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Two-Player Zero-Sum Differential Games with One-Sided Information

17 February 2025
Mukesh Ghimire
Z. Xu
Yi Ren
    SyDa
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Abstract

Unlike Poker where the action space A\mathcal{A}A is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with O(∣A∣)\mathcal{O}(|\mathcal{A}|)O(∣A∣) complexity not scalable. To address this challenge within the scope of two-player zero-sum (2p0s) games with one-sided information, we show that (1) a computational complexity independent of ∣A∣|\mathcal{A}|∣A∣ can be achieved by exploiting the convexification property of incomplete-information games and the Isaacs' condition that commonly holds for dynamical systems, and that (2) the computation of the two equilibrium strategies can be decoupled under one-sidedness of information. Leveraging these insights, we develop an algorithm that successfully approximates the optimal strategy in a homing game. Code available inthis https URL

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@article{ghimire2025_2502.05314,
  title={ Two-Player Zero-Sum Differential Games with One-Sided Information },
  author={ Mukesh Ghimire and Zhe Xu and Yi Ren },
  journal={arXiv preprint arXiv:2502.05314},
  year={ 2025 }
}
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