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Related papers: The value of random zero-sum games

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This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

Two standard algorithms for approximately solving two-player zero-sum concurrent reachability games are value iteration and strategy iteration. We prove upper and lower bounds of 2^(m^(Theta(N))) on the worst case number of iterations…

Computer Science and Game Theory · Computer Science 2012-03-02 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Peter Bro Miltersen

We consider zero-sum repeated games in which the players are restricted to strategies that require only a limited amount of randomness. Let $v_n$ be the max-min value of the $n$ stage game; previous works have characterized…

Computer Science and Game Theory · Computer Science 2019-02-12 Mehrdad Valizadeh , Amin Gohari

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

Systems and Control · Electrical Eng. & Systems 2019-12-25 Dhruva Kartik , Ashutosh Nayyar

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…

Machine Learning · Computer Science 2025-09-23 Shreyas S R , Antony Vijesh

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer…

Logic in Computer Science · Computer Science 2022-05-20 Pablo F. Castro , Pedro R. D'Argenio , Luciano Putruele , Ramiro Demasi

Many recent AI architectures are inspired by zero-sum games, however, the behavior of their dynamics is still not well understood. Inspired by this, we study standard gradient descent ascent (GDA) dynamics in a specific class of non-convex…

Optimization and Control · Mathematics 2021-01-14 Lampros Flokas , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Georgios Piliouras

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

The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…

Computer Science and Game Theory · Computer Science 2021-04-22 János Flesch , Arkadi Predtetchinski , Ville Suomala

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

Optimization and Control · Mathematics 2025-05-13 Magnus Perninge

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…

Systems and Control · Electrical Eng. & Systems 2019-09-13 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

We study a setting in which two players play a (possibly approximate) Nash equilibrium of a bimatrix game, while a learner observes only their actions and has no knowledge of the equilibrium or the underlying game. A natural question is…

Computer Science and Game Theory · Computer Science 2026-05-27 Annalisa Barbara , Riccardo Poiani , Martino Bernasconi , Andrea Celli

This paper develops a unified framework for zero-sum games in which both the pure strategies and the payoff matrices contain complex-valued entries. By leveraging a linear isomorphism between complex and real vector spaces, we extend key…

General Mathematics · Mathematics 2026-05-21 Raneem Madani , Abdel Lisser , Zeno Toffano

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

Machine Learning · Computer Science 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

For matrix games we study how small nonzero probability must be used in optimal strategies. We show that for nxn win-lose-draw games (i.e. (-1,0,1) matrix games) nonzero probabilities smaller than n^{-O(n)} are never needed. We also…

Discrete Mathematics · Computer Science 2012-06-12 Kristoffer Arnsfelt Hansen , Rasmus Ibsen-Jensen , Vladimir V. Podolskii , Elias Tsigaridas

The value of a finite-state two-player zero-sum stochastic game with limit-average payoff can be approximated to within $\epsilon$ in time exponential in a polynomial in the size of the game times polynomial in logarithmic in…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Rupak Majumdar , Thomas A. Henzinger

We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the limiting average versions of these games we prove that the…

Optimization and Control · Mathematics 2017-12-18 K. Avrachenkov , V. Ejov , J. A. Filar , A. Moghaddam

With the success of modern machine learning, it is becoming increasingly important to understand and control how learning algorithms interact. Unfortunately, negative results from game theory show there is little hope of understanding or…

Many emerging applications - such as adversarial training, AI alignment, and robust optimization - can be framed as zero-sum games between neural nets, with von Neumann-Nash equilibria (NE) capturing the desirable system behavior. While…

Machine Learning · Computer Science 2025-12-02 Deep Patel , Emmanouil-Vasileios Vlatakis-Gkaragkounis

A new solution concept for two-player zero-sum matrix games with multi-dimensional payoff is introduced. It is based on extensions of vector orders in K-dimensional spaces to order relations in their power sets, so-called set relations, and…

Optimization and Control · Mathematics 2017-01-31 Andreas H. Hamel , Andreas Loehne