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Related papers: Stopping times in the game Rock-Paper-Scissors

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Classic Rock-Paper-Scissors, RPS, has seen many variants and generalizations in the past several years. In the previous paper, we defined playability and balance for games. We used these definitions to show that different forms of imbalance…

Theoretical Economics · Economics 2025-11-19 Itai Maimon

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

Optimization and Control · Mathematics 2020-07-09 Géraldine Bouveret , Roxana Dumitrescu , Peter Tankov

In this paper, we propose a new efficient algorithm to compute the value function for zero-sum stopping games featuring two players with opposing interests. This can be seen as a game version of the ''forward algorithm'' for (one-player)…

Probability · Mathematics 2026-02-03 Nhat-Thang Le

Flip a coin repeatedly, and stop whenever you want. Your payoff is the proportion of heads, and you wish to maximize this payoff in expectation. This so-called Chow-Robbins game is amenable to computer analysis, but while simple-minded…

Probability · Mathematics 2012-01-04 Olle Häggström , Johan Wästlund

We introduce a new non-zero-sum game of optimal stopping with asymmetric exercise opportunities. Given a stochastic process modelling the value of an asset, one player observes and can act on the process continuously, while the other player…

Probability · Mathematics 2024-05-16 José Luis Pérez , Neofytos Rodosthenous , Kazutoshi Yamazaki

The paper is concerned with a variant of the continuous-time finite state Markov game of control and stopping where both players can affect transition rates, while only one player can choose a stopping time. We use the dynamic programming…

Optimization and Control · Mathematics 2022-08-09 Yurii Averboukh

A classic solution technique for Markov decision processes (MDP) and stochastic games (SG) is value iteration (VI). Due to its good practical performance, this approximative approach is typically preferred over exact techniques, even though…

Artificial Intelligence · Computer Science 2023-04-21 Jan Křetínský , Tobias Meggendorfer , Maximilian Weininger

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

A recent paper by Bhatia, Chin, Mani, and Mossel (2026) defined stochastic processes aimed at modeling the game of War for {\em two players} with $n$ cards. That paper showed that these models, assuming uniform random decks, are equivalent…

Probability · Mathematics 2026-01-29 Axel Adjei , Neil Krishnan , Elchanan Mossel

We consider two-player zero-sum concurrent stochastic games (CSGs) played on graphs with reachability and safety objectives. These include degenerate classes such as Markov decision processes or turn-based stochastic games, which can be…

Logic in Computer Science · Computer Science 2025-09-11 Marta Grobelna , Jan Křetínský , Maximilian Weininger

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…

Optimization and Control · Mathematics 2013-07-15 Pierre Cardaliaguet , Catherine Rainer , Dinah Rosenberg , Nicolas Vieille

Consider the following variant of Rock, Paper, Scissors (RPS) played by two players Rei and Norman. The game consists of $3n$ rounds of RPS, with the twist being that Rei (the restricted player) must use each of Rock, Paper, and Scissors…

Combinatorics · Mathematics 2024-02-27 Sam Spiro , Erlang Surya , Ji Zeng

Under very general conditions the hitting time of a set by a stochastic process is a stopping time. We give a new simple proof of this fact. The section theorems for optional and predictable sets are easy corollaries of the proof.

Probability · Mathematics 2023-06-28 Richard F. Bass

We study the rock-paper-scissors game in structured populations, where the invasion rates determine individual payoffs that govern the process of strategy change. The traditional version of the game is recovered if the payoffs for each…

Physics and Society · Physics 2014-06-19 Attila Szolnoki , Jeromos Vukov , Matjaz Perc

A class of games for finding a leader among a group of candidates is studied in detail. This class covers games based on coin-tossing and rock-paper-scissors as special cases and its complexity exhibits similar stochastic behaviors: either…

Probability · Mathematics 2015-07-31 Michael Fuchs , Hsien-Kuei Hwang , Yoshiaki Itoh

We consider concurrent games played on graphs. At every round of the game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2008-12-18 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

We introduce a deterministic analogue of Markov chains that we call the hunger game. Like rotor-routing, the hunger game deterministically mimics the behavior of both recurrent Markov chains and absorbing Markov chains. In the case of…

Probability · Mathematics 2025-07-29 Rupert Li , James Propp

The Chow-Robbins game is a classical still partly unsolved stopping problem introduced by Chow and Robbins in 1965. You repeatedly toss a fair coin. After each toss, you decide if you take the fraction of heads up to now as a payoff,…

Probability · Mathematics 2021-10-07 Sören Christensen , Simon Fischer

We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Michael Backenköhler , Luca Bortolussi , Verena Wolf

For a finite state Markov process and a finite collection $\{ \Gamma_k, k \in K \}$ of subsets of its state space, let $\tau_k$ be the first time the process visits the set $\Gamma_k$. We derive explicit/recursive formulas for the joint…

Probability · Mathematics 2014-03-03 Tomasz R. Bielecki , Monique Jeanblanc , Ali Devin Sezer