In this paper a noncooperative, two person, zero sum, stochastic differential game is formulated and solved that is described by a linear stochastic system and a quadratic cost functional for the two players. The optimal strategies for the two players are given explicitly using a relatively simple direct method. The noise process for the two player linear system can be an arbitrary square integ...

We propose the sequence form as a new strategic description for an extensive game with perfect recall. It is similar to the normal form but has linear instead of exponential complexity and allows a direct representation and efficient computation of behavior strategies. Pure strategies and their mixed strategy probabilities are replaced by sequences of consecutive choices and their realization p...

We propose the sequence form as a new strategic description for an extensive game with perfect recall. It is similar to the normal form but has linear instead of exponential complexity, and allows a direct representation and eecient computation of behavior strategies. Pure strategies and their mixed strategy probabilities are replaced by sequences of consecutive choices and their realization pr...

In a repeated zero-sum two-person game with incomplete information on both sides, the asymptotic value is defined as v = lim_oo v", where vn is the value of the game with n repetitions. It is shown here that v may be a transcendental number even for games in which all parameters defining the game are rational. This is in contrast to the situation in stochastic games where by the result of Bewle...

We consider game theory from the perspective of quantum algorithms. Strategies in classical game theory are either pure (deterministic) or mixed (probabilistic). While not every two-person zero-sum finite game has an equilibrium in the set of pure strategies, von Neumann showed that there is always an equilibrium at which each player follows a mixed strategy. A mixed strategy deviating from the...

We introduce generous, even-matched, and greedy strategies as concepts for analyzing games. A two person prisoner's dilemma game is described by the four outcomes (C,D), (C,C), (D,C), and (D,D). In a generous strategy the proportion of (C,D) is larger than that of (D,C), i.e. the probability of facing a defecting agent is larger than the probability of defecting. An even-matched strategy has th...

An inspection game is here a non-cooperative two-person-game between an inspector and an inspectee. It models a situation where the inspector controls the inspectee who has an incentive to violate certain legal obligations. A recent survey of inspection games applied to data verification, for example in nuclear material safeguards, is given in [1]. Dresher [2] described a sequential inspection ...