相关论文: General limit value in zero-sum stochastic games

In the paper we present a model of discrete-time mean-field game with several populations of players. Mean-field games with multiple populations of the players have only been studied in the literature in the continuous-time setting. The…

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

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 the asymptotic value of a frequency-dependent zero-sum game with separable payoff following a differential approach. The stage payoffs in such games depend on the current actions and on a linear function of the frequency of actions…

Two-player quantitative zero-sum games provide a natural framework to synthesize controllers with performance guarantees for reactive systems within an uncontrollable environment. Classical settings include mean-payoff games, where the…

Many real-world problems modeled by stochastic games have huge state and/or action spaces, leading to the well-known curse of dimensionality. The complexity of the analysis of large-scale systems is dramatically reduced by exploiting mean…

In this article we consider zero and non-zero sum risk-sensitive average criterion games for semi-Markov processes with a finite state space. For the zero-sum case, under suitable assumptions we show that the game has a value. We also…

We study two-player general sum repeated finite games where the rewards of each player are generated from an unknown distribution. Our aim is to find the egalitarian bargaining solution (EBS) for the repeated game, which can lead to much…

We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where…

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

We study the existence of positional strategies for the protagonist in infinite duration games over arbitrary game graphs. We prove that prefix-independent objectives in $\Sigma_0^2$ which are positional and admit a (strongly) neutral…

We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

A temporal-theoretic formalism for understanding game theory is described where a strict ordering relation on a set of time points $T$ defines a game on $T$. Using this formalism, a proof of Zermelo's Theorem, which states that every finite…

We study zero-sum stochastic differential games where the state dynamics of the two players is governed by a generalized McKean-Vlasov (or mean-field) stochastic differential equation in which the distribution of both state and controls of…

A recent method for solving zero-sum partially observable stochastic games (zs-POSGs) embeds the original game into a new one called the occupancy Markov game. This reformulation allows applying Bellman's principle of optimality to solve…

In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the results of Fleming and Souganidis [10] and those by Biswas…

We consider multi-population Bayesian games with a large number of players. Each player aims at minimizing a cost function that depends on this player's own action, the distribution of players' actions in all populations, and an unknown…