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Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

Numerical Analysis · Mathematics 2020-06-29 Diego Zabaljauregui

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

This paper presents a data-driven method to find a closed-loop optimal controller, which minimizes a specified infinite-horizon cost function for systems with unknown dynamics. Suppose the closed-loop optimal controller can be parameterized…

Machine Learning · Computer Science 2025-11-20 Wenjian Hao , Paulo C. Heredia , Shaoshuai Mou

Dynamic zero-sum games are an important class of problems with applications ranging from evasion-pursuit and heads-up poker to certain adversarial versions of control problems such as multi-armed bandit and multiclass queuing problems.…

Computer Science and Game Theory · Computer Science 2015-06-12 Martin Haugh , Chun Wang

In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…

Optimization and Control · Mathematics 2025-05-20 Santiago J. Leudo , Ricardo G. Sanfelice

We generalize the results of Fleming and Souganidis (1989) on zero sum stochastic differential games to the case when the controls are unbounded. We do this by proving a dynamic programming principle using a covering argument instead of…

Optimization and Control · Mathematics 2012-01-17 Erhan Bayraktar , Song Yao

Artificial agents are typically oriented to the realization of an externally assigned task and try to optimize over secondary aspects of plan execution such time lapse or power consumption, technically displaying a quasi-dichotomous…

Computer Science and Game Theory · Computer Science 2013-11-15 Paolo Turrini

Continuous and discrete game-theoretic models of dispersed material drying process are formalized and studied in the paper. The existence of optimal drying strategies is shown through application of results from the theory of differential…

Optimization and Control · Mathematics 2017-06-01 Oleg Malafeyev , Denis Rylow , Irina Zaitseva , Lydia Novozhilova

Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…

Systems and Control · Electrical Eng. & Systems 2025-09-24 Eduardo Sebastián , Maitrayee Keskar , Eeman Iqbal , Eduardo Montijano , Carlos Sagüés , Nikolay Atanasov

When two or more self-interested agents put their plans to execution in the same environment, conflicts may arise as a consequence, for instance, of a common utilization of resources. In this case, an agent can postpone the execution of a…

Artificial Intelligence · Computer Science 2015-03-05 Jaume Jordán , Eva Onaindia

The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such…

Dynamical Systems · Mathematics 2022-01-31 Jan-Hendrik Niemann , Stefan Klus , Christof Schütte

In real-world multi-agent systems, agents with different capabilities may join or leave without altering the team's overarching goals. Coordinating teams with such dynamic composition is challenging: the optimal team strategy varies with…

Artificial Intelligence · Computer Science 2021-09-07 Bo Liu , Qiang Liu , Peter Stone , Animesh Garg , Yuke Zhu , Animashree Anandkumar

We focus on the problem of finding an optimal strategy for a team of two players that faces an opponent in an imperfect-information zero-sum extensive-form game. Team members are not allowed to communicate during play but can coordinate…

Computer Science and Game Theory · Computer Science 2020-09-22 Gabriele Farina , Andrea Celli , Nicola Gatti , Tuomas Sandholm

In this paper, we introduce a game theoretic framework for studying the problem of minimizing the completion time of instantly decodable network coding (IDNC) for cooperative data exchange (CDE) in decentralized wireless network. In this…

Information Theory · Computer Science 2014-04-16 Ahmed Douik , Sameh Sorour , Hamidou Tembine , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

This work uses game theory as a mathematical framework to address interaction modeling in multi-agent motion forecasting and control. Despite its interpretability, applying game theory to real-world robotics, like automated driving, faces…

Machine Learning · Computer Science 2023-12-05 Christopher Diehl , Tobias Klosek , Martin Krüger , Nils Murzyn , Timo Osterburg , Torsten Bertram

In strategic scenarios where decision-makers operate at different hierarchical levels, traditional optimization methods are often inadequate for handling uncertainties from incomplete information or unpredictable external factors. To fill…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Jiachen Shen , Jian Shi , Lei Fan , Chenye Wu , Dan Wang , Choong Seon Hong , Zhu Han

This paper presents a recursive reasoning formalism of Bayesian optimization (BO) to model the reasoning process in the interactions between boundedly rational, self-interested agents with unknown, complex, and costly-to-evaluate payoff…

Machine Learning · Computer Science 2020-07-01 Zhongxiang Dai , Yizhou Chen , Kian Hsiang Low , Patrick Jaillet , Teck-Hua Ho

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

Computer Science and Game Theory · Computer Science 2022-07-12 T. Kroupa , T. Votroubek

Deceptive and anti-deceptive technologies have been developed for various specific applications. But there is a significant need for a general, holistic, and quantitative framework of deception. Game theory provides an ideal set of tools to…

Computer Science and Game Theory · Computer Science 2019-03-06 Quanyan Zhu

We study a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…

Computer Science and Game Theory · Computer Science 2024-03-04 Joseph E. McCarthy , Mathieu Dahan , Chelsea C. White