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This paper examines finite zero-sum stochastic games and demonstrates that when the game's duration is sufficiently long, there exists a pair of approximately optimal strategies such that the expected average payoff at any point in the game…

Optimization and Control · Mathematics 2024-12-02 Thomas Ragel , Bruno Ziliotto

A gambler with an initial fortune $x$ starts by betting a dollar, then doubles the bet after every win and halves the bet after every loss. Let $p\in (0,1)$ be the probability of winning for each round. We show that the gambler survives…

Probability · Mathematics 2025-12-12 Aditya Guha Roy , Yuval Peres , Shuo Qin , Junchi Zuo

Two-player stochastic games are games with two 2 players and a randomised entity called "nature". A natural question to ask in this framework is the existence of strategies that ensure that an event happens with probability 1 (almost-sure…

Computer Science and Game Theory · Computer Science 2018-06-27 Youssouf Oualhadj , Léo Tible , Daniele Varacca

We consider two-player normal form games where each player has the same finite strategy set. The payoffs of each player are assumed to be i.i.d. random variables with a continuous distribution. We show that, with high probability, the…

Theoretical Economics · Economics 2020-11-03 Ben Amiet , Andrea Collevecchio , Kais Hamza

In this paper, we study a game with positive or plus infinite expectation and determine the optimal proportion of investment for maximizing the limit expectation of growth rate per attempt. With this objective, we introduce a new pricing…

Optimization and Control · Mathematics 2013-06-28 Yukio Hirashita

Multi-round competitions often double or triple the points awarded in the final round, calling it a bonus, to maximize spectators' excitement. In a two-player competition with $n$ rounds, we aim to derive the optimal bonus size to maximize…

Computer Science and Game Theory · Computer Science 2024-06-10 Zhihuan Huang , Yuqing Kong , Tracy Xiao Liu , Grant Schoenebeck , Shengwei Xu

We study the effect of quantum noise on history dependent quantum Parrondo's games by taking into account different noise channels. Our calculations show that entanglement can play a crucial role in quantum Parrondo's games. It is seen that…

Quantum Physics · Physics 2012-02-13 Salman Khan , M. Ramzan , M. K. Khan

We consider two-player zero-sum games on graphs. These games can be classified on the basis of the information of the players and on the mode of interaction between them. On the basis of information the classification is as follows: (a)…

Computer Science and Game Theory · Computer Science 2015-05-19 Krishnendu Chatterjee , Laurent Doyen , Hugo Gimbert , Thomas A. Henzinger

Based on Brownian ratchets, a counter-intuitive phenomenon has recently emerged -- namely, that two losing games can yield, when combined, a paradoxical tendency to win. A restriction of this phenomenon is that the rules depend on the…

Statistical Mechanics · Physics 2009-10-31 Juan M. R. Parrondo , Gregory P. Harmer , Derek Abbott

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Optimization and Control · Mathematics 2014-09-16 Subhamay Saha

This paper is concerned with asymptotic behaviour of a repeated game of "odds and evens", with strategies of both players represented by finite automata. It is proved that, for every $n$, there is an automaton with $2^n \cdot…

Computer Science and Game Theory · Computer Science 2020-06-30 Vladislav Makarov

The influential work of Bravo et al. 2018 shows that derivative free play in strongly monotone games has complexity $O(d^2/\varepsilon^3)$, where $\varepsilon$ is the target accuracy on the expected squared distance to the solution. This…

Computer Science and Game Theory · Computer Science 2022-04-08 Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J Ratliff

In a competitive sport, every little thing matters. Yet, many sports leave some large levers out of the reach of the teams, and in the hands of fate. In cricket, world's second most popular sport by some measures, one such lever---the…

Applications · Statistics 2016-05-30 Gaurav Sood , Derek Willis

There is a set of n indivisible items (or chores), and a set of n players. Each day, a single item should be assigned to each player. We want to ensure that all players feel that they have been treated fairly, not only after the last day,…

Combinatorics · Mathematics 2026-03-03 Terrence Adams , Erel Segal-Halevi

Is there a joint distribution of $n$ random variables over the natural numbers, such that they always form an increasing sequence and whenever you take two subsets of the set of random variables of the same cardinality, their distribution…

Computer Science and Game Theory · Computer Science 2015-02-13 Sune K. Jakobsen

The paper studies fictitious play (FP) learning dynamics in continuous time. It is shown that in almost every potential game, and for almost every initial condition, the rate of convergence of FP is exponential. In particular, the paper…

Computer Science and Game Theory · Computer Science 2017-07-26 Brian Swenson , Soummya Kar

We present a quantum implementation of Parrondo's game with randomly switched strategies using 1) a quantum walk as a source of ``randomness'' and 2) a completely positive (CP) map as a randomized evolution. The game exhibits the same…

Quantum Physics · Physics 2011-11-09 J. Kosik , J. A. Miszczak , V. Buzek

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…

Probability · Mathematics 2015-07-07 Jan Vrbik , Paul Vrbik

Quantitative measures of randomness in games are useful for game design and have implications for gambling law. We treat the outcome of a game as a random variable and derive a closed-form expression and estimator for the variance in the…

Other Statistics · Statistics 2020-09-11 Alex Cloud , Eric Laber

We initiate the study of fairness in reinforcement learning, where the actions of a learning algorithm may affect its environment and future rewards. Our fairness constraint requires that an algorithm never prefers one action over another…

Machine Learning · Computer Science 2017-08-08 Shahin Jabbari , Matthew Joseph , Michael Kearns , Jamie Morgenstern , Aaron Roth
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