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What would you do if you were invited to play a game where you were given \$25 and allowed to place bets for 30 minutes on a coin that you were told was biased to come up heads 60% of the time? This is exactly what we did, gathering 61…

General Finance · Quantitative Finance 2017-01-06 Victor Haghani , Richard Dewey

We provide an algorithm to find the value and an optimal strategy of the solitaire variant of the Ten Thousand dice game in the framework of Markov Control Processes. Once an optimal critical threshold is found, the set of non-stopping…

Optimization and Control · Mathematics 2014-05-30 Fabián Crocce , Ernesto Mordecki

The paper addresses the problem of computing maximal conditional expected accumulated rewards until reaching a target state (briefly called maximal conditional expectations) in finite-state Markov decision processes where the condition is…

Logic in Computer Science · Computer Science 2023-03-07 Christel Baier , Joachim Klein , Sascha Klüppelholz , Sascha Wunderlich

Suppose a gambler starts with a fortune in (0,1) and wishes to attain a fortune of 1 by making a sequence of bets. Assume thay whenever the gambler stakes the amount s, the gambler's fortune increases by s with probability w and decreases…

Probability · Mathematics 2007-05-23 Jason Schweinsberg

The optimal strategies to catch a randomly walking cat in various environments are presented. All games have a player that opens a box at step $i$. If the cat is in this box the player wins, if not, the cat moves randomly to an adjacent…

General Mathematics · Mathematics 2025-08-27 Rüdiger Jehn

A casino offers the following game. There are three cups each containing a die. You are being told that the dice in the cups are all the same, but possibly nonstandard. For a bet of \$1, the game master shakes all three cups and lets you…

Probability · Mathematics 2025-09-16 Pierre C Bellec , Tobias Fritz

We introduce and study Maker/Breaker-type positional games on random graphs. Our main concern is to determine the threshold probability $p_{F}$ for the existence of Maker's strategy to claim a member of $F$ in the unbiased game played on…

Combinatorics · Mathematics 2007-05-23 Milos Stojakovic , Tibor Szabo

In a $(1:b)$ Maker-Breaker game, a primary question is to find the maximal value of $b$ that allows Maker to win the game (that is, the critical bias $b^*$). Erd\H{o}s conjectured that the critical bias for many Maker-Breaker games played…

Combinatorics · Mathematics 2016-03-15 Michael Krivelevich , Gal Kronenberg

We consider a novel stochastic multi-armed bandit setting, where playing an arm makes it unavailable for a fixed number of time slots thereafter. This models situations where reusing an arm too often is undesirable (e.g. making the same…

Machine Learning · Computer Science 2024-07-31 Soumya Basu , Rajat Sen , Sujay Sanghavi , Sanjay Shakkottai

In imperfect information games, the evaluation of a game state not only depends on the observable world but also relies on hidden parts of the environment. As accessing the obstructed information trivialises state evaluations, one approach…

Artificial Intelligence · Computer Science 2024-07-15 Timo Bertram , Johannes Fürnkranz , Martin Müller

Yahtzee is a classic dice game with a stochastic, combinatorial structure and delayed rewards, making it an interesting mid-scale RL benchmark. While an optimal policy for solitaire Yahtzee can be computed using dynamic programming methods,…

Machine Learning · Computer Science 2026-01-05 Nicholas A. Pape

We suggest a new algorithm for two-person zero-sum undiscounted stochastic games focusing on stationary strategies. Given a positive real $\epsilon$, let us call a stochastic game $\epsilon$-ergodic, if its values from any two initial…

Computer Science and Game Theory · Computer Science 2015-08-17 Endre Boros , Khaled Elbassioni , Vladimir Gurvich , Kazuhisa Makino

The improving multi-armed bandits problem is a formal model for allocating effort under uncertainty, motivated by scenarios such as investing research effort into new technologies, performing clinical trials, and hyperparameter selection…

Machine Learning · Computer Science 2026-05-22 Avrim Blum , Marten Garicano , Kavya Ravichandran , Dravyansh Sharma

The game of war is one of the most popular international children's card games. In the beginning of the game, the pack is split into two parts, then on each move the players reveal their top cards. The player having the highest card…

Dynamical Systems · Mathematics 2012-04-05 Evgeny Lakshtanov , Vera Roshchina

Game theory has grown into a major field over the past few decades, and poker has long served as one of its key case studies. Game-Theory-Optimal (GTO) provides strategies to avoid loss in poker, but pure GTO does not guarantee maximum…

Computer Science and Game Theory · Computer Science 2025-09-30 SeungHyun Yi , Seungjun Yi

Evaluating agent performance when outcomes are stochastic and agents use randomized strategies can be challenging when there is limited data available. The variance of sampled outcomes may make the simple approach of Monte Carlo sampling…

Artificial Intelligence · Computer Science 2017-01-23 Neil Burch , Martin Schmid , Matej Moravčík , Michael Bowling

AI systems are increasingly used to assist humans in sequential decision-making tasks, yet determining when and how an AI assistant should intervene remains a fundamental challenge. A potential baseline is to recommend the optimal action…

Artificial Intelligence · Computer Science 2026-04-17 Saumik Narayanan , Raja Panjwani , Siddhartha Sen , Chien-Ju Ho

We prove that optimal strategies exist in every perfect-information stochastic game with finitely many states and actions and a tail winning condition.

Computer Science and Game Theory · Computer Science 2013-11-20 Hugo Gimbert , Florian Horn

We consider a randomized algorithm for the unique games problem, using independent multinomial probabilities to assign labels to the vertices of a graph. The expected value of the solution obtained by the algorithm is expressed as a…

Computational Complexity · Computer Science 2015-08-10 Rajeev Kohli , Ramesh Krishnamurti

In the multiarmed bandit problem a gambler chooses an arm of a slot machine to pull considering a tradeoff between exploration and exploitation. We study the stochastic bandit problem where each arm has a reward distribution supported in a…

Statistics Theory · Mathematics 2013-03-29 Junya Honda , Akimichi Takemura