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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…

Optimization and Control · Mathematics 2021-07-16 Fang Chen , Xianping Guo , Zhong-Wei Liao

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

Statistical Mechanics · Physics 2009-11-10 Jacek Miekisz

In this article, we study optimal investment and consumption in an incomplete stochastic factor model for a power utility investor on the infinite horizon. When the state space of the stochastic factor is finite, we give a complete…

Mathematical Finance · Quantitative Finance 2025-09-12 Florian Gutekunst , Martin Herdegen , David Hobson

The game interactions among individuals in nature are often uncertain and dynamically evolving, significantly influencing the persistence of cooperation. However, it remains a formidable challenge to effectively characterize these dynamic…

Computer Science and Game Theory · Computer Science 2026-03-24 Bin Pi , Minyu Feng , Liang-Jian Deng , Xiaojie Chen , Attila Szolnoki

In a multi-battle contest, each time a player competes by investing some of her budgets or resources in a component battle to collect a value if winning the battle. There are multiple battles to fight, and the budgets get consumed over…

Computer Science and Game Theory · Computer Science 2016-02-15 Chu-Han Cheng , Po-An Chen , Wing-Kai Hon

We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…

Economics · Quantitative Finance 2017-04-04 Jian Yang

The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…

Probability · Mathematics 2018-04-30 Shohei Hidaka

For professional basketball, finding valuable and suitable players is the key to building a winning team. To deal with such challenges, basketball managers, scouts and coaches are increasingly turning to analytics. Objective evaluation of…

Applications · Statistics 2016-07-26 Lu Xin , Mu Zhu , Hugh Chipman

High performance machine learning models have become highly dependent on the availability of large quantity and quality of training data. To achieve this, various central agencies such as the government have suggested for different data…

Machine Learning · Computer Science 2019-11-27 Zhiliang Chen

This paper studies a multi-player, general-sum stochastic game characterized by a dual-stage temporal structure per period. The agents face uncertainty regarding the time-evolving state that is realized at the beginning of each period.…

Computer Science and Game Theory · Computer Science 2023-10-09 Tao Zhang , Quanyan Zhu

This paper deals with the design of the secure blockchain network framework to prevent damages from an attacker. The decentralized network design called the Blockchain Governance Game is a new hybrid theoretical model and it provides the…

Cryptography and Security · Computer Science 2019-09-05 Song-Kyoo Kim

We study a two-sided network investment game consisting of two sets of players, called providers and users. The game is set in two stages. In the first stage, providers aim to maximize their profit by investing in bandwidth of cloud…

Computer Science and Game Theory · Computer Science 2019-04-24 Daniel Schmand , Marc Schröder , Alexander Skopalik

Stackelberg equilibrium is a solution concept that describes optimal strategies to commit: Player 1 (the leader) first commits to a strategy that is publicly announced, then Player 2 (the follower) plays a best response to the leader's…

Computer Science and Game Theory · Computer Science 2021-11-04 Aditya Aradhye , Branislav Bošanský , Michael Hlaváček

Motivated by the scarcity of accurate payoff feedback in practical applications of game theory, we examine a class of learning dynamics where players adjust their choices based on past payoff observations that are subject to noise and…

Optimization and Control · Mathematics 2016-06-03 Mario Bravo , Panayotis Mertikopoulos

We study nonzero-sum stochastic games for continuous time Markov chains on a denumerable state space with risk sensitive discounted and ergodic cost criteria. For the discounted cost criterion we first show that the corresponding system of…

Optimization and Control · Mathematics 2016-03-09 Mrinal K. Ghosh , K. Suresh Kumar , Chandan Pal

We consider a wireless communication system in which $N$ transmitter-receiver pairs want to communicate with each other. Each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a…

Information Theory · Computer Science 2016-02-04 Krishna Chaitanya A , Vinod Sharma , Utpal Mukherji

We consider a two-player game of war of attrition under complete information. It is well-known that this class of games admits equilibria in pure, as well as mixed strategies, and much of the literature has focused on the latter. We show…

Optimization and Control · Mathematics 2021-11-30 George Georgiadis , Youngsoo Kim , H. Dharma Kwon

We discuss the long-run behavior of stochastic dynamics of many interacting players in spatial evolutionary games. In particular, we investigate the effect of the number of players and the noise level on the stochastic stability of Nash…

Statistical Mechanics · Physics 2009-11-07 Jacek Miekisz

Energy game-theoretic frameworks have emerged to be a successful strategy to encourage energy efficient behavior in large scale by leveraging human-in-the-loop strategy. A number of such frameworks have been introduced over the years which…

This paper introduces a game-theoretic model tailored for reward distribution on crowd-sourced computing platforms. It explores a repeated game framework where miners, as computation providers, decide their computation power contribution in…

Computer Science and Game Theory · Computer Science 2025-04-11 Shuhao Zheng , Ziyue Xin , Zonglun Li , Xue Liu