Related papers: The Compulsive Gambler Process
In a Maker-Breaker game on a graph $G$, Breaker and Maker alternately claim edges of $G$. Maker wins if, after all edges have been claimed, the graph induced by his edges has some desired property. We consider four Maker-Breaker games…
Graph burning is a discrete-time process that models the spread of influence in a network. Vertices are either burning or unburned, and in each round, a burning vertex causes all of its neighbours to become burning before a new fire source…
In this paper we provide formulas for the expectation of a conditional game duration in a finite state-space one-dimensional gambler's ruin problem with arbitrary winning $p(n)$ and losing $q(n)$ probabilities (i.e., they depend on the…
We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…
Parrondo's coin-tossing games comprise two games, $A$ and $B$. The result of game $A$ is determined by the toss of a fair coin. The result of game $B$ is determined by the toss of a $p_0$-coin if capital is a multiple of $r$, and by the…
We consider {\em bidding games}, a class of two-player zero-sum {\em graph games}. The game proceeds as follows. Both players have bounded budgets. A token is placed on a vertex of a graph, in each turn the players simultaneously submit…
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…
We analyze the Gambler's problem, a simple reinforcement learning problem where the gambler has the chance to double or lose the bets until the target is reached. This is an early example introduced in the reinforcement learning textbook by…
Consider the following one-player game played on an initially empty graph with $n$ vertices. At each stage a randomly selected new edge is added and the player must immediately color the edge with one of $r$ available colors. Her objective…
Combinatorial game theory (CGT), as introduced by Berlekamp, Conway and Guy, involves two players who move alternately in a perfect information, zero-sum game, and there are no chance devices. Also the games have the finite descent property…
We introduce a new random input model for bipartite matching which we call the Random Type Poisson Arrival Model. Just like in the known i.i.d. model (introduced by Feldman et al. 2009), online nodes have types in our model. In contrast to…
We study a random game in which two players in turn play a fixed number of moves. For each move, there are two possible choices. To each possible outcome of the game we assign a winner in an i.i.d. fashion with a fixed parameter p. In the…
The Metric Coalescent (MC) is a measure-valued Markov Process generalizing the classical Kingman Coalescent. We show how the MC arises naturally from a discrete agent based model (Compulsive Gambler) of social dynamics and prove an…
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…
We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In constrast with previous MG, the best strategies are not always targeting the minority but are shifting…
When particles on a line collide, they may coalesce into one. Such systems arise in the voter model, where boundaries between opinion clusters perform coalescing random walks, and in reaction-diffusion theory, where diffusing particles…
This paper is concerned with general spatially explicit versions of three stochastic models for the dynamics of money that have been introduced and studied numerically by statistical physicists: the uniform reshuffling model, the immediate…
We present a simple game which mimics the complex dynamics found in most natural and social systems. Intelligent players modify their strategies periodically, depending on their performances. We propose that the agents use hybridized…
Given a Poisson process on a bounded interval, its random geometric graph is the graph whose vertices are the points of the Poisson process and edges exist between two points if and only if their distance is less than a fixed given…
We study the convergence properties of decentralized fictitious play (DFP) for the class of near-potential games where the incentives of agents are nearly aligned with a potential function. In DFP, agents share information only with their…