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Markov Decision Processes (MDPs) are an effective way to formally describe many Machine Learning problems. In fact, recently MDPs have also emerged as a powerful framework to model financial trading tasks. For example, financial MDPs can…

Computational Engineering, Finance, and Science · Computer Science 2021-07-21 Diego Pino , Javier García , Fernando Fernández , Svitlana S Vyetrenko

Empirical game-theoretic analysis (EGTA) is primarily focused on learning the equilibria of simulation-based games. Recent approaches have tackled this problem by learning a uniform approximation of the game's utilities, and then applying…

Computer Science and Game Theory · Computer Science 2022-08-15 Cyrus Cousins , Bhaskar Mishra , Enrique Areyan Viqueira , Amy Greenwald

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

Logic in Computer Science · Computer Science 2016-09-21 Véronique Bruyère , Quentin Hautem , Mickael Randour

We develop a polynomial time $\Omega\left ( \frac 1R \log R \right)$ approximate algorithm for Max 2CSP-$R$, the problem where we are given a collection of constraints, each involving two variables, where each variable ranges over a set of…

Data Structures and Algorithms · Computer Science 2015-04-07 Guy Kindler , Alexandra Kolla , Luca Trevisan

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

Machine Learning · Computer Science 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

Concurrent parameterized games involve a fixed yet arbitrary number of players. They are described by finite arenas in which the edges are labeled with languages that describe the possible move combinations leading from one vertex to…

Logic in Computer Science · Computer Science 2025-05-22 Nathalie Bertrand , Patricia Bouyer , Gaëtan Staquet

Leadership games provide a powerful paradigm to model many real-world settings. Most literature focuses on games with a single follower who acts optimistically, breaking ties in favour of the leader. Unfortunately, for real-world…

Artificial Intelligence · Computer Science 2018-08-01 Giuseppe De Nittis , Alberto Marchesi , Nicola Gatti

Estimating win probability is one of the classic modeling tasks of sports analytics. Many widely used win probability estimators use machine learning to fit the relationship between a binary win/loss outcome variable and certain game-state…

Methodology · Statistics 2025-08-21 Ryan S. Brill , Ronald Yurko , Abraham J. Wyner

Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…

Logic in Computer Science · Computer Science 2025-04-29 Kasper Engelen , Guillermo A. Pérez , Shrisha Rao

Zero-sum stochastic games generalize the notion of Markov Decision Processes (i.e. controlled Markov chains, or stochastic dynamic programming) to the 2-player competitive case : two players jointly control the evolution of a state…

Optimization and Control · Mathematics 2019-05-17 Jérôme Renault

This paper studies a class of approach-evasion differential games, in which one player aims to steer the state of a dynamic system to the given target set in minimum time, while avoiding some set of disallowed states, and the other player…

Optimization and Control · Mathematics 2013-10-01 Erich Mueller , Minghui Zhu , Sertac Karaman , Emilio Frazzoli

Common measures of neural representational (dis)similarity are designed to be insensitive to rotations and reflections of the neural activation space. Motivated by the premise that the tuning of individual units may be important, there has…

Machine Learning · Computer Science 2023-11-17 Meenakshi Khosla , Alex H. Williams

We propose a novel algorithm for the solution of mean-payoff games that merges together two seemingly unrelated concepts introduced in the context of parity games, small progress measures and quasi dominions. We show that the integration of…

Logic in Computer Science · Computer Science 2019-07-16 Massimo Benerecetti , Daniele Dell'Erba , Fabio Mogavero

A labelled Markov decision process (MDP) is a labelled Markov chain with nondeterminism; i.e., together with a strategy a labelled MDP induces a labelled Markov chain. The model is related to interval Markov chains. Motivated by…

Formal Languages and Automata Theory · Computer Science 2024-07-01 Stefan Kiefer , Qiyi Tang

Given a finite set $K$, we denote by $X=\Delta(K)$ the set of probabilities on $K$ and by $Z=\Delta_f(X)$ the set of Borel probabilities on $X$ with finite support. Studying a Markov Decision Process with partial information on $K$…

Optimization and Control · Mathematics 2012-02-29 Jérôme Renault , Xavier Venel

Classical objectives in two-player zero-sum games played on graphs often deal with limit behaviors of infinite plays: e.g., mean-payoff and total-payoff in the quantitative setting, or parity in the qualitative one (a canonical way to…

Logic in Computer Science · Computer Science 2016-09-15 Véronique Bruyère , Quentin Hautem , Mickael Randour

Stochastic saddle point (SSP) problems are, in general, less studied compared to stochastic minimization problems. However, SSP problems emerge from machine learning (adversarial training, e.g., GAN, AUC maximization), statistics (robust…

Optimization and Control · Mathematics 2023-12-14 Vitali Pirau

For a given Markov chain Monte Carlo (MCMC) algorithm, we define the distance between configurations that quantifies the difficulty of transitions. This distance enables us to investigate MCMC algorithms in a geometrical way, and we…

High Energy Physics - Lattice · Physics 2020-01-08 Masafumi Fukuma , Nobuyuki Matsumoto , Naoya Umeda

When it comes to discriminating between two quantum states, trace distance is one of the well-known metrics used in quantum computation and quantum information theory. While there are several quantum algorithms for calculating the trace…

Quantum Physics · Physics 2026-04-08 Sanchita Ghosh , Anumita Mukhopadhyay , Anindita Bera , Prasenjit Deb , Shibdas Roy

Symmetric strategy improvement is an algorithm introduced by Schewe et al. (ICALP 2015) that can be used to solve two-player games on directed graphs such as parity games and mean payoff games. In contrast to the usual well-known strategy…

Computer Science and Game Theory · Computer Science 2023-09-06 Tom van Dijk , Georg Loho , Matthew Maat