Related papers: Games for the two membranes problem

We introduce two-player games which build words over infinite alphabets, and we study the problem of checking the existence of winning strategies. These games are played by two players, who take turns in choosing valuations for variables…

We present a causality-based algorithm for solving two-player reachability games represented by logical constraints. These games are a useful formalism to model a wide array of problems arising, e.g., in program synthesis. Our technique for…

We define a general framework of partition games for formulating two-player pebble games over finite structures. We show that one particular such game, which we call the invertible-map game, yields a family of polynomial-time approximations…

In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strategies along a partition of the time interval, which are…

We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model…

In the present paper, we study a two-player zero-sum deterministic differential game with both players adopting impulse controls, in infinite time horizon, under rather weak assumptions on the cost functions. We prove by means of the…

This paper addresses the problem of utility maximization under uncertain parameters. In contrast with the classical approach, where the parameters of the model evolve freely within a given range, we constrain them via a penalty function. We…

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Parity games are abstract infinite-round games that take an important role in formal verification. In the basic setting, these games are two-player, turn-based, and played under perfect information on directed graphs, whose nodes are…

We consider a game, in which the dynamics is described by a non-linear Volterra integral equation of Hammerstein type with a weakly-singular kernel and the goals of the first and second players are, respectively, to minimize and maximize a…

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…

Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the setting of non-commutative variables. Rather than real…

In this paper we introduce and study {\em all-pay bidding games}, a class of two player, zero-sum games on graphs. The game proceeds as follows. We place a token on some vertex in the graph and assign budgets to the two players. Each turn,…

In this paper, we study a certain type of noisy tug-of-war game which can be regarded as an interpretation of a certain type of boundary value problem for the normalized $p$-Laplace equation, where $1<p<2$. More precisely, we will…

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…

The solution to a Nash or a nonsymmetric bargaining game is obtained by maximizing a concave function over a convex set, i.e., it is the solution to a convex program. We show that each 2-player game whose convex program has linear…

We present a modified version of the two-player "tug-of-war" game introduced by Peres, Schramm, Sheffield, and Wilson. This new tug-of-war game is identical to the original except near the boundary of the domain $\partial \Omega$, but its…

We study a differential game where two players separately control their own dynamics, pay a running cost, and moreover pay an exit cost (quitting the game) when they leave a fixed domain. In particular, each player has its own domain and…

This paper studies a 2-players zero-sum Dynkin game arising from pricing an option on an asset whose rate of return is unknown to both players. Using filtering techniques we first reduce the problem to a zero-sum Dynkin game on a…

In this paper we study zero-sum two-player stochastic differential games with the help of theory of Backward Stochastic Differential Equations (BSDEs). At the one hand we generalize the results of the pioneer work of Fleming and Souganidis…