Related papers: Optimal Strategy in Basketball
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…
NBA franchise management is not a sequence of independent tasks, but a single dynamic control problem in which roster construction, cash-flow discipline, media strategy, external market shocks, and player-health uncertainty interact over…
Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…
We consider any network environment in which the "best shot game" is played. This is the case where the possible actions are only two for every node (0 and 1), and the best response for a node is 1 if and only if all her neighbors play 0. A…
The aim of this article is to propose a core game theory model of transaction costs wherein it is indicated how direct costs determine the probability of loss and subsequent transaction costs. The existence of optimum is proven, and the way…
Complex interactions between two opposing agents frequently occur in domains of machine learning, game theory, and other application domains. Quantitatively analyzing the strategies involved can provide an objective basis for…
Despite growing interest in quantifying and modeling the scoring dynamics within professional sports games, relative little is known about what patterns or principles, if any, cut across different sports. Using a comprehensive data set of…
Strategic learning studies how decision rules interact with agents who may strategically change their inputs/features to achieve better outcomes. In standard settings, models assume that the decision-maker's sole scope is to learn a…
This paper develops a mathematical framework for building a position in a stock over a fixed period of time while in competition with one or more other traders doing the same thing. We develop a game-theoretic framework that takes place in…
In this study, basketball teams are conceptualized as complex adaptive systems to examine their (re)organizational processes in response the time remaining to shoot. Using temporal passing networks to model team behavior, the focus is on…
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…
In previous articles, we formalized the problem of optimal allocation strategies for a (perfect) vaccine in an infinite-dimensional metapopulation model. The aim of the current paper is to illustrate this theoretical framework with multiple…
We study the optimal control of storage which is used for arbitrage, i.e. for buying a commodity when it is cheap and selling it when it is expensive. Our particular concern is with the management of energy systems, although the results are…
We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing price formation driven solely by order flow through…
Big Data Analytics help team sports' managers in their decisions by processing a number of different kind of data. With the advent of Information Technologies, collecting, processing and storing big amounts of sport data in different form…
We introduce the concept of budget games. Players choose a set of tasks and each task has a certain demand on every resource in the game. Each resource has a budget. If the budget is not enough to satisfy the sum of all demands, it has to…
This study applies complexity sciences to analyze the game of Padel. Data from 18 professional matches were collected, and the probability distributions of the total number of shots and the probability distribution of rallies' duration were…
We investigate the most popular approaches to the problem of sports betting investment based on modern portfolio theory and the Kelly criterion. We define the problem setting, the formal investment strategies, and review their common…
Learning how to learn efficiently is a fundamental challenge for biological agents and a growing concern for artificial ones. To learn effectively, an agent must regulate its learning speed, balancing the benefits of rapid improvement…
Scheduling a sports tournament is a complex optimization problem, which requires a large number of hard constraints to satisfy. Despite the availability of several such constraints in the literature, there remains a gap since most of the…