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In the game of Matching Pennies, Alice and Bob each hold a penny, and at every tick of the clock they simultaneously display the head or the tail sides of their coins. If they both display the same side, then Alice wins Bob's penny; if they…

We consider a zero-sum continuous time stopping game in which the pay-off is revealed in the maximum of the two stopping times instead of the minimum, which is the case in Dynkin games.

The standard mathematical approach to fourth-down decision making in American football is to make the decision that maximizes estimated win probability. Win probability estimates arise from machine learning models fit from historical data.…

We analyze what happens to the average duration of a game of Chutes and Ladders as the probability of rolling $\delta \in \{ 1,2,3,4,5,6\}$ approaches 100%. We utilize Markov models, and Monte Carlo simulations in Python. We also introduce…

A valuation for a player in a game in extensive form is an assignment of numeric values to the players moves. The valuation reflects the desirability moves. We assume a myopic player, who chooses a move with the highest valuation.…

We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…

In this paper we study randomized optimal stopping problems and consider corresponding forward and backward Monte Carlo based optimisation algorithms. In particular we prove the convergence of the proposed algorithms and derive the…

We introduce the game of Cops and Eternal Robbers played on graphs, where there are infinitely many robbers that appear sequentially over distinct plays of the game. A positive integer $t$ is fixed, and the cops are required to capture the…

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…

Motivated by recommendation problems in music streaming platforms, we propose a nonstationary stochastic bandit model in which the expected reward of an arm depends on the number of rounds that have passed since the arm was last pulled.…

We introduce the game of Cat Herding, where an omnipresent herder slowly cuts down a graph until an evasive cat player has nowhere to go. The number of cuts made is the score of a game, and we study the score under optimal play. In this…

We carry out a game-theoretic analysis of the recursive game "Guts," a variant of poker featuring repeated play with possibly growing stakes. An interesting aspect of such games is the need to account for funds lost to all players if…

Consider gambler's ruin with three players, 1, 2, and 3, having initial capitals $A$, $B$, and $C$ units. At each round a pair of players is chosen (uniformly at random) and a fair coin flip is made resulting in the transfer of one unit…

All proper scoring rules incentivize an expert to predict \emph{accurately} (report their true estimate), but not all proper scoring rules equally incentivize \emph{precision}. Rather than treating the expert's belief as exogenously given,…

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…

A multi-player competitive Dynkin stopping game is constructed. Each player can either exit the game for a fixed payoff, determined a priori, or stay and receive an adjusted payoff depending on the decision of other players. The single…

We consider a computing system where a master processor assigns tasks for execution to worker processors through the Internet. We model the workers decision of whether to comply (compute the task) or not (return a bogus result to save the…

The paper [Ras15a] introduced distribution-valued games. This game-theoretic model uses probability distributions as payoffs for games in order to express uncertainty about the payoffs. The player's preferences for different payoffs are…

Finding, counting, or determining the existence of Nash equilibria, where players must play optimally given each others' actions, are known to be computational intractable problems. We ask whether weakening optimality to the requirement…