Related papers: Another example of duality between game-theoretic …
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
This work lies in the fusion of experimental economics and data mining. It continues author's previous work on mining behaviour rules of human subjects from experimental data, where game-theoretic predictions partially fail to work.…
We develop methods to formally describe and compare games, in order to probe questions of game structure and design, and as a stepping stone to predicting player behavior from design patterns. We define a grammar-like formalism to describe…
We introduce a formal notion of masking fault-tolerance between probabilistic transition systems based on a variant of probabilistic bisimulation (named masking simulation). We also provide the corresponding probabilistic game…
We give a unified treatment of the convergence of random series and the rate of convergence of strong law of large numbers in the framework of game-theoretic probability of Shafer and Vovk (2001). We consider games with the quadratic hedge…
Behavioral experiments on the Ultimatum Game have shown that we human beings have remarkable preference in fair play, contradicting the predictions by the game theory. Most of the existing models seeking for explanations, however, strictly…
Game logic is a dynamic modal logic which models strategic two person games; it contains propositional dynamic logic (PDL) as a fragment. We propose an interpretation of game logic based on stochastic effectivity functions. A definition of…
We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…
This paper studies correlations among independently administered hypothetical tests of a simple interactive type, and demonstrates that correlations arising in quantum information theoretic variants of these tests can exhibit a striking…
We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given…
A pseudo-telepathy game is a nonlocal game which can be won with probability one using some finite-dimensional quantum strategy but not using a classical one. Our central question is whether there exist two-party pseudo-telepathy games…
The paper studies one-shot two-player games with non-Bayesian uncertainty. The players have an attitude that ranges from optimism to pessimism in the face of uncertainty. Given the attitudes, each player forms a belief about the set of…
A new class of stochastic variables, governed by a specifice set of rules, is introduced. These rules force them to loose some properties usually assumed for this kind of variables. We demonstrate that stochastic processes driven by these…
We introduce a notion of $k$th order stochastic monotonicity and duality that allows one to unify the notion used in insurance mathematics (sometimes refereed to as Siegmund's duality) for the study of ruin probability and the duality…
Parity games are simple infinite games played on finite graphs with a winning condition that is expressive enough to capture nested least and greatest fixpoints. Through their tight relationship to the modal mu-calculus, they are used in…
We provide a formal framework accounting for a widespread idea in the theory of economic design: analytically established incompatibilities between given axioms should be qualified by the likelihood of their violation. We define the degree…
This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…
In this paper we provide a pricing-hedging duality for the model-independent superhedging price with respect to a prediction set $\Xi\subseteq C[0,T]$, where the superhedging property needs to hold pathwise, but only for paths lying in…
A generalized model of games is proposed, in which cooperative games and non-cooperative games are special cases. Some games that are neither cooperative nor non-cooperative can be expressed and analyzed. The model is based on relationships…