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Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

We summarize four different versions of our course notes on the limits of mathematics.

chao-dyn · Physics 2008-02-03 G. J. Chaitin

In this paper, we study a theoretical math problem of game theory and calculus of variations in which we minimize a functional involving two players. A general relationship between the optimal strategies for both players is presented,…

Optimization and Control · Mathematics 2024-11-05 Grace Luo , Christopher Boyer , Siddharth Penmetsa

We give an excellent approximation of the average number of spins of a simplified version of a two-player version of the game Dreidel. We also make a conjecture on the average number of spins of the full version of the game.

History and Overview · Mathematics 2019-10-25 Thotsaporn "Aek'' Thanatipanonda

We use probabilistic methods to characterise time dependent optimal stopping boundaries in a problem of multiple optimal stopping on a finite time horizon. Motivated by financial applications we consider a payoff of immediate stopping of…

Optimization and Control · Mathematics 2017-01-10 Tiziano De Angelis , Yerkin Kitapbayev

We provide a self-contained introduction to finite extensive games with perfect information. In these games players proceed in turns having, at each stage, finitely many moves to their disposal, each play always ends, and in each play the…

Computer Science and Game Theory · Computer Science 2022-04-20 Krzysztof R. Apt , Sunil Simon

We propose a new determinacy hypothesis for transfinite games, use the hypothesis to extend the perfect set theorem, prove relationships between various determinacy hypotheses, expose inconsistent versions of determinacy, and provide a…

Logic · Mathematics 2016-12-16 Dmytro Taranovsky

Flip a coin repeatedly, and stop whenever you want. Your payoff is the proportion of heads, and you wish to maximize this payoff in expectation. This so-called Chow-Robbins game is amenable to computer analysis, but while simple-minded…

Probability · Mathematics 2012-01-04 Olle Häggström , Johan Wästlund

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

Here, we present a variant of the sliding coins game. Two coins are placed on distinct squares of a semi-infinite linear board with squares numbered $0, 1, 2, dots, $. Two players take turns and move a coin to a lower unoccupied square.…

Combinatorics · Mathematics 2025-04-29 Ryohei Miyadera , Hikaru Manabe , Unchon Lee

We study a game in which one keeps flipping a coin until a given finite string of heads and tails occurs. We find the expected number of coin flips to end the game when the ending string consists of at most four maximal runs of heads or…

Combinatorics · Mathematics 2025-01-31 Jia Huang

In this paper we define the canonical mixed extension of a decision form game. We motivate the necessity to introduce this concept and we show several examples about the new concept. In particular we focus our study upon the mixed…

Adaptation and Self-Organizing Systems · Physics 2011-03-04 David Carfì , Angela Ricciardello

We show how two techniques from statistical physics can be adapted to solve a variant of the notorious Unique Games problem, potentially opening new avenues towards the Unique Games Conjecture. The variant, which we call Count Unique Games,…

Data Structures and Algorithms · Computer Science 2021-03-05 Matthew Coulson , Ewan Davies , Alexandra Kolla , Viresh Patel , Guus Regts

This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…

Analysis of PDEs · Mathematics 2017-06-14 C. Bertucci

We propose an implementable, neural network-based structure preserving probabilistic numerical approximation for a generalized obstacle problem describing the value of a zero-sum differential game of optimal stopping with asymmetric…

Numerical Analysis · Mathematics 2025-01-28 Ľubomír Baňas , Giorgio Ferrari , Tsiry Avisoa Randrianasolo

In Combinatorial Game Theory, short game forms are defined recursively over all the positions the two players are allowed to move to. A form is decomposable if it can be expressed as a disjunctive sum of two forms with smaller birthday. If…

Combinatorics · Mathematics 2023-06-13 Michael Fisher , Neil A. McKay , Rebecca Milley , Richard J. Nowakowski , Carlos P. Santos

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

We define the class of "simple recursive games". A simple recursive game is defined as a simple stochastic game (a notion due to Anne Condon), except that we allow arbitrary real payoffs but disallow moves of chance. We study the complexity…

Computer Science and Game Theory · Computer Science 2007-11-08 Daniel Andersson , Kristoffer Arnsfelt Hansen , Peter Bro Miltersen , Troels Bjerre Sorensen

We discuss the question of if and how undecidability might be translatable into physics, in particular with respect to prediction and description, as well as to complementarity games.

chao-dyn · Physics 2008-02-03 Karl Svozil

We consider some well-known families of two-player, zero-sum, perfect information games that can be viewed as special cases of Shapley's stochastic games. We show that the following tasks are polynomial time equivalent: - Solving simple…

Computer Science and Game Theory · Computer Science 2008-12-03 Vladimir Gurvich , Peter Bro Miltersen