal stopping problems, a Markov structure guarantees Markovian optimal stopping times (first exit times). Surprisingly, there is no analogous result for Markovian stopping games once randomization is required. This paper addresses…

Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…

Revision of the paper previously entitled "Learning a Machine for the Decision in a Partially Observable Markov Universe" In this paper, we are interested in optimal decisions in a partially observable universe. Our approach is to directly…

The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…

We introduce a new class of totally balanced cooperative TU games, namely p -additive games. It is inspired by the class of inventory games that arises from inventory situations with temporary discounts (Toledo, 2002) and contains the class…

We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…

This article is related to risk-sensitive nonzero-sum stochastic differential games in the Markovian framework. This game takes into account the attitudes of the players toward risk and the utility is of exponential form. We show the…

We consider multi-player graph games with partial-observation and parity objective. While the decision problem for three-player games with a coalition of the first and second players against the third player is undecidable, we present a…