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There are 134,459 distinct initial hands at the video poker game Jacks or Better, taking suit exchangeability into account. A computer program can determine the optimal strategy (i.e., which cards to hold) for each such hand, but a complete…

Optimization and Control · Mathematics 2020-02-24 S. N. Ethier , John Jungtae Kim , Jiyeon Lee

Multistage robust optimization problems can be interpreted as two-person zero-sum games between two players. We exploit this game-like nature and utilize a game tree search in order to solve quantified integer programs (QIPs). In this…

Optimization and Control · Mathematics 2021-06-25 Michael Hartisch

We present a modification of the so-called Parrondo's paradox where one is allowed to choose in each turn the game that a large number of individuals play. It turns out that, by choosing the game which gives the highest average earnings at…

Statistical Mechanics · Physics 2014-10-03 Luis Dinis , Juan M. R. Parrondo

This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial…

Computer Science and Game Theory · Computer Science 2010-02-10 Andriy Burkov , Brahim Chaib-draa

In this paper, we consider zero-sum repeated games in which the maximizer is restricted to strategies requiring no more than a limited amount of randomness. Particularly, we analyze the maxmin payoff of the maximizer in two models: the…

Information Theory · Computer Science 2018-10-11 Mehrdad Valizadeh , Amin Gohari

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 2012-07-03 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

Reasoning large language models achieve impressive test-time scaling by thinking for longer, but this performance gain comes at significant compute cost. Directly limiting test-time budget hurts overall performance, but not all problems are…

Machine Learning · Computer Science 2025-05-27 Menghua Wu , Cai Zhou , Stephen Bates , Tommi Jaakkola

The strength of chess engines together with the availability of numerous chess games have attracted the attention of chess players, data scientists, and researchers during the last decades. State-of-the-art engines now provide an…

Artificial Intelligence · Computer Science 2016-07-15 Mathieu Acher , François Esnault

In this work, we examine a generic class of simple distributed balls-into-bins algorithms. Exploiting the strong concentration bounds that apply to balls-into-bins games, we provide an iterative method to compute accurate estimates of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-01 Pierre Bertrand , Christoph Lenzen

This paper investigates repeated win-lose coordination games (WLC-games). We analyse which protocols are optimal for these games covering both the worst case and average case scenarios, i,e., optimizing the guaranteed and expected…

Computer Science and Game Theory · Computer Science 2020-04-17 Antti Kuusisto , Raine Rönnholm

Chances of a gambler are always lower than chances of a casino in the case of an ideal, mathematically perfect roulette, if the capital of the gambler is limited and the minimum and maximum allowed bets are limited by the casino. However, a…

General Finance · Quantitative Finance 2016-02-23 A. V. Kavokin , A. S. Sheremet , M. Yu. Petrov

Stochastic games are often used to model reactive processes. We consider the problem of synthesizing an optimal almost-sure winning strategy in a two-player (namely a system and its environment) turn-based stochastic game with both a…

Systems and Control · Computer Science 2015-11-03 Min Wen , Ufuk Topcu

The aim of this of this paper is to study infinite games and to prove formally some properties in this framework. As a consequence we show that the behavior (the madness) of people which leads to speculative crashes or escalation can be…

Computer Science and Game Theory · Computer Science 2012-02-10 Pierre Lescanne

In the classical optimal stopping problem, a player is given a sequence of random variables $X_1\ldots X_n$ with known distributions. After observing the realization of $X_i$, the player can either accept the observed reward from $X_i$ and…

Discrete Mathematics · Computer Science 2020-07-24 Shipra Agrawal , Jay Sethuraman , Xingyu Zhang

This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is…

Theoretical Economics · Economics 2024-01-02 Zengjing Chen , Larry G. Epstein , Guodong Zhang

In the context of investment analysis, we formulate an abstract online computing problem called a planning game and develop general tools for solving such a game. We then use the tools to investigate a practical buy-and-hold trading problem…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Gen-Huey Chen , Ming-Yang Kao , Yuh-Dauh Lyuu , Hsing-Kuo Wong

We give very simple algorithms for best play in the simplest kind of Dots & Boxes endgames: those that consist entirely of loops and long chains. In every such endgame we compute the margin of victory, assuming both players maximize the…

Combinatorics · Mathematics 2019-07-17 Daniel Allcock

Consider a very simple class of (finite) games: after an initial move by nature, each player makes one move. Moreover, the players have common interests: at each node, all the players get the same payoff. We show that the problem of…

Computer Science and Game Theory · Computer Science 2007-05-23 Francis Chu , Joseph Y. Halpern