相关论文: Role of Externally Provided Randomness in Stochast…

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…

Many emerging problems involve teams of agents taking part in a game. Such problems require a stochastic analysis with regard to the correlation structures among the agents belonging to a given team. In the context of Standard Borel spaces,…

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…

Decentralized optimization of distributed stochastic differential systems has been an active area of research for over half a century. Its formulation utilizing static team and person-by-person optimality criteria is well investigated.…

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Stochastic dynamic teams and games are rich models for decentralized systems and challenging testing grounds for multi-agent learning. Previous work that guaranteed team optimality assumed stateless dynamics, or an explicit coordination…

For a zero-sum stochastic game which does not satisfy the Isaacs condition, we provide a value function representation for an Isaacs-type equation whose Hamiltonian lies in between the lower and upper Hamiltonians, as a convex combination…

Strategic decision-making in uncertain and adversarial environments is crucial for the security of modern systems and infrastructures. A salient feature of many optimal decision-making policies is a level of unpredictability, or randomness,…

Games often incorporate random elements in the form of dice or shuffled card decks. This randomness is a key contributor to the player experience and the variety of game situations encountered. There is a tension between a level of…

In this second part of our two-part paper, we invoke the stochastic maximum principle, conditional Hamiltonian and the coupled backward-forward stochastic differential equations of the first part [1] to derive team optimal decentralized…

There are only a few learning algorithms applicable to stochastic dynamic teams and games which generalize Markov decision processes to decentralized stochastic control problems involving possibly self-interested decision makers. Learning…

We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game…

The peculiarity of adversarial team games resides in the asymmetric information available to the team members during the play, which makes the equilibrium computation problem hard even with zero-sum payoffs. The algorithms available in the…

The research on coalitional games has focused on how to share the reward among a coalition such that players are incentivised to collaborate together. It assumes that the (deterministic or stochastic) characteristic function is known in…

Continuously changing environments have a paramount role in the evolution of cooperative behavior. Previous works have shown that the transitions among different games, as the feedback between behaviors and environments, can promote…

Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…

This paper investigates the evolution of strategic play where players drawn from a finite well-mixed population are offered the opportunity to play in a public goods game. All players accept the offer. However, due to the possibility of…

In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an It\^o diffusion via one-sided singular stochastic control, aiming to…

We consider zero-sum stochastic games for continuous time Markov decision processes with risk-sensitive average cost criterion. Here the transition and cost rates may be unbounded. We prove the existence of the value of the game and a…

A simple model for cooperation between "selfish" agents, which play an extended version of the Prisoner's Dilemma(PD) game, in which they use arbitrary payoffs, is presented and studied. A continuous variable, representing the probability…