3 papers
cs.GT2025
On the Complexity of Stationary Nash Equilibria in Discounted Perfect Information Stochastic Games
Kristoffer Arnsfelt Hansen, Xinhao Nie
We study the problem of computing stationary Nash equilibria in discounted perfect information stochastic games from the viewpoint of computational complexity. For two-player games…
cs.GT2025
Stochastic Games with Limited Public Memory
Kristoffer Arnsfelt Hansen, Rasmus Ibsen-Jensen, Abraham Neyman
We study the memory resources required for near-optimal play in two-player zero-sum stochastic games with the long-run average payoff. Although optimal strategies may not exist in…
cs.GT2024
Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps
Simon Dohn, Kristoffer Arnsfelt Hansen, Asger Klinkby
We study computational problems in financial networks of banks connected by debt contracts and credit default swaps (CDSs). A main problem is to determine \emph{clearing} payments,…