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By utilizing tools from game theory, we develop a novel multi-period-multi-company demand response framework considering the interactions between companies (sellers of energy) and their consumers (buyers of energy). We model the…

Optimization and Control · Mathematics 2020-04-20 Khaled Alshehri , Ji Liu , Xudong Chen , Tamer Başar

Quantum computers that process information by harnessing the remarkable power of quantum mechanics are increasingly being put to practical use. In the future, their impact will be felt in numerous fields, including in online casino games.…

Quantum Physics · Physics 2021-11-08 Yushi Mura , Hiroki Wada

Nash equilibrium is a solution concept in non-strictly competitive, non-cooperative game theory that finds applications in various scientific and engineering disciplines. A non-strictly competitive, non-cooperative game model is presented…

Quantum Physics · Physics 2015-02-05 Faisal Shah Khan

The strategic Go game, known for the tedious mathematical complexities, has been used as a theme in many fiction, movies, and books. Here, we introduce the Go game and provide a new version of quantum Go in which the boxes are initially in…

We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state process {using linear policies}. The system is partially…

Optimization and Control · Mathematics 2023-08-01 Ben Hambly , Renyuan Xu , Huining Yang

To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…

Computer Science and Game Theory · Computer Science 2026-05-20 Léonard Brice

There are few explicit examples of two player nonlocal games with a large gap between classical and quantum value. One of the reasons is that estimating the classical value is usually a hard computational task. This paper is devoted to…

Quantum Physics · Physics 2024-11-07 M. Rosicka , S. Szarek , A. Rutkowski , P. Gnaciński , M. Horodecki

In single-agent Markov decision processes, an agent can optimize its policy based on the interaction with environment. In multi-player Markov games (MGs), however, the interaction is non-stationary due to the behaviors of other players, so…

Computer Science and Game Theory · Computer Science 2021-10-19 Yuanheng Zhu , Dongbin Zhao , Mengchen Zhao , Dong Li

The Quantum Decision Theory, developed recently by the authors, is applied to clarify the role of risk and uncertainty in decision making and in particular in relation to the phenomenon of dynamic inconsistency. By formulating this notion…

Physics and Society · Physics 2015-05-13 V. I. Yukalov , D. Sornette

Global games are a class of incomplete information games where the payoffs exhibit strategic complementarity leading to an incentive for the agents to coordinate their actions. Such games have been used to model scenarios in many…

Systems and Control · Electrical Eng. & Systems 2021-10-13 Marcos M. Vasconcelos

We define generalized quantum games by introducing the coherent payoff operators and propose a simple scheme to illustrate it. The scheme is implemented with a single spin qubit system and two entangled qubit system. The Nash Equilibrium…

Quantum Physics · Physics 2007-05-23 X. F. Liu , C. P. Sun

The speculation game is an agent-based toy model to investigate the dynamics of the financial market. Our model has achieved the reproduction of 10 of the well-known stylized facts for financial time series. However, there is also a…

Statistical Finance · Quantitative Finance 2019-09-09 Kei Katahira , Yu Chen

A number of recent studies have focused on novel features in game theory when the games are played using quantum mechanical toolbox (entanglement, unitary operators, measurement). Researchers have concentrated in two-player-two strategy,…

Quantum Physics · Physics 2007-05-23 Junichi Shimamura , Sahin Kaya Ozdemir , Nobuyuki Imoto

Optimization methods are used to determine equilibria of investment in cryptocurrencies. The basic assumptions involve existence of a core group (the "wealthy") that fears the loss of substantial assets through government seizure.…

Mathematical Finance · Quantitative Finance 2019-04-16 Carey Caginalp , Gunduz Caginalp

This work addresses the issue of the convergence of an $N$-player game towards a limit model involving a continuum of players, as the number of agents $N$ goes to infinity. More precisely, we investigate the convergence of Nash equilibria…

Analysis of PDEs · Mathematics 2026-04-03 João Miguel Machado , Guilherme Mazanti , Laurent Pfeiffer

We study the three-player Prisoner's Dilemma game under the effect of decoherence and correlated noise. It is seen that the quantum player is always better off over the classical players. It is also seen that the game's Nash equilibrium…

Quantum Physics · Physics 2009-02-16 M. Ramzan , M. K. Khan

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods…

Optimization and Control · Mathematics 2020-06-29 René Aïd , Francisco Bernal , Mohamed Mnif , Diego Zabaljauregui , Jorge P. Zubelli

A game-theoretic setting provides a mathematical basis for analysis of strategic interaction among competing agents and provides insights into both classical and quantum decision theory and questions of strategic choice. An outstanding…

Quantum Physics · Physics 2018-07-24 Azhar Iqbal , James M. Chappell , Derek Abbott

Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…

Quantum Physics · Physics 2025-11-14 Giovanni Ferrannini , Dario di Gregorio , Federico Fissore

Interesting connection has been established between two apparently unrelated concepts, namely, quantum nonlocality and Bayesian game theory. It has been shown that nonlocal correlations in the form of advice can outperform classical…

Quantum Physics · Physics 2016-09-23 Arup Roy , Amit Mukherjee , Tamal Guha , Sibasish Ghosh , Some Sankar Bhattacharya , Manik Banik