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Related papers: Kelly Betting with Quantum Payoff: a continuous va…

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A quantum version of the Monty Hall problem is proposed inspired by an experimentally-feasible, quantum-optical set-up that resembles the classical game. The expected payoff of the player is studied by analyzing the classical expectation…

Quantum Physics · Physics 2020-06-19 L. F. Quezada , A. Martín-Ruiz , A. Frank , E. Nahmad-Achar

Kelly betting is a prescription for optimal resource allocation among a set of gambles which are typically repeated in an independent and identically distributed manner. In this setting, there is a large body of literature which includes…

Portfolio Management · Quantitative Finance 2017-10-06 Chung-Han Hsieh , B. Ross Barmish , John A. Gubner

We consider a coalitional game with the same payoff for all players. To maximize the payoff, the players need to use one collective strategy, if all players are in certain states, and the other strategy otherwise. The current state of each…

Quantum Physics · Physics 2007-05-23 Gleb V. Klimovitch

We study the problem of designing consistent sequential two-sample tests in a nonparametric setting. Guided by the principle of testing by betting, we reframe this task into that of selecting a sequence of payoff functions that maximize the…

Statistics Theory · Mathematics 2025-08-26 Shubhanshu Shekhar , Aaditya Ramdas

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001). By studying the asymptotic behavior of its capital process, we…

Probability · Mathematics 2011-02-16 Masayuki Kumon , Akimichi Takemura , Kei Takeuchi

Quantum gambling --- a secure remote two-party protocol which has no classical counterpart --- is demonstrated through optical approach. A photon is prepared by Alice in a superposition state of two potential paths. Then one path leads to…

Quantum Physics · Physics 2007-05-23 Yong-Sheng Zhang , Chuan-Feng Li , Wan-Li Li , Yun-Feng Huang , Guang-Can Guo

This paper presents a novel approach for optimizing betting strategies in sports gambling by integrating Von Neumann-Morgenstern Expected Utility Theory, deep learning techniques, and advanced formulations of the Kelly Criterion. By…

Portfolio Management · Quantitative Finance 2023-07-27 Vélez Jiménez , Román Alberto , Lecuanda Ontiveros , José Manuel , Edgar Possani

Quantum Game Theory provides us with new tools for practising games and some other risk related enterprices like, for example, gambling. The two party gambling protocol presented by Goldenberg {\it et al} is one of the simplest yet still…

Quantum Physics · Physics 2015-06-26 Ireneusz Pakula

Traditional interpretations of probability, whether frequentist or subjective, make no reference to the concept of energy. In this paper, we propose that assigning hypothetical energy levels to the outcomes of a random variable can yield…

Physics and Society · Physics 2025-05-29 Yair Neuman , Yochai Cohen

The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…

Computer Science and Game Theory · Computer Science 2021-04-22 János Flesch , Arkadi Predtetchinski , Ville Suomala

In its normal form prisoners' dilemma (PD) is represented by a payoff matrix showing players strategies and payoffs. To obtain distinguishing trait and strategic form of PD certain constraints are imposed on the elements of its payoff…

Quantum Physics · Physics 2013-07-25 Ahmad Nawaz

A continuous variable ping-pong scheme, which is utilized to generate deterministically private key, is proposed. The proposed scheme is implemented physically by using Gaussian-modulated squeezed states. The deterministic way, i.e., no…

Quantum Physics · Physics 2009-11-13 Guangqiang He , Jun Zhu , Guihua Zeng

When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data about whether and how to collect further data? Game-theoretic probability's fundamental principle for testing by betting says yes, provided…

Methodology · Statistics 2023-08-30 Glenn Shafer

This paper studies correlations among independently administered hypothetical tests of a simple interactive type, and demonstrates that correlations arising in quantum information theoretic variants of these tests can exhibit a striking…

Quantum Physics · Physics 2015-05-27 Abel Molina , John Watrous

In this work we propose and develop modified quantum games (zero and non-zero sum) in which payoffs and strategies are entangled. For the games studied, Nash and Pareto equilibriums are always obtained indicating that there are some…

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…

Computer Science and Game Theory · Computer Science 2021-09-06 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

In recent years methods have been proposed to extend classical game theory into the quantum domain. This paper explores further extensions of these ideas that may have a substantial potential for further research. Upon reformulating quantum…

Quantum Physics · Physics 2007-05-23 F. M. C. Witte

Enormous successes have been made by quantum algorithms during the last decade. In this paper, we combine the quantum game with the problem of data clustering, and then develop a quantum-game-based clustering algorithm, in which data points…

Machine Learning · Computer Science 2015-05-13 Qiang Li , Yan He , Jing-ping Jiang

The $N$-player quantum game is analyzed in the context of an Einstein-Podolsky-Rosen (EPR) experiment. In this setting, a player's strategies are not unitary transformations as in alternate quantum game-theoretic frameworks, but a classical…

Quantum Physics · Physics 2012-11-16 James M. Chappell , Azhar Iqbal , Derek Abbott

A reformulation of the Kelly Criterion is presented. Let $\mathfrak{G}$ be a generic stochastic Bernoulli binary game with outcomes $\mathscr{Z}(I)\in\lbrace -1,1\rbrace$ of N trials for $I=1...N$. The binomial probabilities are…

Probability · Mathematics 2025-02-25 Steven D Miller