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In this paper, we study the behavior of the Hedge algorithm in the online stochastic setting. We prove that anytime Hedge with decreasing learning rate, which is one of the simplest algorithm for the problem of prediction with expert…

Machine Learning · Statistics 2019-07-10 Jaouad Mourtada , Stéphane Gaïffas

We consider turn-based stochastic two-player games with a combination of a parity condition that must hold surely, that is in all possible outcomes, and of a parity condition that must hold almost-surely, that is with probability 1. The…

Computer Science and Game Theory · Computer Science 2026-01-08 Laurent Doyen , Shibashis Guha

We analyse the computational complexity of finding Nash equilibria in simple stochastic multiplayer games. We show that restricting the search space to equilibria whose payoffs fall into a certain interval may lead to undecidability. In…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

We study a network congestion game of discrete-time dynamic traffic of atomic agents with a single origin-destination pair. Any agent freely makes a dynamic decision at each vertex (e.g., road crossing) and traffic is regulated with given…

Computer Science and Game Theory · Computer Science 2017-05-05 Zhigang Cao , Bo Chen , Xujin Chen , Changjun Wang

The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…

Optimization and Control · Mathematics 2015-12-03 Simone Sagratella

We consider the problem of optimal multiple switching in finite horizon, when the state of the system, including the switching costs, is a general adapted stochastic process. The problem is formulated as an extended impulse control problem…

Probability · Mathematics 2007-07-19 Boualem Djehiche , Said Hamadene , Alexandre Popier

In the classical Binary Networked Public Goods (BNPG) game, a player can either invest in a public project or decide not to invest. Based on the decisions of all the players, each player receives a reward as per his/her utility function.…

Computer Science and Game Theory · Computer Science 2024-01-03 Arnab Maiti , Palash Dey

Combinatorial games lead to several interesting, clean problems in algorithms and complexity theory, many of which remain open. The purpose of this paper is to provide an overview of the area to encourage further research. In particular, we…

Computational Complexity · Computer Science 2009-09-25 Erik D. Demaine , Robert A. Hearn

Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…

Computer Science and Game Theory · Computer Science 2020-09-30 Nathalie Bertrand , Nicolas Markey , Suman Sadhukhan , Ocan Sankur

We study nondeterministic strategies in parity games with the aim of computing a most permissive winning strategy. Following earlier work, we measure permissiveness in terms of the average number/weight of transitions blocked by the…

Logic in Computer Science · Computer Science 2013-01-14 Patricia Bouyer , Nicolas Markey , Jörg Olschewski , Michael Ummels

We study a sequential coin-flipping game in which a player starts with~$n$ coins, each landing heads independently with probability~$p$. In each round the player flips all remaining coins and must set aside at least one coin showing heads;…

Probability · Mathematics 2026-04-28 Peter Pfaffelhuber

Small Progress Measures is one of the classical parity game solving algorithms. For games with n vertices, m edges and d different priorities, the original algorithm computes the winning regions and a winning strategy for one of the players…

Logic in Computer Science · Computer Science 2015-09-25 Maciej Gazda , Tim A. C. Willemse

This paper discusses a data-driven, empirically-based framework to make algorithmic decisions or recommendations without expert knowledge. We improve the performance of two algorithmic case studies: the selection of a pivot rule for the…

Machine Learning · Computer Science 2021-09-30 Imran Adham , Jesus De Loera , Zhenyang Zhang

The on-line shortest path problem is considered under various models of partial monitoring. Given a weighted directed acyclic graph whose edge weights can change in an arbitrary (adversarial) way, a decision maker has to choose in each…

Machine Learning · Computer Science 2007-05-23 Andras Gyorgy , Tamas Linder , Gabor Lugosi , Gyorgy Ottucsak

Message Passing Graph Neural Networks are known to suffer from two problems that are sometimes believed to be diametrically opposed: over-squashing and over-smoothing. The former results from topological bottlenecks that hamper the…

Machine Learning · Computer Science 2024-10-31 Adarsh Jamadandi , Celia Rubio-Madrigal , Rebekka Burkholz

The following optimal stopping problem is considered. The vertices of a graph $G$ are revealed one by one, in a random order, to a selector. He aims to stop this process at a time $t$ that maximizes the expected number of connected…

Combinatorics · Mathematics 2021-10-05 Fabrício Siqueira Benevides , Małgorzata Sulkowska

We consider the problem of dynamic buying and selling of shares from a collection of $N$ stocks with random price fluctuations. To limit investment risk, we place an upper bound on the total number of shares kept at any time. Assuming that…

Portfolio Management · Quantitative Finance 2009-09-23 Michael J. Neely

The Switch Point Algorithm is a new approach for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal…

Optimization and Control · Mathematics 2021-07-20 Mahya Aghaee , William W. Hager

We study variants of regular infinite games where the strict alternation of moves between the two players is subject to modifications. The second player may postpone a move for a finite number of steps, or, in other words, exploit in his…

Formal Languages and Automata Theory · Computer Science 2015-07-01 Michael Holtmann , Lukasz Kaiser , Wolfgang Thomas

Let be given a graph $G=(V,E)$ whose edge set is partitioned into a set $R$ of \emph{red} edges and a set $B$ of \emph{blue} edges, and assume that red edges are weighted and form a spanning tree of $G$. Then, the \emph{Stackelberg Minimum…

Computer Science and Game Theory · Computer Science 2014-07-07 Davide Bilò , Luciano Gualà , Stefano Leucci , Guido Proietti