Related papers: Optimal sequence for Parrondo games
Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…
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…
In this note we propose a new approach towards solving numerically optimal stopping problems via reinforced regression based Monte Carlo algorithms. The main idea of the method is to reinforce standard linear regression algorithms in each…
Game theory is widely used as a behavioral model for strategic interactions in biology and social science. It is common practice to assume that players quickly converge to an equilibrium, e.g. a Nash equilibrium. This can be studied in…
Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…
We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the…
We consider zero-sum stochastic games with perfect information and finitely many states and actions. The payoff is computed by a function which associates to each infinite sequence of states and actions a real number. We prove that if the…
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…
Human beings like to believe they are in control of their destiny. This ubiquitous trait seems to increase motivation and persistence, and is probably evolutionarily adaptive. But how good really is our ability to control? How successful is…
First, we consider the problem of deciding whether a nonlocal game admits a perfect entangled strategy that uses projective measurements on a maximally entangled shared state. Via a polynomial-time Karp reduction, we show that independent…
Multiplayer Online Battle Arena (MOBA) is one of the most successful game genres. MOBA games such as League of Legends have competitive environments where players race for their rank. In most MOBA games, a player's rank is determined by the…
Traditionally, researchers in decision making have focused on attempting to reach Pareto Optimality using horizontal approaches, where optimality is calculated taking into account every participant at the same time. Sometimes, this may…
For a game with positive profit, the optimal proportion of investment required to continue investing without borrowing is uniquely determined by an integral equation for each price. For a game with parallel translated profit, the ratio of…
Coordination and cooperation are among the most important issues of game theory. Recently, the attention turned to game theory on graphs and social networks. Encouraged by interesting results obtained in quantum evolutionary game analysis,…
This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…
Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…
This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward…
We study a sequential decision-making model where a set of items is repeatedly matched to the same set of agents over multiple rounds. The objective is to determine a sequence of matchings that either maximizes the utility of the least…
Regular games form a well-established class of games for analysis and synthesis of reactive systems. They include coloured Muller games, McNaughton games, Muller games, Rabin games, and Streett games. These games are played on directed…
Parity games have important practical applications in formal verification and synthesis, especially to solve the model-checking problem of the modal mu-calculus. They are also interesting from the theory perspective, because they are widely…