We consider repeated zero-sum games with incomplete information on the side of Player 2 with the total payoff given by the non-normalized sum of stage gains. In the classical examples the value VN of such N-stage game is of the order of N or √ N as N → ∞. Our aim is to present a general framework for another asymptotic behavior of the value VN observed for the discrete version of the financial ...

We formulate a framework for discrete time stochastic hybrid dynamic game with two players and consider the reach-avoid problem, i.e. finding the probability that the system trajectory starting from any initial condition enters a target set while avoiding the obstacle set in a given time-horizon. We formulate the reach-avoid problem as a zero-sum stochastic game and show that the verification a...

This paper studies the core of combined games, obtained by summing two coalitional games. It is shown that the set of balanced transferable utility games can be partitioned into equivalence classes of component games to determine whether the core of the combined game coincides with the sum of the cores of its components. On the other hand, for non-balanced games, the binary relation associating...

In this paper, a non-cooperative two person zero-sum static game(with in a discrete interval of time) is formulated and analyzed for the interaction between the SYN flood attacker and the web server administrator. The SYN flood game (SFG) payoffs are calculated based on Erlang loss queuing model. The solution of the SFG leads to mixed strategy and analyzed for different scenarios the numerical ...

We study a robust optimal stopping problem with respect to a set P of mutually singular probabilities. This can be interpreted as a zero-sum controller-stopper game in which the stopper is trying to maximize its pay-off while an adverse player wants to minimize this payoff by choosing an evaluation criteria from P . We show that the upper Snell envelope Z of the reward process Y is a supermarti...

My primary research interest is social behavior of software agents acting in general-sum normal form games. In an environment with another agent, an agent needs to be able to identify if the opponent is hostile or cooperative by looking at the opponent’s actions, and respond appropriately. If the opponent is hostile, the agent should guard against it. Even for a self-interested agent, cooperati...

In 1967 Aumann and Maschler presented their celebrated model for games with incomplete information, see [1] and references therein. The game they consider consists in a set of, say I, standard discrete time two person zero-sum games. At the beginning one of these zero-sum games is picked at random according to a probability p. The information which game was picked is transmitted to Player 1 onl...

In two-player zero-sum games, if both players minimize their average external regret, then the average of the strategy profiles converges to a Nash equilibrium. For n-player general-sum games, however, theoretical guarantees for regret minimization are less understood. Nonetheless, Counterfactual Regret Minimization (CFR), a popular regret minimization algorithm for extensiveform games, has gen...

This paper aims to establish a delayed dynamical relationship between payoffs of players in a zero-sum game. By introducing Markovian chain and time delay in the network model, a delayed game network model with sector bounds and slope bounds restriction nonlinear function is first proposed. As a result, a direct dynamical relationship between payoffs of players in a zero-sum game can be illustr...

We study a robust optimal stopping problem with respect to a set P of mutually singular probabilities. This can be interpreted as a zero-sum controller-stopper game in which the stopper is trying to maximize its pay-off while an adverse player wants to minimize this payoff by choosing an evaluation criteria from P. We show that the upper Snell envelope Z of the reward process Y is a supermartin...