Related papers: Stopping times in the game Rock-Paper-Scissors
We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of…
We present a finite-order system of recurrence relations for a permanent of circulant matrices containing a band of k any-value diagonals on top of a uniform matrix (for k = 1, 2, and 3) as well as the method for deriving such recurrence…
Rock-paper-scissors games metaphorically model cyclic dominance in ecology and microbiology. In a static environment, these models are characterized by fixation probabilities obeying two different "laws" in large and small well-mixed…
We revisit the game in which each of several players chooses a pattern and then a coin is flipped repeatedly until one of these patterns is generated. In particular, we demonstrate how to compute the probability of any one player winning…
We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an epsilon-equilibrium in non-randomized stopping…
We consider zero-sum stochastic games for continuous time Markov decision processes with risk-sensitive average cost criterion. Here the transition and cost rates may be unbounded. We prove the existence of the value of the game and a…
We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…
Motivated by applications in telecommunications, computer scienceand physics, we consider a discrete-time Markov process withrestart. At each step the process eitherwith a positive probability restarts from a given distribution, orwith the…
We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…
This paper treats a random collision model of three species, which is represented by the random time change of three standard Poisson processes. The prey-predator relation in the random collision model looks like paper-scissors-stone game,…
In this paper, we study the number of equilibria of the replicator-mutator dynamics for both deterministic and random multi-player two-strategy evolutionary games. For deterministic games, using Decartes' rule of signs, we provide a formula…
We study a general formulation of the classical two-player Dynkin game in a discrete time Markovian setting. We identify an appropriate class of mixed strategies -- \textit{Markovian randomized stopping times} -- in which players stop at…
In this paper we introduce a Linear Program (LP) based formulation of a Rendezvous game with markers on the infinite line and solve it. In this game one player moves at unit speed while the second player moves at a speed bounded by vmax…
This paper investigates value function approximation in the context of zero-sum Markov games, which can be viewed as a generalization of the Markov decision process (MDP) framework to the two-agent case. We generalize error bounds from MDPs…
The following game in a similar formulation to Petri nets and chip-firing games is studied: Given a finite collection of baskets, each has an infinite number of balls of the same value. Initially, a ball from some basket is chosen to put on…
Card shuffling models have provided simple motivating examples for the mathematical theory of mixing times for Markov chains. As a complement, we introduce a more intricate realistic model of a certain observable real-world scheme for…
In this paper we introduce a numerical method for optimal stopping in the framework of one dimensional diffusion. We use the Skorokhod embedding in order to construct recombining tree approximations for diffusions with general coefficients.…
We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping game always has a value. We also show that there exists an optimal stopping time for the seller, but not necessarily for the buyer.…
This study proposes a recursive and easy-to-implement algorithm to compute the score and Hessian matrix in general regime-switching models. We use simulation to compare the asymptotic variance estimates constructed from the Hessian matrix…
In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…