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In the paper it is proven that the two-players turn-based stochastic game "Risk or Safety" has a unique solution. Both players need to play the same strategy if they want to maximize their winning chances. An analytical method based on the…

Combinatorics · Mathematics 2026-03-03 Rüdiger Jehn

We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we…

Optimization and Control · Mathematics 2018-05-23 Jan-Henrik Steg

The game of best choice (or "secretary problem") is a model for making an irrevocable decision among a fixed number of candidate choices that are presented sequentially in random order, one at a time. Because the classically optimal…

Combinatorics · Mathematics 2021-07-14 Brant Jones , Katelynn D. Kochalski , Sarah Loeb , Julia C. Walk

In the context of investment analysis, we formulate an abstract online computing problem called a planning game and develop general tools for solving such a game. We then use the tools to investigate a practical buy-and-hold trading problem…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Gen-Huey Chen , Ming-Yang Kao , Yuh-Dauh Lyuu , Hsing-Kuo Wong

When reasoning about the strategic capabilities of an agent, it is important to consider the nature of its adversaries. In the particular context of controller synthesis for quantitative specifications, the usual problem is to devise a…

Computer Science and Game Theory · Computer Science 2014-04-04 Véronique Bruyère , Emmanuel Filiot , Mickael Randour , Jean-François Raskin

We relate here two formalisms that are used for different purposes in reasoning about multi-agent systems. One of them are strategic games that are used to capture the idea that agents interact with each other while pursuing their own…

Computer Science and Game Theory · Computer Science 2007-05-23 Krzysztof R. Apt , Francesca Rossi , K. Brent Venable

In the timeline-based approach to planning, originally born in the space sector, the evolution over time of a set of state variables (the timelines) is governed by a set of temporal constraints. Traditional timeline-based planning systems…

Artificial Intelligence · Computer Science 2022-09-22 Renato Acampora , Luca Geatti , Nicola Gigante , Angelo Montanari , Valentino Picotti

We consider concurrent games played on graphs. At every round of the game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

Two-player quantitative zero-sum games provide a natural framework to synthesize controllers with performance guarantees for reactive systems within an uncontrollable environment. Classical settings include mean-payoff games, where the…

Logic in Computer Science · Computer Science 2016-07-11 Patricia Bouyer , Nicolas Markey , Mickael Randour , Kim G. Larsen , Simon Laursen

We study two-player games on finite graphs. Turn-based games have many nice properties, but concurrent games are harder to tame: e.g. turn-based stochastic parity games have positional optimal strategies, whereas even basic concurrent…

Computer Science and Game Theory · Computer Science 2023-11-27 Benjamin Bordais , Patricia Bouyer , Stéphane Le Roux

An optimization of caching strategies is proposed as a formal approach allowing us a more efficient use of two-level computer memory. This approach is based on a set of mathematical models and a set of theorems, permitting analytical…

Optimization and Control · Mathematics 2007-05-23 V. O. Groppen

In this work the properties of multi choice minority games are studied by means of extensive computational simulations. We have considered several ways of rewarding the strategies of the players and compared the resulting behaviours of the…

Disordered Systems and Neural Networks · Physics 2008-11-23 J. Menche , J. R. L. de Almeida

Each of two players, by turns, rolls a dice several times accumulating the successive scores until he decides to stop, or he rolls an ace. When stopping, the accumulated turn score is added to the player account and the dice is given to his…

Probability · Mathematics 2009-12-31 Fabian Crocce , Ernesto Mordecki

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

Computer Science and Game Theory · Computer Science 2022-07-12 T. Kroupa , T. Votroubek

This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…

Theoretical Economics · Economics 2021-05-06 Enxian Chen , Lei Qiao , Xiang Sun , Yeneng Sun

We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…

Artificial Intelligence · Computer Science 2016-05-31 Paolo Turrini

This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

Priced timed games are optimal-cost reachability games played between two players---the controller and the environment---by moving a token along the edges of infinite graphs of configurations of priced timed automata. The goal of the…

Logic in Computer Science · Computer Science 2015-07-22 Shibashis Guha , Shankara Narayanan Krishna , Lakshmi Manasa , Ashutosh Trivedi

We introduce quantitative reductions, a novel technique for structuring the space of quantitative games and solving them that does not rely on a reduction to qualitative games. We show that such reductions exhibit the same desirable…

Computer Science and Game Theory · Computer Science 2020-03-25 Alexander Weinert

Convergence of the policy iteration method for discrete and continuous optimal control problems holds under general assumptions. Moreover, in some circumstances, it is also possible to show a quadratic rate of convergence for the algorithm.…

Optimization and Control · Mathematics 2022-03-02 Fabio Camilli , Qing Tang