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We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

Probability · Mathematics 2011-06-15 Christine Grün

Game theory has grown into a major field over the past few decades, and poker has long served as one of its key case studies. Game-Theory-Optimal (GTO) provides strategies to avoid loss in poker, but pure GTO does not guarantee maximum…

Computer Science and Game Theory · Computer Science 2025-09-30 SeungHyun Yi , Seungjun Yi

Robots deployed in real-world environments should operate safely in a robust manner. In scenarios where an "ego" agent navigates in an environment with multiple other "non-ego" agents, two modes of safety are commonly proposed --…

Robotics · Computer Science 2021-04-01 Chih-Yuan Chiu , David Fridovich-Keil , Claire J. Tomlin

We study zero-sum differential games with state constraints and one-sided information, where the informed player (Player 1) has a categorical payoff type unknown to the uninformed player (Player 2). The goal of Player 1 is to minimize his…

Computer Science and Game Theory · Computer Science 2024-06-05 Mukesh Ghimire , Lei Zhang , Zhe Xu , Yi Ren

As wireless communication becomes an ever-more evolving and pervasive part of the existing world, system capacity and Quality of Service (QoS) provisioning are becoming more critically evident. In order to improve system capacity and QoS,…

Networking and Internet Architecture · Computer Science 2015-05-18 Bikramjit Singh

We consider a stochastic differential equation that is controlled by means of an additive finite-variation process. A singular stochastic controller, who is a minimizer, determines this finite-variation process, while a discretionary…

Probability · Mathematics 2015-01-20 Daniel Hernandez-Hernandez , Robert S. Simon , Mihail Zervos

In this paper, the interaction of geopolitical actors in the production and sale of military equipment is studied. In section 2 the production of military equipment is considered as the two person zero-sum game. In such game, the strategies…

General Economics · Economics 2023-04-18 O. A. Malafeyev , N. D. Redinskikh , V. F. Bogachev

Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…

Optimization and Control · Mathematics 2017-03-13 Yu-Jui Huang , Adrien Nguyen-Huu

We propose a method, based on empirical game theory, for a robot operating as part of a team to choose its role within the team without explicitly communicating with team members, by leveraging its knowledge about the team structure. To do…

Multiagent Systems · Computer Science 2021-10-01 Fengjun Yang , Negar Mehr , Mac Schwager

This paper studies a class of approach-evasion differential games, in which one player aims to steer the state of a dynamic system to the given target set in minimum time, while avoiding some set of disallowed states, and the other player…

Optimization and Control · Mathematics 2013-10-01 Erich Mueller , Minghui Zhu , Sertac Karaman , Emilio Frazzoli

This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Victor G. Lopez , Matthias A. Müller

Trajectory planning involving multi-agent interactions has been a long-standing challenge in the field of robotics, primarily burdened by the inherent yet intricate interactions among agents. While game-theoretic methods are widely…

Robotics · Computer Science 2025-07-17 Zhenmin Huang , Yusen Xie , Benshan Ma , Shaojie Shen , Jun Ma

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

Optimization and Control · Mathematics 2021-08-31 Renfei Tan , Qi Su , Bin Wu , Long Wang

Advanced persistent threats (APT) combine a variety of different attack forms ranging from social engineering to technical exploits. The diversity and usual stealthiness of APT turns them into a central problem of contemporary practical…

Cryptography and Security · Computer Science 2022-05-03 Stefan Rass , Sandra König , Stefan Schauer

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Optimization and Control · Mathematics 2024-05-15 Subrata Golui

To address the problem of imperfect confrontation strategy caused by the lack of information of game environment in the simulation of non-complete information dynamic countermeasure modeling for intelligent game, the hierarchical analysis…

Artificial Intelligence · Computer Science 2022-03-30 Xiangri Lu , Hongbin Ma , Zhanqing Wang

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…

Optimization and Control · Mathematics 2010-09-28 Imran H. Biswas

Generating competitive strategies and performing continuous motion planning simultaneously in an adversarial setting is a challenging problem. In addition, understanding the intent of other agents is crucial to deploying autonomous systems…

Robotics · Computer Science 2025-06-17 Hongrui Zheng , Zhijun Zhuang , Stephanie Wu , Shuo Yang , Rahul Mangharam

This paper introduces decentralized control concepts for drones using differential game theory. The approach optimizes the behavior of an ego drone, assuming the anticipated behavior of the opponent drones using a receding horizon approach.…

Systems and Control · Electrical Eng. & Systems 2023-08-03 Serge Hoogendoorn , Victor Knoop , Hani Mahmassani , Sascha Hoogendoorn-Lanser
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