Relevant bibliographies by topics / Zero-Sum Stochastic Game

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Zero-Sum Stochastic Game'

Author: Grafiati
Published: 4 June 2021
Last updated: 6 September 2023

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Journal articles on the topic "Zero-Sum Stochastic Game"

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Wei, Lifeng, and Zhen Wu. "Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem." Mathematical Problems in Engineering 2012 (2012): 1–15. http://dx.doi.org/10.1155/2012/718714.

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Under the notable Issacs's condition on the Hamiltonian, the existence results of a saddle point are obtained for the stochastic recursive zero-sum differential game and mixed differential game problem, that is, the agents can also decide the optimal stopping time. The main tools are backward stochastic differential equations (BSDEs) and double-barrier reflected BSDEs. As the motivation and application background, when loan interest rate is higher than the deposit one, the American game option pricing problem can be formulated to stochastic recursive mixed zero-sum differential game problem. O
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GANIKHODJAEV, NASIR N., RASUL N. GANIKHODJAEV, and U. U. JAMILOV. "Quadratic stochastic operators and zero-sum game dynamics." Ergodic Theory and Dynamical Systems 35, no. 5 (2014): 1443–73. http://dx.doi.org/10.1017/etds.2013.109.

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In this paper we consider the set of all extremal Volterra quadratic stochastic operators defined on a unit simplex $S^{4}$ and show that such operators can be reinterpreted in terms of zero-sum games. We show that an extremal Volterra operator is non-ergodic and an appropriate zero-sum game is a rock-paper-scissors game if either the Volterra operator is a uniform operator or for a non-uniform Volterra operator $V$ there exists a subset $I\subset \{1,2,3,4,5\}$ with $|I|\leq 2$ such that $\sum _{i\in I}(V^{n}\mathbf{x})_{i}\rightarrow 0,$ and the restriction of $V$ on an invariant face ${\rm\
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Li, Yan, and Lifeng Wei. "Stochastic Recursive Zero-sum Differential Games under Model Uncertainty." Highlights in Science, Engineering and Technology 1 (June 14, 2022): 363–69. http://dx.doi.org/10.54097/hset.v1i.488.

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In this paper, we study stochastic recursive zero-sum differential game problem where the payoff function is described by the solutions of a class of backward stochastic differential equations with uncertainty parameter , which are used to represent different market conditions. In such case, the existence of saddle points for stochastic differential game problems above-mentioned is proved.
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Lal, Arbind K., and Sagnik Sinha. "Zero-sum two-person semi-Markov games." Journal of Applied Probability 29, no. 1 (1992): 56–72. http://dx.doi.org/10.2307/3214791.

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Semi-Markov games are investigated under discounted and limiting average payoff criteria. The issue of the existence of the value and a pair of stationary optimal strategies are settled; the optimality equation is studied and under a natural ergodic condition the existence of a solution to the optimality equation is proved for the limiting average case. Semi-Markov games provide useful flexibility in constructing recursive game models. All the work on Markov/semi-Markov decision processes and Markov (stochastic) games can be viewed as special cases of the developments in this paper.
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Lal, Arbind K., and Sagnik Sinha. "Zero-sum two-person semi-Markov games." Journal of Applied Probability 29, no. 01 (1992): 56–72. http://dx.doi.org/10.1017/s002190020010662x.

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Semi-Markov games are investigated under discounted and limiting average payoff criteria. The issue of the existence of the value and a pair of stationary optimal strategies are settled; the optimality equation is studied and under a natural ergodic condition the existence of a solution to the optimality equation is proved for the limiting average case. Semi-Markov games provide useful flexibility in constructing recursive game models. All the work on Markov/semi-Markov decision processes and Markov (stochastic) games can be viewed as special cases of the developments in this paper.
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Hamadène, S. "Mixed Zero-Sum Stochastic Differential Game and American Game Options." SIAM Journal on Control and Optimization 45, no. 2 (2006): 496–518. http://dx.doi.org/10.1137/s036301290444280x.

