Related papers: Approximating the Uniform Value in Hidden Stochast…

Mean-payoff games are important quantitative models for open reactive systems. They have been widely studied as games of full observation. In this paper we investigate the algorithmic properties of several sub-classes of mean-payoff games…

We introduce novel multi-agent interaction models of entropic spatially inhomogeneous evolutionary undisclosed games and their quasi-static limits. These evolutions vastly generalize first and second order dynamics. Besides the…

In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the existence of a very robust notion of value for the infinitely repeated problem, namely the pathwise uniform value. This solves two open…

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…

The paper is devoted to dynamic games. We consider a general enough framework, which is not limited to e.g. differential games and could accommodate both discrete and continuous time. Assuming common dynamics, we study two game families…

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…

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

This paper proves several Tauberian theorems for general iterations of operators, and provides two applications to zero-sum stochastic games where the total payoff is a weighted sum of the stage payoffs. The first application is to provide…

Game-theoretic upper expectations are joint (global) probability models that mathematically describe the behaviour of uncertain processes in terms of supermartingales; capital processes corresponding to available betting strategies.…

Existing error-bound-based analyses for stochastic algorithms that exhibit certain descent properties, such as randomized coordinate descent and randomized projection methods, are often limited in scope and typically lead to overly…

Graph games provide the foundation for modeling and synthesizing reactive processes. In the synthesis of stochastic reactive processes, the traditional model is perfect-information stochastic games, where some transitions of the game graph…

We study continuity properties of stochastic game problems with respect to various topologies on information structures, defined as probability measures characterizing a game. We will establish continuity properties of the value function…

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Stochastic games are often used to model reactive processes. We consider the problem of synthesizing an optimal almost-sure winning strategy in a two-player (namely a system and its environment) turn-based stochastic game with both a…

We study two-player zero-sum stochastic games, and propose a form of independent learning dynamics called Doubly Smoothed Best-Response dynamics, which integrates a discrete and doubly smoothed variant of the best-response dynamics into…

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

This paper studies how improved monitoring affects the limit equilibrium payoff set for stochastic games with imperfect public monitoring. We introduce a simple generalization of Blackwell garbling called weighted garbling in order to…

We consider game-theoretically secure distributed protocols for coalition games that approximate the Shapley value with small multiplicative error. Since all known existing approximation algorithms for the Shapley value are randomized, it…

Entangled quantum systems can exhibit correlations that cannot be simulated classically. For historical reasons such correlations are called "Bell inequality violations." We give two new two-player games with Bell inequality violations that…