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This paper presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…

Computer Science and Game Theory · Computer Science 2023-10-11 Muhammed O. Sayin

We study best-response type learning dynamics for zero-sum polymatrix games under two information settings. The two settings are distinguished by the type of information that each player has about the game and their opponents' strategy. The…

Optimization and Control · Mathematics 2025-08-13 Fathima Zarin Faizal , Asuman Ozdaglar , Martin J. Wainwright

We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that…

Optimization and Control · Mathematics 2017-12-06 Fabien Gensbittel , Christine Grün

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

Optimization and Control · Mathematics 2019-05-17 Jérôme Renault

We prove that in a general zero-sum repeated game where the first player is more informed than the second player and controls the evolution of information on the state, the uniform value exists. This result extends previous results on…

Optimization and Control · Mathematics 2013-01-10 Fabien Gensbittel , Miquel Oliu-Barton , Xavier Venel

In this paper, we investigate the existence and characterization of the value for a two-player zero-sum differential game with symmetric incomplete information on a continuum of initial positions and with signal revelation. Before the game…

Optimization and Control · Mathematics 2026-01-01 Xiaochi Wu

Decentralized team problems where players have asymmetric information about the state of the underlying stochastic system have been actively studied, but \emph{games} between such teams are less understood. We consider a general model of…

Multiagent Systems · Computer Science 2021-09-29 Dhruva Kartik , Ashutosh Nayyar , Urbashi Mitra

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…

Logic in Computer Science · Computer Science 2022-05-20 Pablo F. Castro , Pedro R. D'Argenio , Luciano Putruele , Ramiro Demasi

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

Zero-determinant strategies are memory-one strategies in repeated games which unilaterally enforce linear relations between expected payoffs of players. Recently, the concept of zero-determinant strategies was extended to the class of…

Optimization and Control · Mathematics 2022-09-07 Masahiko Ueda

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Econometrics · Economics 2025-10-23 Youngjae Jeong

We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…

Optimization and Control · Mathematics 2018-02-26 Fabien Gensbittel

We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some…

Optimization and Control · Mathematics 2007-05-23 Pierre Cardaliaguet , Catherine Rainer

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

Originating in evolutionary game theory, the class of "zero-determinant" strategies enables a player to unilaterally enforce linear payoff relationships in simple repeated games. An upshot of this kind of payoff constraint is that it can…

Theoretical Economics · Economics 2025-11-26 Nikos Dimou , Alex McAvoy

We study discrete preference games in heterogeneous social networks. These games model the interplay between a player's private belief and his/her publicly stated opinion (which could be different from the player's belief) as a strategic…

Computer Science and Game Theory · Computer Science 2016-03-10 Vincenzo Auletta , Ioannis Caragiannis , Diodato Ferraioli , Clemente Galdi , Giuseppe Persiano

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…

Probability · Mathematics 2019-04-02 Luciano Campi , Davide De Santis

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…

Optimization and Control · Mathematics 2016-04-22 Xavier Venel