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Pun, Chi Seng, and Hoi Ying Wong. "Robust non-zero-sum stochastic differential reinsurance game." Insurance: Mathematics and Economics 68 (May 2016): 169–77. http://dx.doi.org/10.1016/j.insmatheco.2016.02.007.

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Nowak, Andrzej S. "Zero-Sum Average Payoff Stochastic Games with General State Space." Games and Economic Behavior 7, no. 2 (1994): 221–32. http://dx.doi.org/10.1006/game.1994.1046.

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Sorin, S. "Asymptotic properties of a non-zero sum stochastic game." International Journal of Game Theory 15, no. 2 (1986): 101–7. http://dx.doi.org/10.1007/bf01770978.

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Savku, Emel. "A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes." Mathematics 11, no. 14 (2023): 3043. http://dx.doi.org/10.3390/math11143043.

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We develop an approach for two-player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes. We provide the relations between a usual stochastic optimal control setting and a Lagrangian method. In this context, we prove corresponding theorems for two different types of constraints, which lead us to find real-valued and stochastic Lagrange multipliers, respectively. Then, we illustrate our results for a nonzero-sum game problem with the stochastic maximum principle technique. Our application is an example of coop
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Dissertations / Theses on the topic "Zero-Sum Stochastic Game"

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Basei, Matteo. "Topics in stochastic control and differential game theory, with application to mathematical finance." Doctoral thesis, Università degli studi di Padova, 2016. http://hdl.handle.net/11577/3424239.

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We consider three problems in stochastic control and differential game theory, arising from practical situations in mathematical finance and energy markets. First, we address the problem of optimally exercising swing contracts in energy markets. Our main result consists in characterizing the value function as the unique viscosity solution of a Hamilton-Jacobi-Bellman equation. The case of contracts with penalties is straightforward. Conversely, the case of contracts with strict constraints gives rise to stochastic control problems where a non-standard integral constraint is present: we get th
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Detournay, Sylvie. "Multigrid methods for zero-sum two player stochastic games." Palaiseau, Ecole polytechnique, 2012. http://pastel.archives-ouvertes.fr/docs/00/76/20/10/PDF/lathese.pdf.

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Dans cette thèse, nous proposons des algorithmes et présentons des résultats numériques pour la résolution de jeux répétés stochastiques, à deux joueurs et somme nulle dont l'espace d'état est de grande taille. En particulier, nous considérons la classe de jeux en information complète et en horizon infini. Dans cette classe, nous distinguons d'une part le cas des jeux avec gain actualisé et d'autre part le cas des jeux avec gain moyen. Nos algorithmes, implémentés en C, sont principalement basés sur des algorithmes de type itérations sur les politiques et des méthodes multigrilles. Ces algorit
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Hochart, Antoine. "Nonlinear Perron-Frobenius theory and mean-payoff zero-sum stochastic games." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLX079/document.

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Les jeux stochastiques à somme nulle possèdent une structure récursive qui s'exprime dans leur opérateur de programmation dynamique, appelé opérateur de Shapley. Ce dernier permet d'étudier le comportement asymptotique de la moyenne des paiements par unité de temps. En particulier, le paiement moyen existe et ne dépend pas de l'état initial si l'équation ergodique - une équation non-linéaire aux valeurs propres faisant intervenir l'opérateur de Shapley - admet une solution. Comprendre sous quelles conditions cette équation admet une solution est un problème central de la théorie de Perron-Frob
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Singh, Rajdeep. "Deception in two-player zero-sum stochastic games theory and application to warfare games /." Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2006. http://wwwlib.umi.com/cr/ucsd/fullcit?p3205142.

