42 citations · 92 across the 19 of their papers we have counts for
14 papers · 1 filter
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…
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…
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…
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…
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…
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…