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State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…

Methodology · Statistics 2020-06-18 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet

We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…

Data Structures and Algorithms · Computer Science 2015-11-05 Siddhartha Banerjee , Peter Lofgren

Decision-making in multi-player games can be extremely challenging, particularly under uncertainty. In this work, we propose a new sample-based approximation to a class of stochastic, general-sum, pure Nash games, where each player has an…

The strategy improvement algorithm for mean payoff games and parity games is a local improvement algorithm, just like the simplex algorithm for linear programs. Their similarity has turned out very useful: many lower bounds on running time…

Computer Science and Game Theory · Computer Science 2025-09-22 Matthew Maat

This paper proposes a multiscale method for solving the numerical solution of mean field games which accelerates the convergence and addresses the problem of determining the initial guess. Starting from an approximate solution at the…

Numerical Analysis · Mathematics 2022-01-11 Haoya Li , Yuwei Fan , Lexing Ying

The utilization of model checking has been suggested as a formal verification technique for analyzing critical systems. However, the primary challenge in applying to complex systems is state space explosion problem. To address this issue,…

Logic in Computer Science · Computer Science 2023-08-08 Mohammadsadegh Mohaghegh , Khayyam Salehi

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…

Computer Science and Game Theory · Computer Science 2015-07-01 Kousha Etessami , Mihalis Yannakakis

In algorithms for finite metric spaces, it is common to assume that the distance between two points can be computed in constant time, and complexity bounds are expressed only in terms of the number of points of the metric space. We…

Computational Geometry · Computer Science 2019-01-28 Michael Kerber , Arnur Nigmetov

Simple stochastic games are turn-based 2.5-player zero-sum graph games with a reachability objective. The problem is to compute the winning probability as well as the optimal strategies of both players. In this paper, we compare the three…

Computer Science and Game Theory · Computer Science 2020-09-24 Jan Křetínský , Emanuel Ramneantu , Alexander Slivinskiy , Maximilian Weininger

The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…

Data Structures and Algorithms · Computer Science 2013-08-27 Afonso S. Bandeira , Moses Charikar , Amit Singer , Andy Zhu

We develop a general framework for reasoning about distances between transition systems with quantitative information. Taking as starting point an arbitrary distance on system traces, we show how this leads to natural definitions of a…

Logic in Computer Science · Computer Science 2011-07-07 Uli Fahrenberg , Claus Thrane , Kim G. Larsen

This paper develops metrics from a social network perspective that are directly translatable to the outcome of a basketball game. We extend a state-of-the-art multi-resolution stochastic process approach to modeling basketball by modeling…

Applications · Statistics 2019-10-01 Fan Bu , Sonia Xu , Katherine Heller , Alexander Volfovsky

Game-theoretic characterizations of process equivalences traditionally form a central topic in concurrency; for example, most equivalences on the classical linear-time / branching-time spectrum come with such characterizations. Recent work…

Logic in Computer Science · Computer Science 2025-01-28 Jonas Forster , Lutz Schröder , Paul Wild

We study the computational complexity of solving mean payoff games. This class of games can be seen as an extension of parity games, and they have similar complexity status: in both cases solving them is in $\textbf{NP} \cap \textbf{coNP}$…

Computer Science and Game Theory · Computer Science 2019-02-06 Nathanaël Fijalkow , Paweł Gawrychowski , Pierre Ohlmann

Policy-based methods with function approximation are widely used for solving two-player zero-sum games with large state and/or action spaces. However, it remains elusive how to obtain optimization and statistical guarantees for such…

Machine Learning · Computer Science 2022-03-01 Yulai Zhao , Yuandong Tian , Jason D. Lee , Simon S. Du

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

In a recent work on quantum state preparation, S{\o}rensen and colleagues explore the possibility of using video games to help design quantum control protocols. The authors present a game called "Quantum Moves" in which gamers have to move…

Quantum Physics · Physics 2018-04-24 Dries Sels

Temporal graphs are a popular modelling mechanism for dynamic complex systems that extend ordinary graphs with discrete time. Simply put, time progresses one unit per step and the availability of edges can change with time. We consider the…

Logic in Computer Science · Computer Science 2024-01-30 Pete Austin , Sougata Bose , Patrick Totzke

Graph games provide the foundation for modeling and synthesis of reactive processes. Such games are played over graphs where the vertices are controlled by two adversarial players. We consider graph games where the objective of the first…

Computer Science and Game Theory · Computer Science 2017-06-21 Krishnendu Chatterjee , Monika Henzinger , Alexander Svozil

Previous studies have shown that the topological properties of a complex network, such as heterogeneity and average degree, affect the evolutionary game dynamics on it. However, traditional numerical simulations are usually time-consuming…

Populations and Evolution · Quantitative Biology 2023-06-28 Hongyu Wang , Aming Li , Long Wang