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Thesis (Ph. D.)--University of California, San Diego, 2006.<br>Title from first page of PDF file (viewed April 6, 2006). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 143-145).
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Mu, Tingshu. "Backward stochastic differential equations and applications : optimal switching, stochastic games, partial differential equations and mean-field." Thesis, Le Mans, 2020. http://www.theses.fr/2020LEMA1023.

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Cette thèse est relative aux Equations Différentielles Stochastique Rétrogrades (EDSRs) réfléchies avec deux obstacles et leurs applications aux jeux de switching de somme nulle, aux systèmes d’équations aux dérivées partielles, aux problèmes de mean-field. Il y a deux parties dans cette thèse. La première partie porte sur le switching optimal stochastique et est composée de deux travaux. Dans le premier travail, nous montrons l’existence de la solution d’un système d’EDSR réfléchies à obstacles bilatéraux interconnectés dans le cadre probabiliste général. Ce problème est lié à un jeu de switc
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Zhao, Xuzhe. "Problèmes de switching optimal, équations différentielles stochastiques rétrogrades et équations différentielles partielles intégrales." Thesis, Le Mans, 2014. http://www.theses.fr/2014LEMA1008/document.

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Cette thèse est composée de trois parties. Dans la première nous montrons l'existence et l'unicité de la solution continue et à croissance polynomiale, au sensviscosité, du système non linéaire de m équations variationnelles de type intégro-différentiel à obstacles unilatéraux interconnectés. Ce système est lié au problème du switching optimal stochastique lorsque le bruit est dirigé par un processus de Lévy. Un cas particulier du système correspond en effet à l’équation d’Hamilton-Jacobi-Bellman associé au problème du switching et la solution de ce système n’est rien d’autre que la fonction v
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Detournay, Sylvie. "Méthodes multigrilles pour les jeux stochastiques à deux joueurs et somme nulle, en horizon infini." Phd thesis, Ecole Polytechnique X, 2012. http://pastel.archives-ouvertes.fr/pastel-00762010.

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Dans cette thèse, nous proposons des algorithmes et présentons des résultats numériques pour la résolution de jeux répétés stochastiques, à deux joueurs et somme nulle dont l'espace d'état est de grande taille. En particulier, nous considérons la classe de jeux en information complète et en horizon infini. Dans cette classe, nous distinguons d'une part le cas des jeux avec gain actualisé et d'autre part le cas des jeux avec gain moyen. Nos algorithmes, implémentés en C, sont principalement basés sur des algorithmes de type itérations sur les politiques et des méthodes multigrilles. Ces algorit
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Goswami, Anindya. "Controlled Semi-Markov Processes With Partial Observation." Thesis, 2005. http://etd.iisc.ernet.in/handle/2005/1449.

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Suresh, Kumar K. "Stochastic Differential Games In A Bounded Domain." Thesis, 1997. http://etd.iisc.ernet.in/handle/2005/1810.

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Li, Qinghua. "Two Approaches to Non-Zero-Sum Stochastic Differential Games of Control and Stopping." Thesis, 2011. https://doi.org/10.7916/D82R3ZNG.

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This dissertation takes two approaches - martingale and backward stochastic differential equation (BSDE) - to solve non-zero-sum stochastic differential games in which all players can control and stop the reward streams of the games. Existence of equilibrium stopping rules is proved under some assumptions. The martingale part provides an equivalent martingale characterization of Nash equilibrium strategies of the games. When using equilibrium stopping rules, Isaacs' condition is necessary and sufficient for the existence of an equilibrium control set. The BSDE part shows that solutions to BSDE
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Books on the topic "Zero-Sum Stochastic Game"

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Two Approaches to Non-Zero-Sum Stochastic Differential Games of Control and Stopping. [publisher not identified], 2011.

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Book chapters on the topic "Zero-Sum Stochastic Game"

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Jaśkiewicz, Anna, and Andrzej S. Nowak. "Zero-Sum Stochastic Games." In Handbook of Dynamic Game Theory. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-44374-4_8.

