Related papers: Equivalence between Random Stopping Times in Conti…
In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…
By analogy with the theory of Backward Stochastic Differential Equations, we define Backward Stochastic Difference Equations on spaces related to discrete time, finite state processes. This paper considers these processes as constructions…
There have been many attempts to solve the P versus NP problem. However, with a new proof method, P not equal NP can be proved. A time limit is set for an arbitrary Turing machine and an input word is rejected on a timeout. The time limit…
In this short paper, we connect the procedure of constructing a totally inaccessible stopping time for a given process using the well-known Cox construction, dependent on an independent exponential random variable; with naturally occurring…
We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…
We investigate the effects of markovian resseting events on continuous time random walks where the waiting times and the jump lengths are random variables distributed according to power law probability density functions. We prove the…
Game-theoretic characterizations of process equivalences traditionally form a central topic in concurrency; for example, most equivalences on the classical linear-time / branching-time spectrum come with such characterizations. Recent work…
On a filtered probability space $(\Omega ,\mathcal{F}, (\mathcal{F}_t)_{t\in[0,\infty]}, \mathbb{P})$, we consider the two-player non-zero-sum stopping game $u^i := \mathbb{E}[U^i(\rho,\tau)],\ i=1,2$, where the first player choose a…
The central result of classical game theory states that every finite normal form game has a Nash equilibrium, provided that players are allowed to use randomized (mixed) strategies. However, in practice, humans are known to be bad at…
A recent paper by Bhatia, Chin, Mani, and Mossel (2026) defined stochastic processes aimed at modeling the game of War for {\em two players} with $n$ cards. That paper showed that these models, assuming uniform random decks, are equivalent…
We study a system of two coupled transport equations with freezing. The solutions freeze in time when they are equal. We prove existence and uniqueness of continuous solutions if the initial conditions are continuous. We discuss several…
We develop methods to formally describe and compare games, in order to probe questions of game structure and design, and as a stepping stone to predicting player behavior from design patterns. We define a grammar-like formalism to describe…
We consider mean field games with discrete state spaces (called discrete mean field games in the following) and we analyze these games in continuous and discrete time, over finite as well as infinite time horizons. We prove the existence of…
Alternating timed automata on infinite words are considered. The main result is a characterization of acceptance conditions for which the emptiness problem for these automata is decidable. This result implies new decidability results for…
Beginning with the principle that a closed mechanical composite system is timeless, time can be defined by the regular changes in a suitable position coordinate (clock) in the observing part, when one part of the closed composite observes…
Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
A question of the time the system spends in the specified state, when the final state of the system is given, is raised. The model of weak measurements is used to obtain the expression for the time. The conditions for determination of such…
In this paper we show that the continuum time version of the Minority Game satisfies the criteria for the application of a theorem on the existence of an invariant measure. We consider the special case of a game with "sufficiently"…
In quantum mechanical experiments one distinguishes between the state of an experimental system and an observable measured in it. Heuristically, the distinction between states and observables is also suggested in scattering theory or when…