Related papers: State-Constrained Zero-Sum Differential Games with…

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

We study zero-sum repeated games where the minimizing player has to pay a certain cost each time he changes his action. Our contribution is twofold. First, we show that the value of the game exists in stationary strategies, depending solely…

Mertens [In Proceedings of the International Congress of Mathematicians (Berkeley, Calif., 1986) (1987) 1528-1577 Amer. Math. Soc.] proposed two general conjectures about repeated games: the first one is that, in any two-person zero-sum…

For a two-player imperfect-information extensive-form game (IIEFG) with $K$ time steps and a player action space of size $U$, the game tree complexity is $U^{2K}$, causing existing IIEFG solvers to struggle with large or infinite $(U,K)$,…

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…

This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in models with social interactions as it represents correlated…

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

We study two classes of zero-sum stochastic games with compact action sets and a finite product state space. These two classes assume a communication property on the state spaces of the players. For strongly communicating on one side games,…

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

We investigate the increasingly important and common game-solving setting where we do not have an explicit description of the game but only oracle access to it through gameplay, such as in financial or military simulations and computer…

We study a two-player, zero-sum, dynamic game with incomplete information where one of the players is more informed than his opponent. We analyze the limit value as the players play more and more frequently. The more informed player…

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy…

This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be…

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state variable and an action variable which is restricted to be…

We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players choose, simultaneously and independently, an action. Then a successor…

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

We study a discrete-time finite-horizon two-players nonzero-sum stopping game where the filtration of Player 1 is richer than the filtration of Player 2. A major difficulty which is caused by the information asymmetry is that Player 2 may…

We study a zero-sum stochastic differential game (SDG) in which one controller plays an impulse control while their opponent plays a stochastic control. We consider an asymmetric setting in which the impulse player commits to, at the start…

Learning to play zero-sum games is a fundamental problem in game theory and machine learning. While significant progress has been made in minimizing external regret in the self-play settings or with full-information feedback, real-world…