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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…

Optimization and Control · Mathematics 2022-09-26 Brahim El Asri , Hafid Lalioui

We consider two-player partial-observation stochastic games on finite-state graphs where player 1 has partial observation and player 2 has perfect observation. The winning condition we study are \omega-regular conditions specified as parity…

Logic in Computer Science · Computer Science 2014-01-15 Krishnendu Chatterjee , Laurent Doyen , Sumit Nain , Moshe Y. Vardi

We construct an approximate public-signal correlated equilibrium for a nonzero-sum differential game in the class of stochastic strategies with memory. The construction is based on a solution of an auxiliary nonzero-sum continuous-time…

Optimization and Control · Mathematics 2018-11-22 Yurii Averboukh

Weighted timed games are two-player zero-sum games played in a timed automaton equipped with integer weights. We consider optimal reachability objectives, in which one of the players, that we call Min, wants to reach a target location while…

Computer Science and Game Theory · Computer Science 2025-03-05 Benjamin Monmege , Julie Parreaux , Pierre-Alain Reynier

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

Probability · Mathematics 2022-06-08 Tiziano De Angelis , Nikita Merkulov , Jan Palczewski

This paper is concerned with a linear-quadratic non-zero sum differential game with asymmetric delayed information. To be specific, two players exist time delays simultaneously which are different, leading the dynamical system being an…

Optimization and Control · Mathematics 2025-10-27 Yuxin Ye , Jingtao Shi

The paper is concerned with a variant of the continuous-time finite state Markov game of control and stopping where both players can affect transition rates, while only one player can choose a stopping time. We use the dynamic programming…

Optimization and Control · Mathematics 2022-08-09 Yurii Averboukh

We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler…

Computer Science and Game Theory · Computer Science 2025-02-03 Michail Fasoulakis , Evangelos Markakis , Giorgos Roussakis , Christodoulos Santorinaios

We study a two-player zero-sum game in continuous time, where the payoff-a running cost-depends on a Brownian motion. This Brownian motion is observed in real time by one of the players. The other one observes only the actions of his…

Optimization and Control · Mathematics 2017-03-22 Fabien Gensbittel , Catherine Rainer

Stochastic timed games (STGs), introduced by Bouyer and Forejt, naturally generalize both continuous-time Markov chains and timed automata by providing a partition of the locations between those controlled by two players (Player Box and…

Logic in Computer Science · Computer Science 2016-07-20 S Akshay , Patricia Bouyer , Shankara Narayanan Krishna , Lakshmi Manasa , Ashutosh Trivedi

We study nonzero-sum stochastic games for continuous time Markov chains on a denumerable state space with risk sensitive discounted and ergodic cost criteria. For the discounted cost criterion we first show that the corresponding system of…

Optimization and Control · Mathematics 2016-03-09 Mrinal K. Ghosh , K. Suresh Kumar , Chandan Pal

In this paper we study infinite horizon nonzero-sum stochastic games for controlled discrete-time Markov chains on a Polish state space with risk-sensitive ergodic cost criterion. Under suitable assumptions we show that the associated…

Optimization and Control · Mathematics 2024-08-26 Bivakar Bose , Chandan Pal , Somnath Pradhan , Subhamay Saha

This paper presents a pioneering investigation into discrete-time two-person non-zero-sum linear quadratic (LQ) stochastic games with random coefficients. We derive necessary and sufficient conditions for the existence of open-loop Nash…

Optimization and Control · Mathematics 2025-06-24 Yiwei Wu , Xun Li , Qingxin Meng

We consider zero-sum repeated games in which the players are restricted to strategies that require only a limited amount of randomness. Let $v_n$ be the max-min value of the $n$ stage game; previous works have characterized…

Computer Science and Game Theory · Computer Science 2019-02-12 Mehrdad Valizadeh , Amin Gohari

We consider two-player stochastic games played on a finite state space for an infinite number of rounds. The games are concurrent: in each round, the two players (player 1 and player 2) choose their moves independently and simultaneously;…

Computer Science and Game Theory · Computer Science 2012-01-04 Krishnendu Chatterjee

This paper is concerned with a linear quadratic stochastic two-person zero-sum differential game with constant coefficients in an infinite time horizon. Open-loop and closed-loop saddle points are introduced. The existence of closed-loop…

Optimization and Control · Mathematics 2014-04-30 Jingrui Sun , Jiongmin Yong , Shuguang Zhang

We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…

Optimization and Control · Mathematics 2025-06-16 De-xuan Xu , Zhun Gou , Nan-jing Huang

I present a dynamic, voluntary contribution mechanism, public good game and derive its potential outcomes. In each period, players endogenously determine contribution productivity by engaging in costly investment. The level of contribution…

Econometrics · Economics 2023-03-21 Dmytro Bogatov

Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…

Logic in Computer Science · Computer Science 2016-04-18 Vojtěch Forejt , Marta Kwiatkowska , Gethin Norman , Ashutosh Trivedi

Studying continuous time counterpart of some discrete time dynamics is now a standard and fruitful technique, as some properties hold in both setups. In game theory, this is usually done by considering differential games on Euclidean…

Optimization and Control · Mathematics 2018-11-13 Vianney Perchet , Marc Quincampoix
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