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A sequence of spin-1/2 particles polarised in one of two possible directions is presented to an experimenter, who can wager in a double-or-nothing game on the outcomes of measurements in freely chosen polarisation directions. Wealth is…

Quantum Physics · Physics 2023-08-03 Bernhard K Meister , Henry C W Price

I give an analysis of the simplest non-commutative quantum game, which is a gambling game much like Heads or Tails. The quantum gamespace displays strategies which are not interpretable through direct-product strategies of the two players.…

Quantum Physics · Physics 2007-05-23 F. M. C. Witte

The paper proposes a class of financial market models which are based on inhomogeneous telegraph processes and jump diffusions with alternating volatilities. It is assumed that the jumps occur when the tendencies and volatilities are…

Pricing of Securities · Quantitative Finance 2008-12-04 Nikita Ratanov

A quantum game can be viewed as a state preparation in which the final output state results from the competing preferences of the players over the set of possible output states that can be produced. It is therefore possible to view state…

Quantum Physics · Physics 2020-03-13 Simon J. D. Phoenix , Faisal Shah Khan

We formulate a class of mean field games on a finite state space with variational principles resembling those in continuous-state mean field games. We construct a controlled continuity equation featuring a nonlinear activation function on…

Optimization and Control · Mathematics 2023-10-10 Yuan Gao , Wuchen Li , Jian-Guo Liu

This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be…

Optimization and Control · Mathematics 2019-09-10 Xuhui Feng , Mario E. Villanueva , Boris Houska

In a casino where arbitrarily small bets are admissible, any betting strategy M can be modified into a savings strategy that, not only is successful on each casino sequence where M is (thus accumulating unbounded wealth inside the casino)…

Computer Science and Game Theory · Computer Science 2020-06-15 George Barmpalias , Nan Fang

This paper coins the notion of Joker games, a variant of concurrent games where the players are not strictly adversarial. Instead, Player 1 can get help from Player 2 by playing a Joker move. We formalize these games as cost games and…

Computer Science and Game Theory · Computer Science 2025-03-26 Petra van den Bos , Marielle Stoelinga

We study how strategic interaction can arise from controlled quantum dynamics rather than being imposed as an external mathematical structure. We introduce a class of interaction-defined quantum games in which players are represented by…

Quantum Physics · Physics 2026-04-23 Rashid Ahmad

A new definition of events of game-theoretic probability zero in continuous time is proposed and used to prove results suggesting that trading in financial markets results in the emergence of properties usually associated with randomness.…

Trading and Market Microstructure · Quantitative Finance 2010-11-25 Vladimir Vovk

From the gambling logs of an online lottery game we extract the probability distribution of various quantities (e.g., bet value, total pool size, waiting time between successive gambles) as well as related correlation coefficients. We view…

Physics and Society · Physics 2019-06-18 Xiangwen Wang , Michel Pleimling

We study the capital growth in gambling with (and without) side information and memory effects. We derive several equalities for gambling, which are of similar form to the Jarzynski equality and its extension to systems with feedback…

General Finance · Quantitative Finance 2015-08-20 Yuji Hirono , Yoshimasa Hidaka

We consider two-player games played over finite state spaces for an infinite number of rounds. At each state, the players simultaneously choose moves; the moves determine a successor state. It is often advantageous for players to choose…

Logic in Computer Science · Computer Science 2015-07-01 Luca de Alfaro , Rupak Majumdar , Vishwanath Raman , Mariëlle Stoelinga

The main purpose of this paper is to approximate several non-local evolution equations by zero-sum repeated games in the spirit of the previous works of Kohn and the second author (2006 and 2009): general fully non-linear parabolic…

Analysis of PDEs · Mathematics 2010-12-07 Cyril Imbert , Sylvia Serfaty

This paper studies sequential quantum games under the assumption that the moves of the players are drawn from groups and not just plain sets. The extra group structure makes possible to easily derive some very general results characterizing…

Quantum Physics · Physics 2025-03-14 Theodore Andronikos

In this paper, we study a class of zero-sum two-player stochastic differential games with the controlled stochastic differential equations and the payoff/cost functionals of recursive type. As opposed to the pioneering work by Fleming and…

Probability · Mathematics 2021-05-21 Jinniao Qiu , Jing Zhang

Finding a counterfeit coin with the different weight from a set of visually identical coin using a balance, usually a two-armed balance, known as the balance question, is an intersting and inspiring question. Its variants involve…

Information Theory · Computer Science 2020-07-28 Fangqi Li

We study an evolutionary game of chance in which the probabilities for different outcomes (e.g., heads or tails) depend on the amount wagered on those outcomes. The game is perhaps the simplest possible probabilistic game in which…

Physics and Society · Physics 2007-08-29 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

We consider infinite-state turn-based stochastic games of two players, Box and Diamond, who aim at maximizing and minimizing the expected total reward accumulated along a run, respectively. Since the total accumulated reward is unbounded,…

Computer Science and Game Theory · Computer Science 2012-08-09 Tomáš Brázdil , Antonín Kučera , Petr Novotný

This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…

Computer Science and Game Theory · Computer Science 2014-02-04 Michael J. Neely