Related papers: Uniform Value and Decidability in Ergodic Blind St…

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…

We consider the behaviour of $\lambda$-discounted zero-sum games as the discount factor $\lambda$ approaches 0 (that is, the players are more and more patient), in the context of games with stage duration. In stochastic games with stage…

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,…

Mean-payoff zero-sum stochastic games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda e + u$, where $T:\mathbb{R}^n…

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…

Definable zero-sum stochastic games involve a finite number of states and action sets, reward and transition functions that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic or globally…

In a zero-sum stochastic game with signals, at each stage, two adversary players take decisions and receive a stage payoff determined by these decisions and a variable called state. The state follows a Markov chain, that is controlled by…

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 $\lambda$-discounted zero-sum games as the discount factor $\lambda$ approaches $0$ (that is, the players are more and more patient), in the context of games with stage duration. In stochastic games with stage duration $h$, players…

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…

We study zero-sum stochastic differential games with player dynamics governed by a nondegenerate controlled diffusion process. Under the assumption of uniform stability, we establish the existence of a solution to the Isaac's equation for…

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…

We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…

This paper is concerned with two-person dynamic zero-sum games. Let games for some family have common dynamics, running costs and capabilities of players, and let these games differ in densities only. We show that the Dynamic Programming…

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 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…

We consider two person zero-sum games where the players control, at discrete times {tn} induced by a partition $\Pi$ of R + , a continuous time Markov state process. We prove that the limit of the values v$\Pi$ exist as the mesh of $\Pi$…

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…

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…