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We introduce a new formulation of asset trading games in continuous time in the framework of the game-theoretic probability established by Shafer and Vovk (Probability and Finance: It's Only a Game! (2001) Wiley). In our formulation, the…

Trading and Market Microstructure · Quantitative Finance 2010-01-13 Kei Takeuchi , Masayuki Kumon , Akimichi Takemura

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Econometrics · Economics 2025-10-23 Youngjae Jeong

We study infinite two-player win/lose games $(A,B,W)$ where $A,B$ are finite and $W \subseteq (A \times B)^\omega$. At each round Player 1 and Player 2 concurrently choose one action in $A$ and $B$, respectively. Player 1 wins iff the…

Computer Science and Game Theory · Computer Science 2021-07-22 Patricia Bouyer , Stéphane Le Roux , Nathan Thomasset

Zero-determinant strategies are a class of strategies in repeated games which unilaterally control payoffs. Zero-determinant strategies have attracted much attention in studies of social dilemma, particularly in the context of evolution of…

Statistical Mechanics · Physics 2024-11-11 Masahiko Ueda

We study so-called invariant games played with a fixed number $d$ of heaps of matches. A game is described by a finite list $\mathcal{M}$ of integer vectors of length $d$ specifying the legal moves. A move consists in changing the current…

Computational Complexity · Computer Science 2012-02-06 Urban Larsson , Johan Wästlund

Consider the following two-player game on the edges of $K_n$, the complete graph with $n$ vertices: Starting with an empty graph $G$ on the vertex set of $K_n$, in each round the first player chooses $b \in \mathbb{N}$ edges from $K_n$…

Combinatorics · Mathematics 2022-07-07 Rajko Nenadov

Graph games of infinite length are a natural model for open reactive processes: one player represents the controller, trying to ensure a given specification, and the other represents a hostile environment. The evolution of the system…

Computer Science and Game Theory · Computer Science 2010-06-09 Julien Cristau , Claire David , Florian Horn

Mean-payoff games play a central role in quantitative synthesis and verification. In a single-dimensional game a weight is assigned to every transition and the objective of the protagonist is to assure a non-negative limit-average weight.…

Logic in Computer Science · Computer Science 2014-10-22 Yaron Velner

In a monotonic sequence game, two players alternately choose elements of a sequence from some fixed ordered set. The game ends when the resulting sequence contains either an ascending subsequence of length a or a descending one of length d.…

Combinatorics · Mathematics 2007-05-23 M. Albert , R. Aldred , M. Atkinson , C. Handley , D. Holton , D. McCaughan , B. Sagan

A Dynkin game is a zero-sum, stochastic stopping game between two players where either player can stop the game at any time for an observable payoff. Typically the payoff process of the max-player is assumed to be smaller than the payoff…

Probability · Mathematics 2020-08-18 Ivan Guo

While auction theory views bids and valuations as continuous variables, real-world auctions are necessarily discrete. In this paper, we use a combination of analytical and computational methods to investigate whether incorporating…

Theoretical Economics · Economics 2022-08-17 Itzhak Rasooly , Carlos Gavidia-Calderon

The main challenge of combinatorial game theory is to handle combinatorial chaos, if one player knows the strategy better than his opponent, he is able to determine the exact results of a game. If both players are qualified competitor, the…

Computer Science and Game Theory · Computer Science 2022-08-16 Junan Pan

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

Optimization and Control · Mathematics 2021-12-22 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to…

Optimization and Control · Mathematics 2015-08-26 Zhou Zhou

We study games with finitely many participants, each having finitely many choices. We consider the following categories of participants: (I) populations: sets of nonatomic agents, (II) atomic splittable players, (III) atomic non splittable…

Optimization and Control · Mathematics 2015-10-22 Sylvain Sorin , Cheng Wan

A double auction game with an infinite number of buyers and sellers is introduced. All sellers posses one unit of a good, all buyers desire to buy one unit. Each seller and each buyer has a private valuation of the good. The distribution of…

Computer Science and Game Theory · Computer Science 2012-10-23 Matthijs Ruijgrok

Penney's Ante exhibits non-transitivity when two target strings race to appear in a shared stream of coin tosses. We study instead independent string races, where each player observes their own independent and identically distributed…

Probability · Mathematics 2026-01-26 Søren Riis , Mike Paterson

This paper introduced a pursuit and evasion game to be played on a connected graph. One player moves invisibly around the graph, and the other player must guess his position. At each time step the second player guesses a vertex, winning if…

Combinatorics · Mathematics 2017-01-24 John Haslegrave

This paper studies strategic decentralization in binary choice composite network congestion games. A player decentralizes if she lets some autonomous agents to decide respectively how to send different parts of her stock from the origin to…

Computer Science and Game Theory · Computer Science 2015-09-16 Cheng Wan

The recent discovery of zero-determinant strategies for the iterated Prisoner's Dilemma sparked a surge of interest in the surprising fact that a player can exert unilateral control over iterated interactions. These remarkable strategies,…

Populations and Evolution · Quantitative Biology 2016-04-12 Alex McAvoy , Christoph Hauert
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