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Related papers: Levy's zero-one law in game-theoretic probability

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In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

Logic in Computer Science · Computer Science 2025-02-26 Pablo F. Castro , Pedro D'Argenio

We consider the random graph M^n_{\bar{p}} on the set [n], were the probability of {x,y} being an edge is p_{|x-y|}, and \bar{p}=(p_1,p_2,p_3,...) is a series of probabilities. We consider the set of all \bar{q} derived from \bar{p} by…

Logic · Mathematics 2010-06-16 Mor Doron , Saharon Shelah

This paper explores a predictive game in which a Forecaster announces odds based on a time-homogeneous Markov kernel, establishing a game-theoretic law of large numbers for the relative frequencies of occurrences of all finite strings. A…

Information Theory · Computer Science 2025-02-05 Takara Nomura , Akio Fujiwara

The first part of this paper is another English translation of a 1986 note. It gives a natural definition of a finite Bernoulli sequence (i.e., a typical realization of a finite sequence of binary IID trials) and compares it with the…

Statistics Theory · Mathematics 2016-12-30 Vladimir Vovk

Zero-determinant strategies are a class of strategies in repeated games which unilaterally control payoffs. Zero-determinant strategies have attracted much attention in studies of social dilemma, particularly in the context of evolution of…

Statistical Mechanics · Physics 2024-11-11 Masahiko Ueda

The possibi;lity of a probabilistic interpretation is studied for the Regge-Gribov model in zero dimensional transverse world ("Toy") with interacting pomerons and odderons. It is found that the previously proposed recipe to introduce such…

High Energy Physics - Phenomenology · Physics 2025-09-17 M. A. Braun

Using Kolmogorov Game Derandomization, upper bounds of the Kolmogorov complexity of deterministic winning players against deterministic environments can be proved. This paper gives improved upper bounds of the Kolmogorov complexity of such…

Computational Complexity · Computer Science 2024-05-28 Samuel Epstein

The game theory techniques are used to find the equilibrium of a market. Game theory refers to the ways in which strategic interactions among economic agents produce outcomes with respect to the preferences (or utilities) of those agents,…

Computer Science and Game Theory · Computer Science 2012-10-24 Marx Boopathi

In this paper, we obtain a stochastic approximation that converges to the viscosity solution of the weighted $p$-Laplace equation. We consider a stochastic two-player zero-sum game controlled by a random walk, two player's choices, and the…

Analysis of PDEs · Mathematics 2024-12-19 Mamoru Aihara

The paper is concerned with a variant of the continuous-time finite state Markov game of control and stopping where both players can affect transition rates, while only one player can choose a stopping time. We use the dynamic programming…

Optimization and Control · Mathematics 2022-08-09 Yurii Averboukh

This paper presents new families of algorithms for the repeated play of two-agent (near) zero-sum games and two-agent zero-sum stochastic games. For example, the family includes fictitious play and its variants as members. Commonly, the…

Computer Science and Game Theory · Computer Science 2023-11-03 Yuksel Arslantas , Ege Yuceel , Yigit Yalin , Muhammed O. Sayin

In this work, Bernoulli's Law of Large Numbers, also known as the Golden theorem, has been extended to study the relations between empirical probability and empirical randomness of an otherwise random experiment. Using the example of a coin…

Data Analysis, Statistics and Probability · Physics 2025-06-04 Allen Lobo , Saravanan Arumugam

Game-playing proofs constitute a powerful framework for non-quantum cryptographic security arguments, most notably applied in the context of indifferentiability. An essential ingredient in such proofs is lazy sampling of random primitives.…

Quantum Physics · Physics 2021-05-14 Jan Czajkowski , Christian Majenz , Christian Schaffner , Sebastian Zur

We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the limiting average versions of these games we prove that the…

Optimization and Control · Mathematics 2017-12-18 K. Avrachenkov , V. Ejov , J. A. Filar , A. Moghaddam

In this expository note, we give a simple proof that a gambler repeating a game with positive expected value never goes broke with a positive probability. This does not immediately follow from the strong law of large numbers or other basic…

Probability · Mathematics 2021-05-11 Calvin Wooyoung Chin

Probabilistic settings (e.g., vanishing-error channel coding) and non-probabilistic settings (e.g., zero-error channel coding and adversarial channels) were considered two related but different branches of information theory which do not…

Information Theory · Computer Science 2026-04-14 Cheuk Ting Li

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

Optimization and Control · Mathematics 2009-04-20 Jérôme Renault

Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting…

Probability · Mathematics 2007-05-23 R. A. Doney

We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…

Optimization and Control · Mathematics 2016-04-22 Xavier Venel

The off-switch game is a game theoretic model of a highly intelligent robot interacting with a human. In the original paper by Hadfield-Menell et al. (2016), the analysis is not fully game-theoretic as the human is modelled as an irrational…

Computer Science and Game Theory · Computer Science 2017-08-15 Tobias Wängberg , Mikael Böörs , Elliot Catt , Tom Everitt , Marcus Hutter