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Jaśkiewicz, A., and A. S. Nowak. "Zero-Sum Stochastic Games." In Handbook of Dynamic Game Theory. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-27335-8_8-1.

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Jaśkiewicz, A., and A. S. Nowak. "Zero-Sum Stochastic Games." In Handbook of Dynamic Game Theory. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-27335-8_8-2.

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Jaśkiewicz, Anna, and Andrzej S. Nowak. "Non-Zero-Sum Stochastic Games." In Handbook of Dynamic Game Theory. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-27335-8_33-1.

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Jaśkiewicz, Anna, and Andrzej S. Nowak. "Non-Zero-Sum Stochastic Games." In Handbook of Dynamic Game Theory. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-27335-8_33-2.

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Jaśkiewicz, Anna, and Andrzej S. Nowak. "Non-Zero-Sum Stochastic Games." In Handbook of Dynamic Game Theory. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-27335-8_33-3.

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Altman, Eitan, and Vladimir Gaitsgory. "A Hybrid (Differential-Stochastic) Zero-Sum Game with a Fast Stochastic Part." In New Trends in Dynamic Games and Applications. Birkhäuser Boston, 1995. http://dx.doi.org/10.1007/978-1-4612-4274-1_3.

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Hamadène, Saïd, and Hao Wang. "The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps." In Advances in Dynamic Games. Birkhäuser Boston, 2010. http://dx.doi.org/10.1007/978-0-8176-8089-3_5.

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Castro, Pablo F., Pedro R. D’Argenio, Ramiro Demasi, and Luciano Putruele. "Playing Against Fair Adversaries in Stochastic Games with Total Rewards." In Computer Aided Verification. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-13188-2_3.

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AbstractWe investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in which the minimizer plays in a fair way. We believe that these kinds of games enjoy interesting applications in software verification, where the maximizer plays the role of a system intending to maximize the number of “milestones” achieved, and the minimizer represents the behavior of some uncooperative but yet fair environment. Normally, to study total reward properties, games are requested to be stopping (i.e., they reach a terminal state with probability 1). We relax the property to request that the game is stopping only under a fair minimizing player. We prove that these games are determined, i.e., each state of the game has a value defined. Furthermore, we show that both players have memoryless and deterministic optimal strategies, and the game value can be computed by approximating the greatest-fixed point of a set of functional equations. We implemented our approach in a prototype tool, and evaluated it on an illustrating example and an Unmanned Aerial Vehicle case study.
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Kwiatkowska, Marta, Gethin Norman, David Parker, and Gabriel Santos. "Correlated Equilibria and Fairness in Concurrent Stochastic Games." In Tools and Algorithms for the Construction and Analysis of Systems. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-99527-0_4.

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AbstractGame-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application of game-theoretic methods is more recent. Tools such as PRISM-games support automated verification and synthesis of zero-sum and ($$\varepsilon $$ ε -optimal subgame-perfect) social welfare Nash equilibria properties for concurrent stochastic games. However, these methods become inefficient as the number of agents grows and may also generate equilibria that yield significant variations in the outcomes for individual agents. We extend the functionality of PRISM-games to support correlated equilibria, in which players can coordinate through public signals, and introduce a novel optimality criterion of social fairness, which can be applied to both Nash and correlated equilibria. We show that correlated equilibria are easier to compute, are more equitable, and can also improve joint outcomes. We implement algorithms for both normal form games and the more complex case of multi-player concurrent stochastic games with temporal logic specifications. On a range of case studies, we demonstrate the benefits of our methods.
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Conference papers on the topic "Zero-Sum Stochastic Game"

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Wei, Lifeng, and Zhen Wu. "Recursive Zero-Sum Stochastic Differential Game." In 2008 International Conference on Intelligent Computation Technology and Automation (ICICTA). IEEE, 2008. http://dx.doi.org/10.1109/icicta.2008.116.

