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Related papers: Games with infinite past

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We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean…

Computer Science and Game Theory · Computer Science 2016-10-03 Véronique Bruyère , Noémie Meunier , Jean-François Raskin

This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…

Optimization and Control · Mathematics 2020-01-01 Enxian Chen , Wei He , Yeneng Sun , Hanping Xu

We consider infinite-state turn-based stochastic games of two players, Box and Diamond, who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded,…

Computer Science and Game Theory · Computer Science 2012-08-09 Tomáš Brázdil , Antonín Kučera , Petr Novotný

In repeated games, cooperation is possible in equilibrium only if players are sufficiently patient, and long-term gains from cooperation outweigh short-term gains from deviation. What happens if the players have incomplete information…

Economics · Quantitative Finance 2019-01-23 Cy Maor , Eilon Solan

We consider a multi-player non-zero-sum turn-based game (abbreviated as multi-player game) on a finite directed graph. A secure equilibrium (SE) is a strategy profile in which no player has the incentive to deviate from the strategy because…

Computer Science and Game Theory · Computer Science 2025-09-03 Hiroki Mizuno , Yoshiaki Takata , Hiroyuki Seki

We study games with finitely many participants, each having finitely many choices. We consider the following categories of participants: (I) populations: sets of nonatomic agents, (II) atomic splittable players, (III) atomic non splittable…

Optimization and Control · Mathematics 2015-10-22 Sylvain Sorin , Cheng Wan

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…

Probability · Mathematics 2008-10-02 Pierre Cardaliaguet , Catherine Rainer

We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent of the other player's Brownian motion but also not…

Probability · Mathematics 2025-04-16 Georgy Gaitsgori , Richard Groenewald

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

Machine Learning · Computer Science 2022-02-01 Mengxiao Zhang , Peng Zhao , Haipeng Luo , Zhi-Hua Zhou

This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…

Optimization and Control · Mathematics 2016-05-17 Monica Patriche

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

Computer Science and Game Theory · Computer Science 2012-07-19 Daniel Reeves , Michael P. Wellman

We propose a general definition of perfect equilibrium which is applicable to a wide class of games. A key feature is the concept of completely mixed nets of strategies, based on a more detailed notion of carrier of a strategy. Under…

Theoretical Economics · Economics 2025-11-21 János Flesch , Christopher Kops , Dries Vermeulen , Anna Zseleva

We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players choose, simultaneously and independently, an action. Then a successor…

Formal Languages and Automata Theory · Computer Science 2011-08-31 Vincent Gripon , Olivier Serre

Although mixed extensions of finite games always admit equilibria, this is not the case for countable games, the best-known example being Wald's pick-the-larger-integer game. Several authors have provided conditions for the existence of…

Computer Science and Game Theory · Computer Science 2017-04-04 Valerio Capraro , Marco Scarsini

In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…

Computer Science and Game Theory · Computer Science 2020-07-09 Deepanshu Vasal

We study equilibrium concepts in non-cooperative games under uncertainty where both beliefs and mixed strategies are represented by non-additive measures (capacities). In contrast to the classical Nash framework based on additive…

Computer Science and Game Theory · Computer Science 2026-03-06 Taras Radul

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…

Computer Science and Game Theory · Computer Science 2015-09-30 Payam Delgosha , Amin Gohari , Mohammad Akbarpour

We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…

Optimization and Control · Mathematics 2018-03-20 Deepanshu Vasal , Abhinav Sinha , Achilleas Anastasopoulos

Infinite games where several players seek to coordinate under imperfect information are known to be intractable, unless the information flow is severely restricted. Examples of undecidable cases typically feature a situation where players…

Logic in Computer Science · Computer Science 2014-05-01 Dietmar Berwanger , Anup Basil Mathew