Timing-Aware Two-Player Stochastic Games with Self-Triggered Control

Abstract

We study self-triggered two-player stochastic games on Piecewise Deterministic Markov Processes (PDMPs) where each agent decides when to observe and which open-loop action to hold. Augmenting the state with clocks and committed controls yields flow regions (both hold) and trigger surfaces (at least one updates). The framework covers both blind simultaneous (Nash) timing and observable sequential (Stackelberg) commitments; the former leads to coupled, intractable QVIs, while the latter admits a nested Hamilton-Jacobi-Bellman quasi-variational inequality and a tractable dynamic-programming decomposition. We outline a computational scheme based on implicit differentiation of the follower's fixed point. A pursuit-evasion example illustrates the strategic timing interaction.