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We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…

Machine Learning · Computer Science 2026-05-26 Agustinus Kristiadi

Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate…

Artificial Intelligence · Computer Science 2018-08-24 Brandon Da Silva

This paper reports on empirical work aimed at comparing evidential reasoning techniques. While there is prima facie evidence for some conclusions, this i6 work in progress; the present focus is methodology, with the goal that subsequent…

Artificial Intelligence · Computer Science 2013-04-10 Ronald P. Loui

We describe the probability theory behind a casino game, blackjack, and the procedure to compute the optimal strategy for a deck of arbitrary cards and player's expected win given that he follows the optimal strategy. The exact blackjack…

Optimization and Control · Mathematics 2007-05-23 Jarek Solowiej

Elections involving a very large voter population often lead to outcomes that surprise many. This is particularly important for the elections in which results affect the economy of a sizable population. A better prediction of the true…

Computer Science and Game Theory · Computer Science 2018-01-31 Palash Dey , Pravesh K. Kothari , Swaprava Nath

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2015-03-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell

Human motion prediction is an important and challenging topic that has promising prospects in efficient and safe human-robot-interaction systems. Currently, the majority of the human motion prediction algorithms are based on deterministic…

Robotics · Computer Science 2021-07-15 Jie Xu , Xingyu Chen , Xuguang Lan , Nanning Zheng

We shall show in this paper that there are experiments which are Bernoulli trials with success probability p > 0.5, and which have the curious feature that it is possible to correctly predict the outcome with probability > p.

Other Statistics · Statistics 2018-01-09 James D. Stein

We consider the urn setting with two different objects, ``good'' and ``bad'', and analyze the number of draws without replacement until a good object is picked. Although the expected number of draws for this setting is a standard textbook…

Probability · Mathematics 2014-04-07 John Ahlgren

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

We study reinforcement learning (RL) for decision processes with non-Markovian reward, in which high-level knowledge of the task in the form of reward machines is available to the learner. We consider probabilistic reward machines with…

Machine Learning · Computer Science 2024-12-30 Hippolyte Bourel , Anders Jonsson , Odalric-Ambrym Maillard , Chenxiao Ma , Mohammad Sadegh Talebi

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…

Probability · Mathematics 2021-06-24 Gert de Cooman , Jasper De Bock

Drift theory is an intuitive tool for reasoning about random processes: It allows turning expected stepwise changes into expected first-hitting times. While drift theory is used extensively by the community studying randomized search…

Probability · Mathematics 2023-07-07 Andreas Göbel , Timo Kötzing , Martin S. Krejca

We report a new result on lotteries --- that a well-funded syndicate has a purely mechanical strategy to achieve expected returns of 10\% to 25\% in an equiprobable lottery with no take and no carryover pool. We prove that an optimal…

Econometrics · Economics 2018-01-10 Steven D. Moffitt , William T. Ziemba

Using methods from the statistical mechanics of disordered systems we analyze the properties of bimatrix games with random payoffs in the limit where the number of pure strategies of each player tends to infinity. We analytically calculate…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg

This article discusses in detail the rating system that won the kaggle competition "Chess Ratings: Elo vs the rest of the world". The competition provided a historical dataset of outcomes for chess games, and aimed to discover whether novel…

Machine Learning · Computer Science 2015-03-17 Yannis Sismanis

Computation plays a major role in decision making. Even if an agent is willing to ascribe a probability to all states and a utility to all outcomes, and maximize expected utility, doing so might present serious computational problems.…

Computer Science and Game Theory · Computer Science 2011-06-15 Joseph Y. Halpern , Rafael Pass

Is flipping a coin a deterministic process or a random one? We do not allow bounces. If we know the initial velocity and the spin given to the coin, mechanics should predict the face it lands on. However, the coin toss has been everyone's…

Classical Physics · Physics 2019-04-16 Jithin D. George

Forecast of football outcomes in terms of Home Win, Draw and Away Win relies largely on ex ante probability elicitation of these events and ex post verification of them via computation of probability scoring rules (Brier, Ranked…

Applications · Statistics 2024-08-09 Jean-Louis Foulley