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

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The discontinuous dependence of the properties of a quantum game on its entanglement has been shown up to be very much like phase transitions viewed in the entanglement-payoff diagram [J. Du et al., Phys. Rev. Lett, 88, 137902 (2002)]. In…

Quantum Physics · Physics 2007-05-23 Jiangfeng Du , Hui Li , Xiaodong Xu , Xianyi Zhou , Rongdian Han

We present an AI-assisted framework for predicting individual runs of complex quantum experiments, including contextuality and causality (adaptive measurements), within our long-term programme of discovering a local hidden-variable theory…

Quantum Physics · Physics 2026-02-20 Florian Pauschitz , Ben Moseley , Ghislain Fourny

This paper demonstrates the quantization of a spatial Cournot duopoly model with product choice, a two stage game focusing on non-cooperation in locations and quantities. With quantization, the players can access a continuous set of…

Quantum Physics · Physics 2015-05-19 Ramij Rahaman , Priyadarshi Majumdar , B. Basu

We study finite normal-form games in which payoffs are subject to random perturbations and players face uncertainty about how these shocks co-move across actions, an ambiguity that naturally arises when only realized (not counterfactual)…

Theoretical Economics · Economics 2026-02-12 Yu Gui , Bahar Taşkesen

We present a multipartite nonlocal game in which each player must guess the input received by his neighbour. We show that quantum correlations do not perform better than classical ones at this game, for any prior distribution of the inputs.…

Quantum Physics · Physics 2015-03-13 M. L. Almeida , J. -D. Bancal , N. Brunner , A. Acin , N. Gisin , S. Pironio

We propose a logical framework combining a game-theoretic study of abilities of agents to achieve quantitative objectives in multi-player games by optimizing payoffs or preferences on outcomes with a logical analysis of the abilities of…

Logic in Computer Science · Computer Science 2013-03-05 Nils Bulling , Valentin Goranko

For a single event with finitely many mutually exclusive outcomes, the full Kelly problem is to maximize expected log wealth over nonnegative stakes together with an optional cash position. The optimal formula is classical, but the…

Optimization and Control · Mathematics 2026-03-17 Christopher D. Long

We present the classical Hotelling model we want to quantize, and investigate the quantum consequences of the game. Our results demonstrate that the quantum game give higher profit for both players, and that with the quantum entanglement…

Quantum Physics · Physics 2014-10-13 Yuannan Chen , Gan Qin , An Min Wang

In the online portfolio optimization framework, existing learning algorithms generate strategies that yield significantly poorer cumulative wealth compared to the best constant rebalancing portfolio in hindsight, despite being consistent in…

Portfolio Management · Quantitative Finance 2025-07-09 Duy Khanh Lam

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Games involving quantum strategies often yield higher payoff. Here, we study a practical realization of the three-player dilemma game using the superconductivity-based quantum processors provided by IBM Q Experience. We analyze the…

Quantum Physics · Physics 2022-06-07 Pranav Kairon , Kishore Thapliyal , R. Srikanth , Anirban Pathak

Secret sharing allows a trusted party (the dealer) to distribute a secret to a group of players, who can only access the secret cooperatively. Quantum secret sharing (QSS) protocols could provide unconditional security based on fundamental…

Quantum Physics · Physics 2019-09-04 Warren P. Grice , Bing Qi

We present a novel variant of fictitious play dynamics combining classical fictitious play with Q-learning for stochastic games and analyze its convergence properties in two-player zero-sum stochastic games. Our dynamics involves players…

Computer Science and Game Theory · Computer Science 2022-06-03 Muhammed O. Sayin , Francesca Parise , Asuman Ozdaglar

We construct a diffusion approximation of a repeated game in which agents make bets on outcomes of i.i.d. random vectors and their strategies are close to an asymptotically optimal strategy. This model can be interpreted as trading in an…

Mathematical Finance · Quantitative Finance 2021-08-30 Mikhail Zhitlukhin

Effects of quantum and classical correlations on game theory are studied to clarify the new aspects brought into game theory by the quantum mechanical toolbox. In this study, we compare quantum correlation represented by a maximally…

Quantum Physics · Physics 2007-08-07 Junichi Shimamura , Sahin Kaya Ozdemir , Fumiaki Morikoshi , Nobuyuki Imoto

A fair gambling is hard to be made between two spatially separated parties without introducing a trusted third party. Here we propose a novel gambling protocol, which enables fair gambling between two distant parties without the help of a…

A variation on Janowski's cubeful equity model is proposed for cube handling in backgammon money games. Instead of approximating the cubeful take point as an interpolation between the dead and live cube limits, a new model is developed…

Applications · Statistics 2012-04-24 Mark G. Higgins

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

We develop horizon-aware anytime-valid tests and confidence sequences for bounded means under a strict deadline $N$. Using the betting/e-process framework, we cast horizon-aware betting as a finite-horizon optimal control problem with state…

Methodology · Statistics 2026-03-23 Ege Onur Taga , Samet Oymak , Shubhanshu Shekhar

In 1956 John Kelly wrote a paper at Bell Labs describing the relationship between gambling and Information Theory. What came to be known as the Kelly Criterion is both an objective and a closed-form solution to sizing wagers when odds and…

Computational Engineering, Finance, and Science · Computer Science 2026-04-16 Oscar Stiffelman
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