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Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…

Optimization and Control · Mathematics 2024-09-13 Sihan Zeng , Thinh T. Doan

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

In the classical optimal stopping problem, a player is given a sequence of random variables $X_1\ldots X_n$ with known distributions. After observing the realization of $X_i$, the player can either accept the observed reward from $X_i$ and…

Discrete Mathematics · Computer Science 2020-07-24 Shipra Agrawal , Jay Sethuraman , Xingyu Zhang

As robots become more prevalent, the complexity of robot-robot, robot-human, and robot-environment interactions increases. In these interactions, a robot needs to consider not only the effects of its own actions, but also the effects of…

Robotics · Computer Science 2024-03-11 Karan Muvvala , Andrew M. Wells , Morteza Lahijanian , Lydia E. Kavraki , Moshe Y. Vardi

We consider a Markov decision process (MDP) in which actions prescribed by the controller are executed by a separate actuator, which may behave adversarially. At each time step, the controller selects and transmits an action to the…

Information Theory · Computer Science 2025-01-29 Edoardo David Santi , Gongpu Chen , Deniz Gündüz , Asaf Cohen

We study the synthesis of a policy in a Markov decision process (MDP) following which an agent reaches a target state in the MDP while minimizing its total discounted cost. The problem combines a reachability criterion with a discounted…

Optimization and Control · Mathematics 2021-03-18 Yagiz Savas , Christos K. Verginis , Michael Hibbard , Ufuk Topcu

We study the quality of outcomes in repeated games when the population of players is dynamically changing and participants use learning algorithms to adapt to the changing environment. Game theory classically considers Nash equilibria of…

Computer Science and Game Theory · Computer Science 2020-05-25 Thodoris Lykouris , Vasilis Syrgkanis , Eva Tardos

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-09-25 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

We consider concurrent games played on graphs. At every round of the game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

It is now well known that decentralised optimisation can be formulated as a potential game, and game-theoretical learning algorithms can be used to find an optimum. One of the most common learning techniques in game theory is fictitious…

Machine Learning · Statistics 2011-12-13 Michalis Smyrnakis , David S. Leslie

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank…

Optimization and Control · Mathematics 2018-11-02 Erhan Bayraktar , Jakša Cvitanić , Yuchong Zhang

Two-player (antagonistic) games on (possibly stochastic) graphs are a prevalent model in theoretical computer science, notably as a framework for reactive synthesis. Optimal strategies may require randomisation when dealing with inherently…

Computer Science and Game Theory · Computer Science 2024-11-25 James C. A. Main , Mickael Randour

Game-theoretic upper expectations are joint (global) probability models that mathematically describe the behaviour of uncertain processes in terms of supermartingales; capital processes corresponding to available betting strategies.…

Probability · Mathematics 2021-07-14 Natan T'Joens , Jasper De Bock , Gert de Cooman

Covert planning refers to a class of constrained planning problems where an agent aims to accomplish a task with minimal information leaked to a passive observer to avoid detection. However, existing methods of covert planning often…

Multiagent Systems · Computer Science 2023-11-02 Haoxiang Ma , Chongyang Shi , Shuo Han , Michael R. Dorothy , Jie Fu

We consider simple stochastic games $\mathcal G$ with energy-parity objectives, a combination of quantitative rewards with a qualitative parity condition. The Maximizer tries to avoid running out of energy while simultaneously satisfying a…

Computer Science and Game Theory · Computer Science 2023-07-13 Mohan Dantam , Richard Mayr

The goal of this project is to predict the opponent's configuration in a RoboCup SSL environment. For simplicity, a Markov model assumption is made such that the predicted formation of the opponent team only depends on its current…

Artificial Intelligence · Computer Science 2015-03-05 Selene Baez

We consider quantitative notions of parity automaton and parity game aimed at modelling resource-aware behaviour, and study (memory-full) strategies for exhibiting accepting runs that require a minimum amount of initial resources,…

Logic in Computer Science · Computer Science 2019-09-18 Corina Cîrstea

We study discounted infinitely repeated games in which players agree on a cooperative mixed action profile but, at each step, observe only the realized pure actions. This form of imperfect monitoring breaks classical trigger strategies,…

Applications · Statistics 2026-03-09 Aymeric Capitaine , Antoine Scheid , Etienne Boursier , Alain Durmus , Michael I. Jordan

We propose novel controller synthesis techniques for probabilistic systems modelled using stochastic two-player games: one player acts as a controller, the second represents its environment, and probability is used to capture uncertainty…

Logic in Computer Science · Computer Science 2017-01-11 Klaus Drager , Vojtech Forejt , Marta Kwiatkowska , David Parker , Mateusz Ujma

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Computational Complexity · Computer Science 2022-07-21 Tobias Winkler , Maximilian Weininger
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