10 papers
Approximating the Uniform Value in Hidden Stochastic Games with Doeblin Condition
Krishnendu Chatterjee, David Lurie, Raimundo Saona +1
We study \emph{zero-sum two-player hidden stochastic games}, where players receive partial observations of the state. We focus on a central solution concept for analyzing long-dura…
Revealing POMDPs: Qualitative and Quantitative Analysis for Parity Objectives
Ali Asadi, Krishnendu Chatterjee, David Lurie +1
Partially observable Markov decision processes (POMDPs) are a central model for uncertainty in sequential decision making. The most basic objective is the reachability objective, w…
Uniform Value and Decidability in Ergodic Blind Stochastic Games
Krishnendu Chatterjee, David Lurie, Raimundo Saona +1
We study a class of two-player zero-sum stochastic games known as \textit{blind stochastic games}, where players neither observe the state nor receive any information about it duri…
Stochastic Homogenization of HJ Equations: a Differential Game Approach
Andrea Davini, Raimundo Saona, Bruno Ziliotto
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that c…
IID Prophet Inequality with Random Horizon: Going Beyond Increasing Hazard Rates
Giordano Giambartolomei, Frederik Mallmann-Trenn, Raimundo Saona
Prophet inequalities are a central object of study in optimal stopping theory. In the iid model, a gambler sees values in an online fashion, sampled independently from a given dist…
Limit-sure reachability for small memory policies in POMDPs is NP-complete
Ali Asadi, Krishnendu Chatterjee, Raimundo Saona +1
A standard model that arises in several applications in sequential decision making is partially observable Markov decision processes (POMDPs) where a decision-making agent interact…