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The expansion of global production networks has raised many important questions about the interdependence among countries and how future changes in the world economy are likely to affect the countries' positioning in global value chains. We…

General Economics · Economics 2020-05-20 Olivera Kostoska , Viktor Stojkoski , Ljupco Kocarev

The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the…

Probability · Mathematics 2014-03-05 Jeffrey J. Hunter

We study the problem of learning the transition matrices of a set of Markov chains from a single stream of observations on each chain. We assume that the Markov chains are ergodic but otherwise unknown. The learner can sample Markov chains…

Machine Learning · Computer Science 2019-11-14 Mohammad Sadegh Talebi , Odalric-Ambrym Maillard

Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…

Optimization and Control · Mathematics 2008-06-17 Parikshit Shah , Pablo A. Parrilo

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

We consider a non-cooperative constrained stochastic games with N players with the following special structure. With each player there is an associated controlled Markov chain. The transition probabilities of the i-th Markov chain depend…

Information Theory · Computer Science 2007-07-13 E. Altman , K. Avrachenkov , N. Bonneau , M. Debbah , R. El-Azouzi , D. Sadoc Menasche

Case-Bsed Reasoning (CBR) is a recent theory for problem-solving and learning in computers and people.Broadly construed it is the process of solving new problems based on the solution of similar past problems. In the present paper we…

Artificial Intelligence · Computer Science 2014-01-07 Michael Gr. Voskoglou

The goal of this project is to predict the opponent's configuration in a RoboCup SSL environment. For simplicity, a Markov model assumption is made such that the predicted formation of the opponent team only depends on its current…

Artificial Intelligence · Computer Science 2015-03-05 Selene Baez

This paper develops metrics from a social network perspective that are directly translatable to the outcome of a basketball game. We extend a state-of-the-art multi-resolution stochastic process approach to modeling basketball by modeling…

Applications · Statistics 2019-10-01 Fan Bu , Sonia Xu , Katherine Heller , Alexander Volfovsky

Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…

Data Structures and Algorithms · Computer Science 2019-02-22 Anupam Gupta , Haotian Jiang , Ziv Scully , Sahil Singla

One of the proposed solutions to the equilibrium selection problem for agents learning in repeated games is obtained via the notion of stochastic stability. Learning algorithms are perturbed so that the Markov chain underlying the learning…

Computer Science and Game Theory · Computer Science 2012-07-09 John Wicks , Amy Greenwald

Assume that letters (from a finite alphabet) in a text form a Markov chain. We track two distinct words, $U$ and $D$. A gambler gains 1 point for each occurrence of $U$ (including overlapping occurrences) and loses 1 point for each…

Probability · Mathematics 2025-06-03 Zhiyi Chi , Vladimir Pozdnyakov

Motivated by techniques developed in recent progress on lower bounds for sublinear time algorithms (Behnezhad, Roghani and Rubinstein, STOC 2023, FOCS 2023, and STOC 2024) we introduce and study a new class of randomized algorithmic…

Data Structures and Algorithms · Computer Science 2026-03-19 Amir Azarmehr , Soheil Behnezhad , Alma Ghafari , Madhu Sudan

The game interactions among individuals in nature are often uncertain and dynamically evolving, significantly influencing the persistence of cooperation. However, it remains a formidable challenge to effectively characterize these dynamic…

Computer Science and Game Theory · Computer Science 2026-03-24 Bin Pi , Minyu Feng , Liang-Jian Deng , Xiaojie Chen , Attila Szolnoki

Consider a Markov chain with finite state $\{0, 1, ..., d\}$. We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations : (1) the absorbing time of state $d$ when the chain starts…

Probability · Mathematics 2014-12-09 Wenming Hong , Ke Zhou

The game of Knockout is a classic playground game played with two basketballs. This paper uses a Markov process to analyze each player's probability of winning the game given their starting position in line and shooting percentages,…

Optimization and Control · Mathematics 2025-05-23 Andrew Flatz , Michael C. Loper , Lezlie Weyer

This project is going to work with one example of stochastic matrix to understand how Markov chains evolve and how to use them to make faster and better decisions only looking to the present state of the system.

Dynamical Systems · Mathematics 2020-12-24 Ricardo Frumento

Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…

Social and Information Networks · Computer Science 2012-11-01 J. Ray , A. Pinar , C. Seshadhri

We study the fragmentation-coagulation (or merging and splitting) evolutionary control model as introduced recently by one of the authors, where $N$ small players can form coalitions to resist to the pressure exerted by the principal. It is…

Optimization and Control · Mathematics 2022-05-03 Alekos Cecchin , Vassili N. Kolokoltsov

This paper studies the long-term behaviour of a continuous time Markov chain formed by two non-negative integer valued components that evolve subject to a competitive interaction. In the absence of interaction the Markov chain is just a…

Probability · Mathematics 2019-10-02 Vadim Shcherbakov , Stanislav Volkov