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This paper proposes a game-theoretic approach to address the problem of optimal sensor placement for detecting cyber-attacks in networked control systems. The problem is formulated as a zero-sum game with two players, namely a malicious…

最优化与控制 · 数学 2022-05-30 Anh Tung Nguyen , André M. H. Teixeira , Alexander Medvedev

We consider zero-sum stochastic differential games with possibly path-dependent controlled state. Unlike the previous literature, we allow for weak solutions of the state equation so that the players' controls are automatically of feedback…

概率论 · 数学 2018-08-14 Dylan Possamaï , Nizar Touzi , Jianfeng Zhang

We study the existence of optimal actions in a zero-sum game $\inf_{\tau}\sup_PE^P[X_{\tau}]$ between a stopper and a controller choosing a probability measure. This includes the optimal stopping problem $\inf_{\tau}\mathcal{E}(X_{\tau})$…

最优化与控制 · 数学 2015-09-10 Marcel Nutz , Jianfeng Zhang

Graph is a prevalent discrete data structure, whose generation has wide applications such as drug discovery and circuit design. Diffusion generative models, as an emerging research focus, have been applied to graph generation tasks.…

机器学习 · 计算机科学 2024-11-05 Zhe Xu , Ruizhong Qiu , Yuzhong Chen , Huiyuan Chen , Xiran Fan , Menghai Pan , Zhichen Zeng , Mahashweta Das , Hanghang Tong

We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…

最优化与控制 · 数学 2024-09-04 Olivier Bokanowski , Xavier Warin

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…

机器学习 · 计算机科学 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

最优化与控制 · 数学 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

We compare games under delayed control and delay games, two types of infinite games modelling asynchronicity in reactive synthesis. Our main result, the interreducibility of the existence of sure winning strategies for the protagonist,…

计算机科学与博弈论 · 计算机科学 2023-10-03 Martin Fränzle , Sarah Winter , Martin Zimmermann

We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal…

最优化与控制 · 数学 2017-01-10 Jakša Cvitanić , Dylan Possamaï , Nizar Touzi

This paper considers a class of reinforcement-based learning (namely, perturbed learning automata) and provides a stochastic-stability analysis in repeatedly-played, positive-utility, finite strategic-form games. Prior work in this class of…

计算机科学与博弈论 · 计算机科学 2019-01-29 Georgios C. Chasparis

We consider two-player zero-sum concurrent stochastic games (CSGs) played on graphs with reachability and safety objectives. These include degenerate classes such as Markov decision processes or turn-based stochastic games, which can be…

计算机科学中的逻辑 · 计算机科学 2025-09-11 Marta Grobelna , Jan Křetínský , Maximilian Weininger

We study zero-sum games in the space of probability distributions over the Euclidean space $\mathbb{R}^d$ with entropy regularization, in the setting when the interaction function between the players is smooth and strongly convex-strongly…

计算机科学与博弈论 · 计算机科学 2025-07-01 Yang Cai , Siddharth Mitra , Xiuyuan Wang , Andre Wibisono

Diffusion Policy has shown great performance in robotic manipulation tasks under stochastic perturbations, due to its ability to model multimodal action distributions. Nonetheless, its reliance on a computationally expensive reverse-time…

机器人学 · 计算机科学 2025-11-20 Gabriel Lauzier , Alexandre Girard , François Ferland

Zero-sum mean payoff games can be studied by means of a nonlinear spectral problem. When the state space is finite, the latter consists in finding an eigenpair $(u,\lambda)$ solution of $T(u)=\lambda \mathbf{1} + u$ where $T:\mathbb{R}^n…

最优化与控制 · 数学 2016-11-17 Marianne Akian , Stéphane Gaubert , Antoine Hochart

We study two-player zero-sum stopping games in continuous time and infinite horizon. We prove that the value in randomized stopping times exists as soon as the payoff processes are right-continuous. In particular, as opposed to existing…

最优化与控制 · 数学 2007-05-23 Rida Laraki , Eilon Solan

This paper addresses a continuous-time risk-minimizing two-player zero-sum stochastic differential game (SDG), in which each player aims to minimize its probability of failure. Failure occurs in the event when the state of the game enters…

最优化与控制 · 数学 2023-08-23 Apurva Patil , Yujing Zhou , David Fridovich-Keil , Takashi Tanaka

Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…

计算机科学与博弈论 · 计算机科学 2008-10-04 Heiner Ackermann , Petra Berenbrink , Simon Fischer , Martin Hoefer

We identify and analyze a surprising phenomenon of Latent Diffusion Models (LDMs) where the final steps of the diffusion can degrade sample quality. In contrast to conventional arguments that justify early stopping for numerical stability,…

机器学习 · 统计学 2026-03-03 Yu-Han Wu , Quentin Berthet , Gérard Biau , Claire Boyer , Romuald Elie , Pierre Marion

We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…

最优化与控制 · 数学 2020-11-19 Beniamin Goldys , James Yang , Zhou Zhou

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

计算机科学与博弈论 · 计算机科学 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu