Related papers: On the Sn/n-Problem

We study the following game. Three players start with initial capitals of $s_{1},s_{2},s_{3}$ dollars; in each round player $P_{m}$ is selected with probability $\frac{1}{3}$; then \emph{he} selects player $P_{n}$ and they play a game in…

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…

Infinite chess is chess played on an infinite edgeless chessboard. The familiar chess pieces move about according to their usual chess rules, and each player strives to place the opposing king into checkmate. The mate-in-n problem of…

We consider the simple random walk on the $N$-dimensional integer lattice from the perspective of evaluating asymptotically the duration of play in the multidimensional gambler\apost s ruin problem. We show that, under suitable rescalings,…

We consider a general class of round-robin tournament models of equally strong players. In these models, each of the $n$ players competes against every other player exactly once. For each match between two players, the outcome is a value…

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…

The localization game is a pursuit-evasion game analogous to Cops and Robbers, where the robber is invisible and the cops send distance probes in an attempt to identify the location of the robber. We present a novel graph parameter called…

This paper analyzes a simple game with $n$ players. We fix a mean, $\mu$, in the interval $[0, 1]$ and let each player choose any random variable distributed on that interval with the given mean. The winner of the zero-sum game is the…

We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…

Simple stochastic games can be solved by value iteration (VI), which yields a sequence of under-approximations of the value of the game. This sequence is guaranteed to converge to the value only in the limit. Since no stopping criterion is…

We consider an optimal stopping time problem related with many models found in real options problems. The main goal of this work is to bring for the field of real options, different and more realistic pay-off functions, and negative…

The $1-N$ generalized Stackelberg game (single-leader multi-follower game) is intricately intertwined with the interaction between a leader and followers (hierarchical interaction) and the interaction among followers (simultaneous…

This paper characterizes differentiable subgame perfect equilibria in a continuous time intertemporal decision optimization problem with non-constant discounting. The equilibrium equation takes two different forms, one of which is…

We analyze the two-player game of Knock 'em Down, asymptotically as the number of tokens to be knocked down becomes large. Optimal play requires mixed strategies with deviations of order sqrt(n) from the naive law-of-large numbers…

In this paper we study regularity estimates for the solution to an obstacle problem arising in stochastic impulse control theory. We prove using elementary methods the known sharp $C_{loc}^{1,1}$ estimate for the solution. The new proof is…

The game of cops and robbers, played on a fixed graph $G$, is a two-player game, where the cop and the robber (the players) take turns in moving to adjacent vertices. The game finishes if the cop lands on the robber's vertex. In that case…

The orienteering problem is a well-studied and fundamental problem in transportation science. In the problem, we are given a graph with prizes on the nodes and lengths on the edges, together with a budget on the overall tour length. The…

We consider the optimal stopping time problem under model uncertainty $R(v)= {\text{ess}\sup\limits}_{ \mathbb{P} \in \mathcal{P}} {\text{ess}\sup\limits}_{\tau \in \mathcal{S}_v} E^\mathbb{P}[Y(\tau) \vert \mathcal{F}_v]$, for every…

In the classical cop and robber game, two players, the cop C and the robber R, move alternatively along edges of a finite graph G. The cop captures the robber if both players are on the same vertex at the same moment of time. A graph G is…

This paper revisits the well-studied \emph{optimal stopping} problem but within the \emph{large-population} framework. In particular, two classes of optimal stopping problems are formulated by taking into account the \emph{relative…