Related papers: On the Sn/n-Problem
We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…
What is the average number of tosses needed before a particular sequence of heads and tails turns up? We solve the problem didactically, starting with doubles, finding that a tail, followed by a head, turns up on the average after only four…
We consider concurrent games played on graphs. At every round of a 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…
Regular games form a well-established class of games for analysis and synthesis of reactive systems. They include coloured Muller games, McNaughton games, Muller games, Rabin games, and Streett games. These games are played on directed…
Given a set of coins arranged in a line, we remove heads-up coins one at a time and flip any adjacent coins after each removal. The coin-removal problem is to determine for which arrangements of coins it is possible to remove all of the…
Notes on the Spinpossible puzzle game. We give a mathematical description of the game, prove some elementary bounds on the length of optimal solutions, and consider variations of the game which place restrictions on the set of permitted…
In the game of Matching Pennies, Alice and Bob each hold a penny, and at every tick of the clock they simultaneously display the head or the tail sides of their coins. If they both display the same side, then Alice wins Bob's penny; if they…
Assuming that the stock price $Z=(Z_t)_{0\leq t\leq T}$ follows a geometric Brownian motion with drift $\mu\in\mathbb{R}$ and volatility $\sigma>0$, and letting $M_t=\max_{0\leq s\leq t}Z_s$ for $t\in[0,T]$, we consider the optimal…
The Chinos game is a non-cooperative game between players who try to guess the total sum of coins drawn collectively. Semiclassical and quantum versions of this game were proposed by F. Guinea and M. A. Martin-Delgado, in J. Phys. A: Math.…
We study a Stackelberg variant of the classical discrete-time Dynkin game, in which Player 1 (the leader) commits to a stopping strategy first and Player 2 (the follower) responds optimally. This leader-follower structure induces an optimal…
We consider various probabilistic games with piles for one player or two players. In each round of the game, a player randomly chooses to add $a$ or $b$ chips to his pile under the condition that $a$ and $b$ are not necessarily positive. If…
In 1953, Kuhn showed that every sequential game has a Nash equilibrium by showing that a procedure, named ``backward induction'' in game theory, yields a Nash equilibrium. It actually yields Nash equilibria that define a proper subclass of…
This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are…
A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…
We consider a two player simultaneous-move game where the two players each select any permissible $n$-sided die for a fixed integer $n$. A player wins if the outcome of his roll is greater than that of his opponent. Remarkably, for $n>3$,…
This paper discusses the odds problem, proposed by Bruss in 2000, and its variants. A recurrence relation called a dynamic programming (DP) equation is used to find an optimal stopping policy of the odds problem and its variants. In 2013,…
We are interested in the study of stochastic games for which each player faces an optimal stopping problem. In our setting, the players may interact through the criterion to optimise as well as through their dynamics. After briefly…
We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…
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…
The game of cops and robbers is played on a fixed (finite or infinite) graph $G$. The cop chooses his starting position, then the robber chooses his. After that, they take turns and move to adjacent vertices, or stay at their current…