ε-Optimally Solving Two-Player Zero-Sum POSGs

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Escudie, Erwan Christian, Sabatelli, Matthia, Buffet, Olivier, Dibangoye, Jilles Steeve
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866909902339833856
author Escudie, Erwan Christian
Sabatelli, Matthia
Buffet, Olivier
Dibangoye, Jilles Steeve
author_facet Escudie, Erwan Christian
Sabatelli, Matthia
Buffet, Olivier
Dibangoye, Jilles Steeve
contents We present a novel framework for ε-optimally solving two-player zero-sum partially observable stochastic games (zs-POSGs). These games pose a major challenge due to the absence of a principled connection with dynamic programming (DP) techniques developed for two-player zero-sum stochastic games (zs-SGs). Prior attempts at transferring solution methods have lacked a lossless reduction, defined here as a transformation that preserves value functions, equilibrium strategies, and optimality structure, thereby limiting generalisation to ad-hoc algorithms. This work introduces the first lossless reduction from zs-POSGs to transition-independent zs-SGs, enabling the principled application of a broad class of DP-based methods. We show empirically that point-based value iteration (PBVI) algorithms, applied via this reduction, produce ε-optimal strategies across a range of benchmark domains, consistently matching or outperforming existing state-of-the-art methods. Our results open a systematic pathway for algorithmic and theoretical transfer from SGs to partially observable settings.
format Preprint
id arxiv_https___arxiv_org_abs_2511_11282
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle ε-Optimally Solving Two-Player Zero-Sum POSGs
Escudie, Erwan Christian
Sabatelli, Matthia
Buffet, Olivier
Dibangoye, Jilles Steeve
Computer Science and Game Theory
We present a novel framework for ε-optimally solving two-player zero-sum partially observable stochastic games (zs-POSGs). These games pose a major challenge due to the absence of a principled connection with dynamic programming (DP) techniques developed for two-player zero-sum stochastic games (zs-SGs). Prior attempts at transferring solution methods have lacked a lossless reduction, defined here as a transformation that preserves value functions, equilibrium strategies, and optimality structure, thereby limiting generalisation to ad-hoc algorithms. This work introduces the first lossless reduction from zs-POSGs to transition-independent zs-SGs, enabling the principled application of a broad class of DP-based methods. We show empirically that point-based value iteration (PBVI) algorithms, applied via this reduction, produce ε-optimal strategies across a range of benchmark domains, consistently matching or outperforming existing state-of-the-art methods. Our results open a systematic pathway for algorithmic and theoretical transfer from SGs to partially observable settings.
title ε-Optimally Solving Two-Player Zero-Sum POSGs
topic Computer Science and Game Theory
url https://arxiv.org/abs/2511.11282