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Card shuffling models have provided simple motivating examples for the mathematical theory of mixing times for Markov chains. As a complement, we introduce a more intricate realistic model of a certain observable real-world scheme for…

Probability · Mathematics 2021-06-18 David J. Aldous , Madelyn Cruz

A well-studied randomized election algorithm proceeds as follows: In each round the remaining candidates each toss a coin and leave the competition if they obtain heads. Of interest is the number of rounds required and the number of…

Probability · Mathematics 2016-04-12 Rudolf Grübel , Klaas Hagemann

The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…

Probability · Mathematics 2018-04-30 Shohei Hidaka

Consider a system evolving according to an absorbing discrete-time Markov chain with known transition matrix. The state of the system is observed at two points in time, separated by an unknown number of generations. We are interested in…

Probability · Mathematics 2015-11-04 Bianca De Sanctis , A. P. Jason de Koning

Individual cooperative strategy influences the surrounding dynamic population, which in turn affects cooperative strategy. To better model this phenomenon, we develop a Markov decision chain based game transitions model and examine the…

Physics and Society · Physics 2025-12-30 Chaoyang Luo , Yuji Zhang , Minyu Feng , Attila Szolnoki

Gerber and Li in \cite{GeLi} formulated, using a Markov chain embedding, a system of equations that describes relations between generating functions of waiting time distributions for occurrences of patterns in a sequence of independent…

Probability · Mathematics 2013-12-04 Krzysztof Zajkowski

We study algorithms to analyze a particular class of Markov population processes that is often used in epidemiology. More specifically, Markov binomial chains are the model that arises from stochastic time-discretizations of classical…

Logic in Computer Science · Computer Science 2025-06-25 Alejandro Alarcón Gonzalez , Niel Hens , Tim Leys , Guillermo A. Pérez

The paper introduces a modified version of the classical Coupon Collector's Problem entailing exchanges and cooperation between multiple players. Results of the development show that, within a proper Markov framework, the complexity of the…

Discrete Mathematics · Computer Science 2009-12-15 R. Rovatti , C. Passerini , G. Mazzini

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

Understanding the strategic behavior of miners in a blockchain is of great importance for its proper operation. A common model for mining games considers an infinite time horizon, with players optimizing asymptotic average objectives.…

Computer Science and Game Theory · Computer Science 2021-07-21 Alejandro Jofré , Angel Pardo , David Salas , Victor Verdugo , José Verschae

Markov chains are an important example for a course on stochastic processes because simple board games can be used to illustrate the fundamental concepts. For example, a looping board game (like Monopoly) consists of all recurrent states,…

Other Statistics · Statistics 2014-10-07 Roger Bilisoly

A wide class of ``counting'' problems have been studied in Computer Science. Three typical examples are the estimation of - (i) the permanent of an $n\times n$ 0-1 matrix, (ii) the partition function of certain $n-$ particle Statistical…

Probability · Mathematics 2007-05-23 Ravi Kannan

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

We consider a scenario where N users try to access a common base station. Associated with each user is its channel state and a finite queue which varies with time. Each user chooses his power and the admission control variable in a dynamic…

Systems and Control · Computer Science 2012-10-31 Prashant Narayanan , Vinod Sharma

We introduce a deterministic analogue of Markov chains that we call the hunger game. Like rotor-routing, the hunger game deterministically mimics the behavior of both recurrent Markov chains and absorbing Markov chains. In the case of…

Probability · Mathematics 2025-07-29 Rupert Li , James Propp

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…

Optimization and Control · Mathematics 2013-07-15 Pierre Cardaliaguet , Catherine Rainer , Dinah Rosenberg , Nicolas Vieille

An interaction system has a finite set of agents that interact pairwise, depending on the current state of the system. Symmetric decomposition of the matrix of interaction coefficients yields the representation of states by self-adjoint…

Quantum Physics · Physics 2017-06-07 Ulrich Faigle , Michel Grabisch

We study the expected accumulated reward for a discrete-time Markov reward model with absorbing states. The rewards are impulse rewards, where a reward $\rho_{ij}$ is accumulated when transitioning from state $i$ to state $j$. We derive an…

Probability · Mathematics 2021-05-04 Louis Tan , Kaveh Mahdaviani , Ashish Khisti

In a zero-sum stochastic game with signals, at each stage, two adversary players take decisions and receive a stage payoff determined by these decisions and a variable called state. The state follows a Markov chain, that is controlled by…

Optimization and Control · Mathematics 2021-12-02 Bruno Ziliotto
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