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We propose an analytically tractable variation of the minority game in which rational agents use probabilistic strategies. In our model, $N$ agents choose between two alternatives repeatedly, and those who are in the minority get a pay-off…

Trading and Market Microstructure · Quantitative Finance 2014-02-11 V. Sasidevan , Deepak Dhar

A differentially private selection algorithm outputs from a finite set the item that approximately maximizes a data-dependent quality function. The most widely adopted mechanisms tackling this task are the pioneering exponential mechanism…

Cryptography and Security · Computer Science 2022-08-05 Gonzalo Munilla Garrido , Florian Matthes

We present a new method for proving lower bounds on the expected running time of evolutionary algorithms. It is based on fitness-level partitions and an additional condition on transition probabilities between fitness levels. The method is…

Neural and Evolutionary Computing · Computer Science 2015-03-19 Dirk Sudholt

Strategy iteration is a technique frequently used for two-player games in order to determine the winner or compute payoffs, but to the best of our knowledge no general framework for strategy iteration has been considered. Inspired by…

Logic in Computer Science · Computer Science 2022-12-14 Paolo Baldan , Richard Eggert , Barbara König , Tommaso Padoan

We present a generic strategy iteration algorithm (GSIA) to find an optimal strategy of a simple stochastic game (SSG). We prove the correctness of GSIA, and derive a general complexity bound, which implies and improves on the results of…

Computer Science and Game Theory · Computer Science 2021-07-09 D. Auger , X. Badin de Montjoye , Y. Strozecki

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-09-25 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

We introduce two-level discounted games played by two players on a perfect-information stochastic game graph. The upper level game is a discounted game and the lower level game is an undiscounted reachability game. Two-level games model…

Logic in Computer Science · Computer Science 2010-06-09 Krishnendu Chatterjee , Rupak Majumdar

We study the stochastic multi-armed bandit problem with non-equivalent multiple plays where, at each step, an agent chooses not only a set of arms, but also their order, which influences reward distribution. In several problem formulations…

Machine Learning · Computer Science 2015-07-20 Aleksandr Vorobev , Gleb Gusev

We provide new lower bounds on the regret that must be suffered by adversarial bandit algorithms. The new results show that recent upper bounds that either (a) hold with high-probability or (b) depend on the total lossof the best arm or (c)…

Statistics Theory · Mathematics 2017-02-28 Sébastien Gerchinovitz , Tor Lattimore

Small Progress Measures is one of the most efficient parity game solving algorithms. The original algorithm provides the full solution (winning regions and strategies) in $O(dm \cdot (n/\lceil d / 2 \rceil)^{\lceil d/2 \rceil})$ time, and…

Logic in Computer Science · Computer Science 2015-05-20 Maciej Gazda , Tim A. C. Willemse

This paper proposes a new family of algorithms for the online optimisation of composite objectives. The algorithms can be interpreted as the combination of the exponentiated gradient and $p$-norm algorithm. Combined with algorithmic ideas…

Optimization and Control · Mathematics 2022-08-09 Weijia Shao , Fikret Sivrikaya , Sahin Albayrak

The overall performance or expected excess risk of an iterative machine learning algorithm can be decomposed into training error and generalization error. While the former is controlled by its convergence analysis, the latter can be tightly…

Machine Learning · Statistics 2018-04-06 Yuansi Chen , Chi Jin , Bin Yu

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

We study two-player zero-sum concurrent stochastic games with finite state and action space played for an infinite number of steps. In every step, the two players simultaneously and independently choose an action. Given the current state…

Computer Science and Game Theory · Computer Science 2024-10-10 Ali Asadi , Krishnendu Chatterjee , Raimundo Saona , Jakub Svoboda

In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving in random order, and must devise strategies for selecting…

Data Structures and Algorithms · Computer Science 2007-05-23 Ming-Yang Kao , Stephen R. Tate

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We conduct a comprehensive analysis of the discrete-time exponential-weights dynamic with a constant step size on all general-sum and symmetric $2 \times 2$ normal-form games, i.e. games with $2$ pure strategies per player, and where the…

Computer Science and Game Theory · Computer Science 2026-01-22 Guanghui Wang , Krishna Acharya , Lokranjan Lakshmikanthan , Juba Ziani , Vidya Muthukumar

We develop value iteration-based algorithms to solve in a unified manner different classes of combinatorial zero-sum games with mean-payoff type rewards. These algorithms rely on an oracle, evaluating the dynamic programming operator up to…

Computer Science and Game Theory · Computer Science 2024-11-12 Xavier Allamigeon , Stéphane Gaubert , Ricardo D. Katz , Mateusz Skomra

An improved exponential time algorithm for Energy Games and Mean Payoff Games has been recently proposed in ICALP 19. The new algorithm prevents some of the repetitive operations performed by the classic value iteration algorithm of Brim et…

Data Structures and Algorithms · Computer Science 2023-10-09 Peter Austin , Daniele Dell'Erba

Strategy improvement is a widely-used and well-studied class of algorithms for solving graph-based infinite games. These algorithms are parameterized by a switching rule, and one of the most natural rules is "all switches" which switches as…

Data Structures and Algorithms · Computer Science 2023-06-22 John Fearnley , Rahul Savani