Related papers: Approximating the Uniform Value in Hidden Stochast…

We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

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…

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

We show that every two-player stochastic game with finite state and action sets and bounded, Borel-measurable, and shift-invariant payoffs, admits an $\ep$-equilibrium for all $\varepsilon>0$.

Decentralized team problems where players have asymmetric information about the state of the underlying stochastic system have been actively studied, but \emph{games} between such teams are less understood. We consider a general model of…

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…

We study two-player zero-sum recursive games with a countable state space and finite action spaces at each state. When the family of $n$-stage values $\{v_n,n\geq 1\}$ is totally bounded for the uniform norm, we prove the existence of the…

In this paper, we extend the Descent framework, which enables learning and planning in the context of two-player games with perfect information, to the framework of stochastic games. We propose two ways of doing this, the first way…

We consider turn-based stochastic two-player games with a combination of a parity condition that must hold surely, that is in all possible outcomes, and of a parity condition that must hold almost-surely, that is with probability 1. The…

This paper is concerned with two-person dynamic zero-sum games. Let games for some family have common dynamics, running costs and capabilities of players, and let these games differ in densities only. We show that the Dynamic Programming…

For two-person dynamic zero-sum games (both discrete and continuous settings), we investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity and the limit of value…

Mertens [In Proceedings of the International Congress of Mathematicians (Berkeley, Calif., 1986) (1987) 1528-1577 Amer. Math. Soc.] proposed two general conjectures about repeated games: the first one is that, in any two-person zero-sum…

We consider the behaviour of $\lambda$-discounted zero-sum games as the discount factor $\lambda$ approaches 0 (that is, the players are more and more patient), in the context of games with stage duration. In stochastic games with stage…

Stochastic two-player games model systems with an environment that is both adversarial and stochastic. The adversarial part of the environment is modeled by a player (Player 2) who tries to prevent the system (Player 1) from achieving its…

We address the question of whether price of stability results (existence of equilibria with low social cost) are robust to incomplete information. We show that this is the case in potential games, if the underlying algorithmic social cost…

We study $\lambda$-discounted zero-sum games as the discount factor $\lambda$ approaches $0$ (that is, the players are more and more patient), in the context of games with stage duration. In stochastic games with stage duration $h$, players…

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

We study some ergodicity property of zero-sum stochastic games with a finite state space and possibly unbounded payoffs. We formulate this property in operator-theoretical terms, involving the solvability of an optimality equation for the…

We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…