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Jia, Renwei, Lifeng Wei, and Xiaodong Liu. "Stochastic Recursive Zero-Sum Differential Game and Mixed Zero-Sum Differential Game Problem with Payoff Functional in BDSDES." In 2020 IEEE 3rd International Conference of Safe Production and Informatization (IICSPI). IEEE, 2020. http://dx.doi.org/10.1109/iicspi51290.2020.9332467.

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Huang, Pengyan, and Guangchen Wang. "A non-zero sum differential game of mean-field backward stochastic differential equation." In 2017 Chinese Automation Congress (CAC). IEEE, 2017. http://dx.doi.org/10.1109/cac.2017.8243633.

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Tang, Maoning, and Qingxin Meng. "Maximum principle for partial observed zero-sum stochastic differential game of mean-field SDEs." In 2017 36th Chinese Control Conference (CCC). IEEE, 2017. http://dx.doi.org/10.23919/chicc.2017.8027625.

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Garnaev, Andrey, Wade Trappe, Narayan B. Mandayam, and H. Vincent Poor. "A Prospect Theoretic Extension of a Non-Zero-Sum Stochastic Eavesdropping and Jamming Game." In 2020 IEEE International Workshop on Information Forensics and Security (WIFS). IEEE, 2020. http://dx.doi.org/10.1109/wifs49906.2020.9360898.

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Wu, Jinbiao, and Hongchao Qian. "Optimal Control for a Zero-Sum Stochastic Differential Game with Noisy Memory Under G-Expectation." In 2018 37th Chinese Control Conference (CCC). IEEE, 2018. http://dx.doi.org/10.23919/chicc.2018.8483763.

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Chen, Weizhe, Zihan Zhou, Yi Wu, and Fei Fang. "Temporal Induced Self-Play for Stochastic Bayesian Games." In Thirtieth International Joint Conference on Artificial Intelligence {IJCAI-21}. International Joint Conferences on Artificial Intelligence Organization, 2021. http://dx.doi.org/10.24963/ijcai.2021/14.

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One practical requirement in solving dynamic games is to ensure that the players play well from any decision point onward. To satisfy this requirement, existing efforts focus on equilibrium refinement, but the scalability and applicability of existing techniques are limited. In this paper, we propose Temporal-Induced Self-Play (TISP), a novel reinforcement learning-based framework to find strategies with decent performances from any decision point onward. TISP uses belief-space representation, backward induction, policy learning, and non-parametric approximation. Building upon TISP, we design
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Tomášek, Petr, Karel Horák, Aditya Aradhye, Branislav Bošanský, and Krishnendu Chatterjee. "Solving Partially Observable Stochastic Shortest-Path Games." In Thirtieth International Joint Conference on Artificial Intelligence {IJCAI-21}. International Joint Conferences on Artificial Intelligence Organization, 2021. http://dx.doi.org/10.24963/ijcai.2021/575.

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We study the two-player zero-sum extension of the partially observable stochastic shortest-path problem where one agent has only partial information about the environment. We formulate this problem as a partially observable stochastic game (POSG): given a set of target states and negative rewards for each transition, the player with imperfect information maximizes the expected undiscounted total reward until a target state is reached. The second player with the perfect information aims for the opposite. We base our formalism on POSGs with one-sided observability (OS-POSGs) and give the followi
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Aberkane, Samir, and Vasile Dragan. "On a solution to the problem of time-varying zero-sum LQ stochastic difference game: A Riccati equation approach." In 2019 18th European Control Conference (ECC). IEEE, 2019. http://dx.doi.org/10.23919/ecc.2019.8795655.

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Dragan, Vasile, and Toader Morozan. "On the bounded and stabilizing solution of a generalized Riccati differential equation with periodic coefficients arising in connection with a zero sum linear quadratic stochastic differential game." In 8th Congress of Romanian Mathematicians. WORLD SCIENTIFIC, 2016. http://dx.doi.org/10.1142/9789813142862_0006.

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