English
Related papers

Related papers: Computing Probabilistic Bisimilarity Distances for…

200 papers

Recent years have witnessed a tremendous growth using topological summaries, especially the persistence diagrams (encoding the so-called persistent homology) for analyzing complex shapes. Intuitively, persistent homology maps a potentially…

Computational Geometry · Computer Science 2021-04-19 Samantha Chen , Yusu Wang

We introduce a formal notion of masking fault-tolerance between probabilistic transition systems using stochastic games. These games are inspired in bisimulation games, but they also take into account the possible faulty behavior of…

Logic in Computer Science · Computer Science 2023-09-15 Pablo F. Castro , Pedro R. D'Argenio , Ramiro Demasi , Luciano Putruele

Probabilistic timed automata are classical timed automata extended with discrete probability distributions over edges. We introduce clock-dependent probabilistic timed automata, a variant of probabilistic timed automata in which transition…

Logic in Computer Science · Computer Science 2017-07-17 Jeremy Sproston

In probabilistic transition systems, behavioural metrics provide a more fine-grained and stable measure of system equivalence than crisp notions of bisimilarity. They correlate strongly to quantitative probabilistic logics, and in fact the…

Logic in Computer Science · Computer Science 2019-06-05 Paul Wild , Lutz Schröder , Dirk Pattinson , Barbara König

The Acceptance Probability Estimation Problem (APEP) is to additively approximate the acceptance probability of a Boolean circuit. This problem admits a probabilistic approximation scheme. A central question is whether we can design a…

Computational Complexity · Computer Science 2021-03-16 Peter Dixon , A. Pavan , N. V. Vinodchandran

Fingerprinting operators generate functional signatures of game players and are useful for their automated analysis independent of representation or encoding. The theory for a fingerprinting operator which returns the length-weighted…

Computer Science and Game Theory · Computer Science 2014-02-13 Jeffrey Tsang

The success of adversarial formulations in machine learning has brought renewed motivation for smooth games. In this work, we focus on the class of stochastic Hamiltonian methods and provide the first convergence guarantees for certain…

Lipschitz games, in which there is a limit $\lambda$ (the Lipschitz value of the game) on how much a player's payoffs may change when some other player deviates, were introduced about 10 years ago by Azrieli and Shmaya. They showed via the…

Computer Science and Game Theory · Computer Science 2022-07-21 Paul W. Goldberg , Matthew J. Katzman

This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…

This paper makes a small step towards a non-stochastic version of superhedging duality relations in the case of one traded security with a continuous price path. Namely, we prove the coincidence of game-theoretic and measure-theoretic…

Mathematical Finance · Quantitative Finance 2016-08-10 Vladimir Vovk

We develop a new approach to drifting games, a class of two-person games with many applications to boosting and online learning settings. Our approach involves (a) guessing an asymptotically optimal potential by solving an associated…

Machine Learning · Computer Science 2023-02-14 Zhilei Wang , Robert V. Kohn

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…

Computer Science and Game Theory · Computer Science 2022-07-12 T. Kroupa , T. Votroubek

We develop the fictitious play algorithm in the context of the linear programming approach for mean field games of optimal stopping and mean field games with regular control and absorption. This algorithm allows to approximate the mean…

Optimization and Control · Mathematics 2023-01-25 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

We consider a class of fully stochastic and fully distributed algorithms, that we prove to learn equilibria in games. Indeed, we consider a family of stochastic distributed dynamics that we prove to converge weakly (in the sense of weak…

Computer Science and Game Theory · Computer Science 2009-07-14 Olivier Bournez , Johanne Cohen

We consider concurrent stochastic games played on graphs with reachability and safety objectives. These games can be solved by value iteration as well as strategy iteration, each of them yielding a sequence of under-approximations of the…

Computer Science and Game Theory · Computer Science 2019-09-19 Julia Eisentraut , Jan Křetínský , Alexej Rotar

This paper revisits the ordered statistics decoding (OSD). It provides a comprehensive analysis of the OSD algorithm by characterizing the statistical properties, evolution and the distribution of the Hamming distance and weighted Hamming…

Information Theory · Computer Science 2021-05-10 Chentao Yue , Mahyar Shirvanimoghaddam , Branka Vucetic , Yonghui Li

We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…

Optimization and Control · Mathematics 2021-09-07 Marco Di Francesco , Serikbolsyn Duisembay , Diogo Aguiar Gomes , Ricardo Ribeiro

Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…

Optimization and Control · Mathematics 2021-06-03 Shu Liu , Haodong Sun , Hongyuan Zha

We study Markov decision processes and turn-based stochastic games with parity conditions. There are three qualitative winning criteria, namely, sure winning, which requires all paths must satisfy the condition, almost-sure winning, which…

Logic in Computer Science · Computer Science 2018-04-11 Krishnendu Chatterjee , Nir Piterman

Given a finite set $K$, we denote by $X=\Delta(K)$ the set of probabilities on $K$ and by $Z=\Delta_f(X)$ the set of Borel probabilities on $X$ with finite support. Studying a Markov Decision Process with partial information on $K$…

Optimization and Control · Mathematics 2012-02-29 Jérôme Renault , Xavier Venel