Related papers: Two-Player Zero-Sum Hybrid Games

In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the results of Fleming and Souganidis [10] and those by Biswas…

For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…

We provide, to the best of our knowledge, the first computational study of extensive-form adversarial team games. These games are sequential, zero-sum games in which a team of players, sharing the same utility function, faces an adversary.…

In this paper we consider two-person zero-sum risk-sensitive stochastic dynamic games with Borel state and action spaces and bounded reward. The term risk-sensitive refers to the fact that instead of the usual risk neutral optimization…

We present efficient algorithms for computing optimal or approximately optimal strategies in a zero-sum game for which Player I has n pure strategies and Player II has an arbitrary number of pure strategies. We assume that for any given…

In this paper, zero-sum mean-field type games (ZSMFTG) with linear dynamics and quadratic cost are studied under infinite-horizon discounted utility function. ZSMFTG are a class of games in which two decision makers whose utilities sum to…

We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

This paper is concerned with the controller-and-stopper stochastic differential game under a regime switching model in an infinite horizon. The state of the system consists of a number of diffusions \emph{coupled} by a continuous-time…

Zero-sum Dynkin games under Poisson constraints, where players can only stop at the event times of a Poisson process, have been studied widely in the recent literature. The constraint can be modelled in two ways: either both players share…

A zero-sum differential game with controlled jump-diffusion driven state is considered, and studied using a combination of dynamic programming and viscosity solution techniques. We prove, under certain conditions, that the value of the game…

Momentum methods for convex optimization often rely on precise choices of algorithmic parameters, based on knowledge of problem parameters, in order to achieve fast convergence, as well as to prevent oscillations that could severely…

Hybrid optimal control problems are studied for a general class of hybrid systems where autonomous and controlled state jumps are allowed at the switching instants and in addition to terminal and running costs switching between discrete…

A hybrid simulation-based framework involving system dynamics and agent-based simulation is proposed to address duopoly game considering multiple strategic decision variables and rich payoff, which cannot be addressed by traditional…

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…

Zero-sum games have long guided artificial intelligence research, since they possess both a rich strategy space of best-responses and a clear evaluation metric. What's more, competition is a vital mechanism in many real-world multi-agent…

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…

We formulate a new class of two-person zero-sum differential games, in a stochastic setting, where a specification on a target terminal state distribution is imposed on the players. We address such added specification by introducing…

An interesting iterative procedure is proposed to solve a two-player zero-sum Markov games. Under suitable assumption, the boundedness of the proposed iterates is obtained theoretically. Using results from stochastic approximation, the…