The Experts below are selected from a list of 276 Experts worldwide ranked by ideXlab platform
Jean-françois Raskin - One of the best experts on this subject based on the ideXlab platform.
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CSL-LICS - Secure equilibria in weighted games
Proceedings of the Joint Meeting of the Twenty-Third EACSL Annual Conference on Computer Science Logic (CSL) and the Twenty-Ninth Annual ACM IEEE Symp, 2014Co-Authors: Véronique Bruyère, Noémie Meunier, Jean-françois RaskinAbstract:We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean setting, our notion of secure equilibrium refines the classical notion of Nash equilibrium. We prove that secure equilibria always exist in a large class of weighted games which includes common measures like Sup, inf, Lim Sup, Lim inf, mean-payoff, and discounted sum. Moreover we show that one can synthesize finite-memory strategy profiles with few memory. We also prove that the constrained existence problem for secure equilibria is decidable for Sup, inf, Lim Sup, Lim inf and mean-payoff measures. Our solutions rely on new results for zero-sum quantitative games with lexicographic objectives that are interesting on their own right.
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Secure Equilibria in Weighted Games
arXiv: Computer Science and Game Theory, 2014Co-Authors: Véronique Bruyère, Noémie Meunier, Jean-françois RaskinAbstract:We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean setting, our notion of secure equilibrium refines the classical notion of Nash equilibrium. We prove that secure equilibria always exist in a large class of weighted games which includes common measures like Sup, inf, Lim Sup, Lim inf, mean-payoff, and discounted sum. Moreover we show that one can synthesize finite-memory strategy profiles with few memory. We also prove that the constrained existence problem for secure equilibria is decidable for Sup, inf, Lim Sup, Lim inf and mean-payoff measures. Our solutions rely on new results for zero-sum quantitative games with lexicographic objectives that are interesting on their own right.
W Sudderth - One of the best experts on this subject based on the ideXlab platform.
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stochastic games with Lim Sup payoff
2003Co-Authors: A Maitra, W SudderthAbstract:Consider a two-person zero-sum stochastic game with countable state space S, finite action sets A and B for players 1 and 2, respectively, and law of motion p.
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borel stochastic games with Lim Sup payoff
Annals of Probability, 1993Co-Authors: A Maitra, W SudderthAbstract:We consider two-person zero-sum stochastic games with Limit Superior payoff function and Borel measurable state and action spaces. The games are shown to have a value and the value function is calculated by transfinite iteration of an operator and proved to be upper analytic. The paper extends results of our earlier article [17] in which the same class of games was considered for countable state spaces and finite action sets.
Véronique Bruyère - One of the best experts on this subject based on the ideXlab platform.
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CSL-LICS - Secure equilibria in weighted games
Proceedings of the Joint Meeting of the Twenty-Third EACSL Annual Conference on Computer Science Logic (CSL) and the Twenty-Ninth Annual ACM IEEE Symp, 2014Co-Authors: Véronique Bruyère, Noémie Meunier, Jean-françois RaskinAbstract:We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean setting, our notion of secure equilibrium refines the classical notion of Nash equilibrium. We prove that secure equilibria always exist in a large class of weighted games which includes common measures like Sup, inf, Lim Sup, Lim inf, mean-payoff, and discounted sum. Moreover we show that one can synthesize finite-memory strategy profiles with few memory. We also prove that the constrained existence problem for secure equilibria is decidable for Sup, inf, Lim Sup, Lim inf and mean-payoff measures. Our solutions rely on new results for zero-sum quantitative games with lexicographic objectives that are interesting on their own right.
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Secure Equilibria in Weighted Games
arXiv: Computer Science and Game Theory, 2014Co-Authors: Véronique Bruyère, Noémie Meunier, Jean-françois RaskinAbstract:We consider two-player non zero-sum infinite duration games played on weighted graphs. We extend the notion of secure equilibrium introduced by Chatterjee et al., from the Boolean setting to this quantitative setting. As for the Boolean setting, our notion of secure equilibrium refines the classical notion of Nash equilibrium. We prove that secure equilibria always exist in a large class of weighted games which includes common measures like Sup, inf, Lim Sup, Lim inf, mean-payoff, and discounted sum. Moreover we show that one can synthesize finite-memory strategy profiles with few memory. We also prove that the constrained existence problem for secure equilibria is decidable for Sup, inf, Lim Sup, Lim inf and mean-payoff measures. Our solutions rely on new results for zero-sum quantitative games with lexicographic objectives that are interesting on their own right.
A Maitra - One of the best experts on this subject based on the ideXlab platform.
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stochastic games with Lim Sup payoff
2003Co-Authors: A Maitra, W SudderthAbstract:Consider a two-person zero-sum stochastic game with countable state space S, finite action sets A and B for players 1 and 2, respectively, and law of motion p.
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Nonleavable Gambling Problems
Discrete Gambling and Stochastic Games, 1996Co-Authors: A Maitra, William D. SudderthAbstract:As in the previous chapter, Γ is a gambling house defined on the countable state space S and u is a real-valued utility function. A player with initial fortune x chooses, as before, a strategy σ available at x. However, the player does not choose a time to stop, but instead continues to play forever. In this new situation it is natural to measure the value of a strategy by how well it does in some Limiting sense. One might use the expected value of the Lim Sup (or the Lim inf) of the utility function calculated along each history. However, Dubins and Savage take the Lim Sup over the stop rules of the utilities of the policies (σ, t). That is, they (and we) define the utility of a strategy σ as $$ u\left( \sigma \right) = \Lim \Sup u\left( {\sigma, t} \right) $$ (1.1)
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borel stochastic games with Lim Sup payoff
Annals of Probability, 1993Co-Authors: A Maitra, W SudderthAbstract:We consider two-person zero-sum stochastic games with Limit Superior payoff function and Borel measurable state and action spaces. The games are shown to have a value and the value function is calculated by transfinite iteration of an operator and proved to be upper analytic. The paper extends results of our earlier article [17] in which the same class of games was considered for countable state spaces and finite action sets.
Mladen Savov - One of the best experts on this subject based on the ideXlab platform.
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Small time two-sided LIL behavior for Lévy processes at zero
Probability Theory and Related Fields, 2009Co-Authors: Mladen SavovAbstract:We specify a function b0(t) in terms of the Levy triplet such that Lim Sup t→0Xt/b0(t)∈[1,1.8] a.s. iff \(\int_{0}^{1}\overline{ \varPi }^{(+)}(b_{0}(t))\,dt
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Small Time One-Sided LIL Behavior for Lévy Processes at Zero
Journal of Theoretical Probability, 2009Co-Authors: Mladen SavovAbstract:We specify a function b 0(t) in terms of the Levy triplet such that Lim Sup t→0 X t /b 0(t)∈[1,1.8] a.s. iff $\int_{0}^{1}\overline{ \varPi }^{(+)}(b_{0}(t))\,dt