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Related papers: FlipDyn with Control: Resource Takeover Games with…

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We introduce a game in which two players with opposing objectives seek to repeatedly takeover a common resource. The resource is modeled as a discrete time dynamical system over which a player can gain control after spending a…

Computer Science and Game Theory · Computer Science 2022-09-14 Sandeep Banik , Shaunak D. Bopardikar

We present \texttt{FlipDyn-G}, a dynamic game model extending the \texttt{FlipDyn} framework to a graph-based setting, where each node represents a dynamical system. This model captures the interactions between a defender and an adversary…

Computer Science and Game Theory · Computer Science 2024-06-25 Sandeep Banik , Shaunak D. Bopardikar , Naira Hovakimyan

Shared autonomy requires principled mechanisms for allocating and transferring control between a human and an autonomous agent. Existing approaches often rely on blending control inputs between human and autonomous agent or switching rules,…

Human-Computer Interaction · Computer Science 2025-09-12 Sandeep Banik , Naira Hovakimyan

We construct a saddle point in a class of zero-sum games between a stopper and a singular-controller. The underlying dynamics is a one-dimensional, time-homogeneous, singularly controlled diffusion taking values either on $\mathbb{R}$ or on…

Optimization and Control · Mathematics 2024-10-28 Andrea Bovo , Tiziano De Angelis

The purpose of this paper is to study 2-person zero-sum stochastic differential games, in which one player is a major one and the other player is a group of $N$ minor agents which are collectively playing, statistically identical and have…

Probability · Mathematics 2013-08-26 Rainer Buckdahn , Juan Li , Shige Peng

We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…

Optimization and Control · Mathematics 2022-03-10 Said Hamadène , Mohammed Hassani , Marie-Amélie Morlais

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

We study a subclass of $n$-player stochastic games, namely, stochastic games with independent chains and unknown transition matrices. In this class of games, players control their own internal Markov chains whose transitions do not depend…

Computer Science and Game Theory · Computer Science 2023-12-05 Tiancheng Qin , S. Rasoul Etesami

Considering linear-quadratic discrete-time games with unknown input/output/state (i/o/s) dynamics and state, we provide necessary and sufficient conditions for the existence and uniqueness of feedback Nash equilibria (FNE) in the…

Systems and Control · Electrical Eng. & Systems 2025-06-30 Shengyuan Huang , Xiaoguang Yang , Zhigang Cao , Wenjun Mei

This paper uses recent results on continuous-time finite-horizon optimal switching problems with negative switching costs to prove the existence of a saddle point in an optimal stopping (Dynkin) game. Sufficient conditions for the game's…

Optimization and Control · Mathematics 2018-06-05 Randall Martyr

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Optimization and Control · Mathematics 2024-05-15 Subrata Golui

We study a game of resource extraction of a common good under one-dimensional diffusive dynamics with player actions corresponding to singular stochastic control up to absorption at $0$, implying a trade-off between profitable resource…

Probability · Mathematics 2025-12-22 Piotr Chlebicki , Kristoffer Lindensjö

Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…

Computer Science and Game Theory · Computer Science 2016-06-07 Yannai A. Gonczarowski , Moshe Tennenholtz

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

Optimization and Control · Mathematics 2025-05-13 Magnus Perninge

Scale-invariance in games has recently emerged as a widely valued desirable property. Yet, almost all fast convergence guarantees in learning in games require prior knowledge of the utility scale. To address this, we develop learning…

Computer Science and Game Theory · Computer Science 2026-02-13 Taira Tsuchiya , Haipeng Luo , Shinji Ito

We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…

Optimization and Control · Mathematics 2021-12-20 Magnus Perninge

In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…

Computer Science and Game Theory · Computer Science 2017-10-03 Fei Miao , Quanyan Zhu , Miroslav Pajic , George J. Pappas

We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic regulator in an augmented space, thus deriving an explicit…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Emilio Benenati , Sergio Grammatico

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

In this paper we consider an infinite horizon zero-sum differential game where the dynamics of each player and the running cost are also depending on the evolution of some discrete (switching) variables. In particular, such switching…

Optimization and Control · Mathematics 2020-03-05 Fabio Bagagiolo , Rosario Maggistro , Marta Zoppello
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