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Related papers: Hedging bets with correlated quantum strategies

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Examples of games between two partners with mixed strategies, calculated by the use of the probability amplitude as some vector in Hilbert space are given. The games are macroscopic, no microscopic quantum agent is supposed. The reason for…

Quantum Physics · Physics 2009-11-11 A. A. Grib , A. Yu. Khrennikov , G. N. Parfionov , K. A. Starkov

We consider games of chance played by someone with external capital that cannot be applied to the game and determine how this affects risk-adjusted optimal betting. Specifically, we focus on Kelly optimization as a metric, optimizing the…

Portfolio Management · Quantitative Finance 2020-12-29 Stanislav Shalunov , Alexei Kitaev , Yakov Shalunov , Arseniy Akopyan

In this work we propose and develop modified quantum games (zero and non-zero sum) in which payoffs and strategies are entangled. For the games studied, Nash and Pareto equilibriums are always obtained indicating that there are some…

We propose a flexible framework for hedging a contingent claim by holding static positions in vanilla European calls, puts, bonds, and forwards. A model-free expression is derived for the optimal static hedging strategy that minimizes the…

Mathematical Finance · Quantitative Finance 2015-11-20 Tim Leung , Matthew Lorig

We investigate the quantization of non-zero sum games. For the particular case of the Prisoners' Dilemma we show that this game ceases to pose a dilemma if quantum strategies are allowed for. We also construct a particular quantum strategy…

Quantum Physics · Physics 2020-03-16 J. Eisert , M. Wilkens , M. Lewenstein

Examples of games between two partners with mixed strategies, calculated by the use of the probability amplitude are given. The first game is described by the quantum formalism of spin one half system for which two noncommuting observables…

Quantum Physics · Physics 2015-06-26 A. A. Grib , A. Yu. Khrennikov , K. Starkov

As part of an effort to apply the rigorous guarantees of formal verification to multi-agent systems, the field of equilibrium analysis, also called rational verification, studies equilibria in multiplayer games to reason about system-level…

Computer Science and Game Theory · Computer Science 2026-04-28 Senthil Rajasekaran , Jean-François Raskin , Moshe Y. Vardi

Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…

Computer Science and Game Theory · Computer Science 2022-10-05 Jibang Wu , Weiran Shen , Fei Fang , Haifeng Xu

In quantum game theory, one of the most intriguing and important questions is, "Is it possible to get quantum advantages without any modification of the classical game?" The answer to this question so far has largely been negative. So far,…

Quantum Physics · Physics 2016-02-16 Jeongho Bang , Junghee Ryu , Marcin Pawłowski , B. S. Ham , Jinhyoung Lee

We introduce the notion of hidden quantum correlations. We present the mean values of observables depending on one classical random variable described by the probability distribution in the form of correlation functions of two (three, etc.)…

Quantum Physics · Physics 2015-07-23 Margarita A. Man'ko , Vladimir I. Man'ko

We study the problem of communication over a compound quantum channel in the presence of entanglement. Classically such channels are modeled as a collection of conditional probability distributions wherein neither the sender nor the…

Quantum Physics · Physics 2019-03-19 Anurag Anshu , Rahul Jain , Naqueeb Ahmad Warsi

Classical systems can be entangled. Entanglement is defined by coincidence correlations. Quantum entanglement experiments can be mimicked by a mechanical system with a single conserved variable and 77.8% conditional efficiency. Experiments…

Quantum Physics · Physics 2007-05-23 Douglas G. Danforth

Quantum game theory has emerged as a promising candidate to further the understanding of quantum correlations. Motivated by this, it is demonstrated that pure strategy Nash equilibria can be utilised as a mechanism to witness and determine…

Quantum Physics · Physics 2024-10-22 A. Lowe

It has been observed by numerous authors that a quantum system being entangled with another one limits its possible entanglement with a third system: this has been dubbed the "monogamous nature of entanglement". In this paper we present a…

Quantum Physics · Physics 2009-11-10 Masato Koashi , Andreas Winter

This paper makes a small step towards a non-stochastic version of superhedging duality relations in the case of one traded security with a continuous price path. Namely, we prove the coincidence of game-theoretic and measure-theoretic…

Mathematical Finance · Quantitative Finance 2016-08-10 Vladimir Vovk

We generalize the classical probability frame by adopting a wider family of random variables that includes nondeterministic ones. The frame that emerges is known to host a ''classical'' extension of quantum mechanics. We discuss the notion…

Quantum Physics · Physics 2007-05-23 E. G. Beltrametti , S. Bugajski

S. J. van Enk and R. Pike in PRA 66, 024306 (2002) argue that the equilibrium solution to a quantum game isn't unique but is already present in the classical game itself. In this work, we contest this assertion by showing that a random…

Quantum Physics · Physics 2021-09-03 Muhammed Jabir T , Nilesh Vyas , Colin Benjamin

We present a perspective on quantum games that focuses on the physical aspects of the quantities that are used to implement a game. If a game is to be played, it has to be played with objects and actions that have some physical existence.…

Quantum Physics · Physics 2012-02-23 Simon J. D. Phoenix , Faisal Shah Khan

In this article, we study a nonlocal game with two questions and three answers per player, which was first considered by Feige in 1991, and show that there is quantum advantage in this game. We prove that the game is a robust self-test for…

Quantum Physics · Physics 2026-02-27 Simon Schmidt , Sigurd A. L. Storgaard , Michael Walter , Yuming Zhao

Do completely unpredictable events exist in nature? Classical theory, being fully deterministic, completely excludes fundamental randomness. On the contrary, quantum theory allows for randomness within its axiomatic structure. Yet, the fact…