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We study zero-sum games, a variant of the classical combinatorial Subtraction games (studied for example in the monumental work "Winning Ways", by Berlekamp, Conway and Guy), called Cumulative Subtraction (CS). Two players alternate in…
Traditionally quantitative games such as mean-payoff games and discount sum games have two players -- one trying to maximize the payoff, the other trying to minimize it. The associated decision problem, "Can Eve (the maximizer) achieve, for…
We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…
Pebble games are popular models for analyzing time-space trade-offs. In particular, the reversible pebble game is often applied in quantum algorithms like Grover's search to efficiently simulate classical computation on inputs in…
This paper proposes a mathematical model for the coevolution of actions and opinions for a population facing a social dilemma. In particular, we assume each person participates in a Public Goods Game (PGG), with their action being to…
Gambits are central to human decision-making. Our goal is to provide a theory of Gambits. A Gambit is a combination of psychological and technical factors designed to disrupt predictable play. Chess provides an environment to study gambits…
We study a game of resource extraction of a common good under one-dimensional diffusive dynamics with player actions corresponding to singular stochastic control up to absorption at $0$, implying a trade-off between profitable resource…
The assumptions of necessary rationality and necessary knowledge of strategies, also known as perfect prediction, lead to at most one surviving outcome, immune to the knowledge that the players have of them. Solutions concepts implementing…
The \$-Game was recently introduced as an extension of the Minority Game. In this paper we compare this model with the well know Minority Game and the Majority Game models. Due to the inter-temporal nature of the market payoff, we introduce…
We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001). By studying the asymptotic behavior of its capital process, we…
We investigate a randomization procedure undertaken in real option games which can serve as a basic model of regulation in a duopoly model of preemptive investment. We recall the rigorous framework of [M. Grasselli, V. Lecl\`ere and M.…
This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-player zero-sum differential game is considered where the…
Quantitative measures of randomness in games are useful for game design and have implications for gambling law. We treat the outcome of a game as a random variable and derive a closed-form expression and estimator for the variance in the…
Value methods for solving stochastic games with partial observability model the uncertainty about states of the game as a probability distribution over possible states. The dimension of this belief space is the number of states. For many…
A system of two masses connected with a weightless rod (called dumbbell in this paper) interacting with a flat boundary is considered. The sharp bound on the number of collisions with the boundary is found using billiard techniques. In…
Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…
At present, several models for quantum computation have been proposed. Adiabatic quantum computation scheme particularly offers this possibility and is based on a slow enough time evolution of the system, where no transitions take place. In…
We study payoff manipulation in repeated multi-objective Stackelberg games, where a leader may strategically influence a follower's deterministic best response, e.g., by offering a share of their own payoff. We assume that the follower's…
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…
The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…