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We establish a super-replication duality in a continuous-time financial model where an investor's trades adversely affect bid- and ask-prices for a risky asset and where market resilience drives the resulting spread back towards zero at an…

Pricing of Securities · Quantitative Finance 2019-05-20 Peter Bank , Yan Dolinsky

We introduce a new game-theoretic semantics (GTS) for the modal mu-calculus. Our so-called bounded GTS replaces parity games with alternative evaluation games where only finite paths arise; infinite paths are not needed even when the…

Logic · Mathematics 2020-05-22 Lauri Hella , Antti Kuusisto , Raine Rönnholm

We present a game semantics for intuitionistic type theory. Specifically, we propose categories with families of a new variant of games and strategies for both extensional and intensional variants of the type theory with dependent function,…

Logic in Computer Science · Computer Science 2016-10-05 Norihiro Yamada

A game-theoretic model of social preference and enlightened self-interest is formulated. Existence of symmetry and duality in the game matrices with altruistic social preference is revealed. The model is able to quantitatively describe the…

Condensed Matter · Physics 2010-11-02 Taksu Cheon

We study variants of a stochastic game inspired by backgammon where players may propose to double the stake, with the game state dictated by a one-dimensional random walk. Our variants allow for different numbers of proposals and different…

Optimization and Control · Mathematics 2024-10-28 Haoru Ju , Daniel Leifer , Steven J. Miller , Sooraj A. Padmanabhan , Chenyang Sun , Luke Tichi , Benjamin Tocher , Kiley Wallace

We propose a game-theoretic framework to study the outcomes of packetized payments, a cross-ledger transaction protocol, with strategic and possibly malicious agents. We derive the transaction failure rate and demonstrate that without…

Computer Science and Game Theory · Computer Science 2021-12-14 Alevtina Dubovitskaya , Damien Ackerer , Jiahua Xu

The expected utility hypothesis is a popular concept in economics that is useful for making decisions when the payoff is uncertain. In this paper, we investigate the implications of a fluctuation theorem in the theory of expected utility.…

Statistical Mechanics · Physics 2024-01-17 Gianluca Francica , Luca Dell'Anna

We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play…

Computer Science and Game Theory · Computer Science 2011-03-22 Paul W. Goldberg , Rahul Savani , Troels Bjerre Sorensen , Carmine Ventre

We discuss partial specifications in first-order logic FO and also in a Turing-complete extension of FO. We compare the compositional and game-theoretic approaches to the systems.

Logic · Mathematics 2023-07-28 Antti Kuusisto

We derive a quantum extension of the thermodynamic uncertainty relation where dynamical fluctuations are quantified by the Terletsky-Margenau-Hill quasiprobability, a quantum generalization of the classical joint probability. The obtained…

Quantum Physics · Physics 2026-03-31 Kohei Yoshimura , Ryusuke Hamazaki

We construct several definitions of imbalance and playability, both of which are related to the existence of dominated strategies. Specifically, a maximally balanced game and a playable game cannot have dominated strategies for any player.…

General Economics · Economics 2025-11-07 Itai Maimon

We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…

Probability · Mathematics 2011-10-27 Samuel N. Cohen

The paper introduces a new approach to theory of differential games in which entangled players try to predict and influence actions of their adversaries. The entanglement is generated be a joint probability density known by the players.…

General Physics · Physics 2012-09-03 Michail Zak

In this paper, some new criteria for detecting whether a finite game is potential are proposed by solving potential equations. The verification equations with the minimal number for checking a potential game are obtained for the first time.…

Computer Science and Game Theory · Computer Science 2015-04-29 Xinyun Liu , Jiandong Zhu

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…

Computer Science and Game Theory · Computer Science 2021-02-02 Pranav Ashok , Krishnendu Chatterjee , Jan Kretinsky , Maximilian Weininger , Tobias Winkler

We study discounted infinitely repeated games in which players agree on a cooperative mixed action profile but, at each step, observe only the realized pure actions. This form of imperfect monitoring breaks classical trigger strategies,…

Applications · Statistics 2026-03-09 Aymeric Capitaine , Antoine Scheid , Etienne Boursier , Alain Durmus , Michael I. Jordan

The theory of combinatorial game (like board games) and the theory of social games (where one looks for Nash equilibria) are normally considered as two separate theories. Here we shall see what comes out of combining the ideas. The central…

Probability · Mathematics 2010-05-28 Peter Harremoes

Probabilistic frames are a generalization of finite frames into the Wasserstein space of probability measures with finite second moment. We introduce new probabilistic definitions of duality, analysis, and synthesis and investigate their…

Functional Analysis · Mathematics 2017-05-03 Clare Wickman , Kasso Okoudjou

A nonmonotonic logic of thresholded generalizations is presented. Given propositions A and B from a language L and a positive integer k, the thresholded generalization A=>B{k} means that the conditional probability P(B|A) falls short of one…

Artificial Intelligence · Computer Science 2013-02-18 Donald Bamber

We consider a dynamical approach to game in extensive forms. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding…

Computer Science and Game Theory · Computer Science 2017-04-05 Stéphane Le Roux , Arno Pauly