A Potential Reduction Algorithm for Ergodic Two-Person Zero-Sum Limiting Average Payoff Stochastic Games
Gurvich V., Boros E., Elbassioni K., Makino K.
We suggest a new algorithm for two-person zero-sum undiscounted stochastic games focusing on stationary strategies. Given a positive real ϵ
, , et al., Optimization Letters 2017 Vol. 11 No. 8 P. 1499-1512
We consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph (Formula presented.), with local rewards (Formula presented.), and three types of positions: black (Formula presented.), white (Formula presented.), and random (Formula presented.) forming a partition of V. It is a long-standing open question whether a polynomial time algorithm ...
Added: May 18, 2017
Existence of Equilibrium Strategies in Fuzzy Stochastic Games with Finite Sets of States and Decisions
, Mathematical notes 2020 Vol. 107 No. 4 P. 679-686
Noncooperative discounted stochastic n-person games are considered; the payoffs at each step are represented by trapezoidal fuzzy numbers. The existence of stationary Nash equilibrium strategies is proved. ...
Added: April 9, 2020
On Nash-solvability in pure stationary strategies of the deterministic n-person games with perfect information and mean or total effective cost
, , Discrete Applied Mathematics 2014 Vol. 167 P. 131-143
We study existence of Nash equilibria (NE) in pure stationary strategies in n-person positional games with no moves of chance, with perfect information, and with the mean or total effective cost function. We construct a NE-free three-person game with positive local costs, thus disproving the conjecture suggested in Boros and Gurvich (2003). Still, the following four problems ...
Added: October 22, 2016
Существование равновесных стратегий в нечетких стохастических играх с конечными множествами состояний и действий
, Математические заметки 2020 Т. 107 № 4 С. 623-632
Рассматриваются некооперативные дисконтированные стохастические игры с n участниками, при этом выигрыши на каждом шаге представляются трапецоидальными нечеткими числами. Доказывается существование стационарных равновесных по Нэшу стратегий. ...
Added: April 9, 2020
A pseudo-polynomial algorithm for mean payoff stochastic games with perfect information and few random positions
, , et al., Information and Computation 2019 Vol. 267 P. 74-95
We consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph G=(V,E), with local rewards r:E→Z, and three types of positions: black VB, white VW, and random VR forming a partition of V. It is a long-standing open question whether a polynomial time algorithm for BWR-games exists, or not, even when |VR|=0. In fact, a pseudo-polynomial algorithm for BWR-games ...
Added: December 9, 2019
, SIAM Journal on Control and Optimization 2016 Vol. 54 No. 5 P. 2629-2649
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game. The dynamics of the model game differs from the original one. The general result applied ...
Added: April 17, 2020
, / Высшая школа экономики. Series WP BRP "Economics/EC". 2017. No. WP BRP 157/EC/2017.
The paper defines a family of nested non-cooperative simultaneous finite games to study coalition structure formation with intra and inter-coalition externalities. The novelties of the paper are: a definition of every games embeds a coalition structure formation mechanism. Every game has two outcomes - an allocation of players over coalitions and a payoff profile for ...
Added: February 3, 2017