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We study an ensemble of individuals playing the two games of the so-called Parrondo paradox. In our study, players are allowed to choose the game to be played by the whole ensemble in each turn. The choice cannot conform to the preferences…

Physics and Society · Physics 2016-08-10 J. M. R. Parrondo , L. Dinis , E. García-Toraño , B. Sotillo

We consider how an agent should update her uncertainty when it is represented by a set $\P$ of probability distributions and the agent observes that a random variable $X$ takes on value $x$, given that the agent makes decisions using the…

Artificial Intelligence · Computer Science 2007-11-27 Peter D. Grunwald , Joseph Y. Halpern

In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people…

General Finance · Quantitative Finance 2019-05-17 Andrea Berdondini

So far, the theory of equilibrium selection in the infinitely repeated prisoner's dilemma is insensitive to communication possibilities. To address this issue, we incorporate the assumption that communication reduces -- but does not…

Theoretical Economics · Economics 2023-04-25 Maximilian Andres

Decomposition methods are often used for producing counterfactual predictions in non-strategic settings. When the outcome of interest arises from a game-theoretic setting where agents are better off by deviating from their strategies after…

Econometrics · Economics 2024-07-03 Nathan Canen , Kyungchul Song

We study a simple example of a sequential game illustrating problems connected with making rational decisions that are universal for social sciences. The set of chooser's optimal decisions that manifest his preferences in case of a constant…

Physics and Society · Physics 2007-05-23 Edward W. Piotrowski , Marcin Makowski

The combination of the Bayesian game and learning has a rich history, with the idea of controlling a single agent in a system composed of multiple agents with unknown behaviors given a set of types, each specifying a possible behavior for…

Machine Learning · Computer Science 2024-11-21 Tongxin Li , Tinashe Handina , Shaolei Ren , Adam Wierman

The transitivity of preferences is one of the basic assumptions used in the theory of games and decisions. It is often equated with rationality of choice and is considered useful in building rankings. Intransitive preferences are considered…

Quantum Physics · Physics 2015-06-23 Marcin Makowski , Edward W. Piotrowski , Jan Sładkowski

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

Statistics Theory · Mathematics 2007-06-13 Peter D. Grunwald , A. Philip Dawid

In a prediction tournament, contestants "forecast" by asserting a numerical probability for each of (say) 100 future real-world events. The scoring system is designed so that (regardless of the unknown true probabilities) more accurate…

Statistics Theory · Mathematics 2019-03-07 David Aldous

There is a common belief that humans and many animals follow transitive inference (choosing A over C on the basis of knowing that A is better than B and B is better than C). Transitivity seems to be the essence of rational choice. We…

Computer Science and Game Theory · Computer Science 2014-09-23 Marcin Makowski , Edward W. Piotrowski

In game theory, the notion of a player's beliefs about the game players' beliefs about other players' beliefs arises naturally. In this paper, we present a non-self-referential paradox in epistemic game theory which shows that completely…

Logic · Mathematics 2016-01-26 Ahmad Karimi

Paradox of choice occurs when permitting new strategies to some players yields lower payoffs for all players in the new equilibrium via a sequence of individually rational actions. We consider social network games. In these games the payoff…

Computer Science and Game Theory · Computer Science 2016-09-03 M. Raskin , N. Nikitenkov

In many social dilemmas, individuals tend to generate a situation with low payoffs instead of a system optimum ("tragedy of the commons"). Is the routing of traffic a similar problem? In order to address this question, we present…

Physics and Society · Physics 2007-05-23 Dirk Helbing , Martin Schonhof , Hans-Ulrich Stark , Janusz A. Holyst

The host of a game presents two indistinguishable envelopes to an agent. One of the envelopes is randomly selected and allocated to the agent. The agent is informed that the monetary content of one of the envelopes is twice that of the…

Other Statistics · Statistics 2015-06-16 Jeffrey Brian Tyler

In repeated interactions between individuals, we do not expect that exactly the same situation will occur from one time to another. Contrary to what is common in models of repeated games in the literature, most real situations may differ a…

Populations and Evolution · Quantitative Biology 2007-05-23 Anders Eriksson , Kristian Lindgren

The paper studies one-shot two-player games with non-Bayesian uncertainty. The players have an attitude that ranges from optimism to pessimism in the face of uncertainty. Given the attitudes, each player forms a belief about the set of…

Computer Science and Game Theory · Computer Science 2015-03-13 Jiwoong Lee , Jean Walrand

This paper examines the integration of computational complexity into game theoretic models. The example focused on is the Prisoner's Dilemma, repeated for a finite length of time. We show that a minimal bound on the players' computational…

Computer Science and Game Theory · Computer Science 2007-05-23 Yishay Mor , Jeffrey S. Rosenschein

Many writers have observed that default logics appear to contain the "lottery paradox" of probability theory. This arises when a default "proof by contradiction" lets us conclude that a typical X is not a Y where Y is an unusual subclass of…

Artificial Intelligence · Computer Science 2013-04-08 Eric Neufeld , J. D. Horton

The two envelopes paradox is discussed. By calculating the conditional probability, we arrive at a conditional expectations which differs from existing results.

Data Analysis, Statistics and Probability · Physics 2012-06-22 R. A. Vazquez