For a complete graph $$K_n$$ of order n, an edge-labeling $$c:E(K_n)\rightarrow \{ -1,1\}$$ satisfying $$c(E(K_n))=0$$ , and spanning forest F we consider the problem to minimize $$|c(E(F'))|$$ over all isomorphic copies $$F'$$ in . In particular, ask under which additional conditions there is zero-sum copy, that is, copy with $$c(E(F'))=0$$ We show always $$|c(E(F'))|\le \Delta (F)+1$$ where $...

We give an example of a zero-sum stochastic game with four states, compact action sets for each player, and continuous payoff and transition functions, such that the discounted value does not converge as the discount factor tends to 0, and the value of the n−stage game does not converge as n goes to infinity.

We consider a two-player, zero-sum diierential game governed by an abstract nonlinear diierential equation of accretive type in an innnite dimensional space. We prove that the value function of the game is the unique viscosity solution of the corresponding Hamilton-Jacobi-Isaacs equation in the sense of Crandall-Lions 12]. We also discuss some properties of this notion of solution.

The influence of spontaneous emission channel and generalized Pauli channel on quantum Monty Hall Game is analysed. The scheme of Flittney and Abbott is reformulated using the formalism of density matrices. Optimal classical strategies for given quantum strategies are found. The whole presented scheme illustrates how quantum noise may change the odds of a zero-sum game.

A two person zero sum matrix game with fuzzy goals and fuzzy payoffs is considered and its solution is conceptualized using a suitable defuzzification function. Also, it is proved that such a game is equivalent to a primal-dual pair of certain fuzzy linear programming problems in which both goals as well as parameters are fuzzy.

The value of a finite-state two-player zero-sum stochastic game with limit-average payoff can be approximated to within ε in time exponential in a polynomial in the size of the game times polynomial in logarithmic in 1 ε , for all ε > 0.

We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player’s priority value satisfies a weak dynamic programming principle and thus solves the associated fully non-linear partial differential equation in the viscosity sense.

Shapley’s discounted stochastic games, Everett’s recursive games and Gillette’s undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games. When the number of positions of the game is constant, our algorithms run in polynomial time.

let $a$ be a non-trivial abelian group and $a^{*}=asetminus {0}$. a graph $g$ is said to be $a$-magic graph if there exists a labeling$l:e(g)rightarrow a^{*}$ such that the induced vertex labeling$l^{+}:v(g)rightarrow a$, define by $$l^+(v)=sum_{uvin e(g)} l(uv)$$ is a constant map.the set of all constant integerssuch that $sum_{uin n(v)} l(uv)=c$, for each $vin n(v)$,where $n(v)$ denotes the s...

We investigate the behavior of two users and one jammer in an AWGN channel with and without fading when they participate in a zero-sum mutual information game with the sum capacity as the objective function. We assume that the jammer can eavesdrop the channel and can use the information obtained to perform correlated jamming.