zero-sum stochastic games
Infinite Horizon LQ Zero Sum Stochastic Differential Games with Markovian Jumps
... person zero-sum stochastic differential games characterized by linear Itô’s differential equation with state-dependent noise and Markovian parameter ...the stochastic optimal control ...
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Forward-backward SDE games and stochastic control under model uncertainty
... classical stochastic control problem of the type studied in ...a stochastic differential game between the agent and the ...backward stochastic differential equation (BSDE). Thus we arrive at a ...
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Knebel, Johannes (2017): Condensation in stochastic many-particle models: applications to non-equilibrium statistical physics and microbial populations dynamics. Dissertation, LMU München: Fakultät für Physik
... two stochastic many-particle models in which particles condense into a subset of the accessible states of the ...of zero-sum games in evolutionary game ...second stochastic ...
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Human Machine Dialogue as a Stochastic Game
... to Stochastic Games (Patek and Bertsekas, 1999) to model ...2011), Stochastic Games allow to learn from ...(Zero-Sum games), we show that it could be naturally extended to ...
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An asymmetric information non zero sum differential game of mean field backward stochastic differential equation with applications
... mean-field games; Øksendal and Sulem [4] researched optimal control of predic- tive mean-field equation and applied the theoretical results to solve optimal portfolio and consumption rate problems; Wu and Liu [5] ...
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A condition for determinacy of optimal strategies in zero sum convex polynomial games
... There have been important advances in the linkages of real alge- braic geometry and game theory. Blume and Zame (1994) use them for analysing the relationship between sequential and perfect equilibria, and Bolte, Gaubert ...
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Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
... It was soon realised that these kinds of connections could be established in wider generality with admissible controls which are of bounded variation as functions of time (rather than just monotone). Indeed, under ...
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A policy iteration algorithm for nonzero-sum stochastic impulse games
... Contrary to one-player SIGs, the value functions in two-player SIGs (one for each player) cannot be naively defined by maximisation. Instead, optimality can naturally be characterized via the notion of Nash equilibrium: ...
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Nash Q-Learning for General-Sum Stochastic Games
... general-sum stochastic games. In a stochastic game, each agent’s reward depends on the joint action of all agents and the current state, and state transitions obey the Markov ...The ...
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Non zero sum differential games of anticipated forward backward stochastic differential delayed equations under partial information and application
... This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a maximum ...
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Nonzero sum Stochastic Games
... The following generalization of the above problem has been considered in Section 2.2.2. It is assumed that if both companies want to accept the same applicant, Player 1 is selected with fixed probability α, Player 2 with ...
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Zero-Sum Partitions of PHOTON Permutations
... on zero-sum cannot be considered meaningless because they cannot be set up for any arbitrary number of ...a zero-sum distinguisher in the case of PHOTON-80/20/16 with 12-round, while it is ...
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Zero sum partition theorems for graphs
... A partial sample of the problems evolved from Gallai’s theorem is: PROBLEM 1: What is the maximum order of an induced subgraph // of a graph G, with n non-isolated vertices, such that in[r] ...
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Secure Modulo Zero-Sum Randomness as Cryptographic Resource
... among m players. However, when we can use quantum system, we have such a de- sired method as follows. First, we generate m pair of secure secret keys required in Section 6.1 by using quantum key distribution. Then, we ...
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A Linear Interactive Solution Concept for Fuzzy Multiobjective Games
... two-person zero-sum games with fuzzy payoffs and fuzzy ...multiobjective games and fuzzy games. Most of the studies on multiobjective games are on two-person games [5, 11, ...
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Multi-Agent Reinforcement Learning in Common Interest and Fixed Sum Stochastic Games: An Experimental Study
... A CISG is most naturally viewed as a model of a distributed stochastic system. As such, it is natural to have in mind a view of a system’s designer, and one would expect such a designer to equip the players with ...
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On solving two-person zero-sum fuzzy matrix games via linear programming approach
... In this paper, a two-person zero-sum matrix game with L R fuzzy numbers payoff is introduced. Using the fuzzy number comparison introduced by Rouben's method (1991), the fuzzy payoff is converted into the ...
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Empowerment as a zero sum game
... Evidence showing that corruption reduces incomes for all income classes, and particularly for the poor, implies that empowering people in ways that reduce corruption are positive-sum policies. One example is ...
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Game theoretic approach to risk sensitive benchmarked asset management
... In the next section we briefly describe the framework of the risk-sensitive zero sum stochastic differ- ential game corresponding to the desired game (P1)( refer 2.8a). In the third section we ...
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On Degree-d Zero-Sum Sets of Full Rank
... In this section, we point out the implications of the above results on degree-d sum- invariant matrices. The most interesting implication is that any bijective degree-3 sum- invariant matrix must be ...
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