4 papers
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…
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…
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…