42 citations · 92 across the 19 of their papers we have counts for
21 papers
Constant Payoff Property in Zero-Sum Stochastic Games with a Finite Horizon
Thomas Ragel, Bruno Ziliotto
This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies su…
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…
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…
Zero-sum Random Games on Directed Graphs
Luc Attia, Lyuben Lichev, Dieter Mitsche +2
This paper considers a class of two-player zero-sum games on directed graphs whose vertices are equipped with random payoffs of bounded support known by both players. Starting from…
Time-Dependent Blackwell Approachability and Application to Absorbing Games
Joon Kwon, Yijun Wan, Bruno Ziliotto
Blackwell's approachability (Blackwell, 1954, 1956) is a very general online learning framework where a Decision Maker obtains vector-valued outcomes, and aims at the convergence o…
Percolation games
Guillaume Garnier, Bruno Ziliotto
This paper introduces a discrete-time stochastic game class on , which plays the role of a toy model for the well-known problem of stochastic homogenization of Hamilt…
Mertens conjectures in absorbing games with incomplete information
Bruno Ziliotto
In a zero-sum stochastic game with signals, at each stage, two adversary players take decisions and receive a stage payoff determined by these decisions and a variable called state…
Unknown I.I.D. Prophets: Better Bounds, Streaming Algorithms, and a New Impossibility
José Correa, Paul Dütting, Felix Fischer +2
A prophet inequality states, for some , that the expected value achievable by a gambler who sequentially observes random variables and selects one of the…
History-dependent evaluations in POMDPs
Xavier Venel, Bruno Ziliotto
We consider POMDPs in which the weight of the stage payoff depends on the past sequence of signals and actions occurring in the infinitely repeated problem. We prove that for all e…
An example of failure of stochastic homogenization for viscous Hamilton-Jacobi equations without convexity
William M. Feldman, Jean-Baptiste Fermanian, Bruno Ziliotto
We give an example of the failure of homogenization for a viscous Hamilton-Jacobi equation with non-convex Hamiltonian.
Finite-Memory Strategies in POMDPs with Long-Run Average Objectives
Krishnendu Chatterjee, Raimundo Saona, Bruno Ziliotto
Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prov…
Constant payoff in zero-sum stochastic games
Olivier Catoni, Miquel Oliu-Barton, Bruno Ziliotto
In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing th…
Prophet Secretary Through Blind Strategies
Jose Correa, Raimundo Saona, Bruno Ziliotto
In the classic prophet inequality, samples from independent random variables arrive online. A gambler that knows the distributions must decide at each point in time whether to stop…
Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample
Bruno Ziliotto
This paper provides a counterexample about the asymptotic behavior of the solutions of a discounted Hamilton-Jacobi equation, as the discount factor vanishes. The Hamiltonian of th…
Tauberian theorems for general iterations of operators: applications to zero-sum stochastic games
Bruno Ziliotto
This paper proves several Tauberian theorems for general iterations of operators, and provides two applications to zero-sum stochastic games where the total payoff is a weighted su…
Stochastic homogenization of nonconvex Hamilton-Jacobi equations: a counterexample
Bruno Ziliotto
We provide an example of a Hamilton-Jacobi equation in which stochastic homogenization does not occur. The Hamiltonian involved in this example satisfies the standard assumptions o…
Pathwise uniform value in gambling houses and Partially Observable Markov Decision Processes
Xavier Venel, Bruno Ziliotto
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the existence of a very robust notion of value for the infinitely repeated problem, name…
A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games
Bruno Ziliotto
We prove a Tauberian theorem for nonexpansive operators, and apply it to the model of zero-sum stochastic game. Under mild assumptions, we prove that the value of the lambda-discou…
General limit value in zero-sum stochastic games
Bruno Ziliotto
Bewley and Kohlberg (1976) and Mertens and Neyman (1981) have proved, respectively, the existence of the asymptotic value and the uniform value in zero-sum stochastic games with fi…
Hidden Stochastic Games and Limit Equilibrium Payoffs
Jérôme Renault, Bruno Ziliotto
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup w…
Zero-sum repeated games: Counterexamples to the existence of the asymptotic value and the conjecture
Bruno Ziliotto
Mertens [In Proceedings of the International Congress of Mathematicians (Berkeley, Calif., 1986) (1987) 1528-1577 Amer. Math. Soc.] proposed two general conjectures about repeated…