Related papers: Blackwell Approachability and Minimax Theory
By adapting the iterative yardstick construction of Stockmeyer, we show that the reachability problem for vector addition systems with a stack does not have elementary complexity. As a corollary, the same lower bound holds for the…
The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independent stochastic impulses. In a short memory approximation the…
Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…
In this work we study a special minimax problem where there are linear constraints that couple both the minimization and maximization decision variables. The problem is a generalization of the traditional saddle point problem (which does…
We study a dynamical system motivated by our earlier work on the statistical physics of social balance on graphs that can be viewed as a generalization of annihilating walks along two directions: first, the interaction topology is a…
Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…
We consider Einstein-Maxwell-self-interacting scalar field theory described by a potential $V\left( \phi \right) $ in $2+1-$dimensions. The self-interaction potential is chosen to be a highly non-linear double-Liouville type. Exact…
We show that prices and shortfall risks of game (Israeli) barrier options in a sequence of binomial approximations of the Black--Scholes (BS) market converge to the corresponding quantities for similar game barrier options in the BS market…
Reachability games are two-player games played on a graph, where the objective of $\texttt{REACH}$ player is to reach the target set whereas the objective of $\texttt{SAFE}$ player is to stay away from the target set. Reachability games…
The concept of a classical player, corresponding to a classical random variable, is extended to include quantum random variables in the form of self adjoint operators on infinite dimensional Hilbert space. A quantum version of Von Neumann's…
We consider a game-theoretic setting to model the interplay between attacker and defender in the context of information flow, and to reason about their optimal strategies. In contrast with standard game theory, in our games the utility of a…
We give polynomial time algorithms for deciding almost-sure and limit-sure reachability in Branching Concurrent Stochastic Games (BCSGs). These are a class of infinite-state imperfect-information stochastic games that generalize both…
We study the Active Simple Hypothesis Testing (ASHT) problem, a simpler variant of the Fixed Budget Best Arm Identification problem. In this work, we provide novel game theoretic formulation of the upper bounds of the ASHT problem. This…
We dene the distance between two information structures as the largest possible dierence in the value across all zero-sum games. We provide a tractable characterization of the distance, as the minimal distance between 2 polytopes. We use it…
Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…
An alternative approach towards quantum theory is described, and tentative attempts to connect his approach to special and general relativity are discussed. Important concepts are gauge groups and information/entropy connected to some…
We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…
The known results regarding two-player zero-sum games are naturally generalized in complex space and are presented through a complete compact theory. The payoff function is defined by the real part of the payoff function in the real case,…
The reachability problem in vector addition systems is a central question, not only for the static verification of these systems, but also for many inter-reducible decision problems occurring in various fields. The currently best known…
An elegant characterization of the complexity of constraint satisfaction problems has emerged in the form of the the algebraic dichotomy conjecture of [BKJ00]. Roughly speaking, the characterization asserts that a CSP {\Lambda} is tractable…