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We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

Analysis of PDEs · Mathematics 2019-03-18 Alessio Porretta , Michele Ricciardi

Zeckendorf proved that any positive integer has a unique decomposition as a sum of non-consecutive Fibonacci numbers, indexed by $F_1 = 1, F_2 = 2, F_{n+1} = F_n + F_{n-1}$. Motivated by this result, Baird, Epstein, Flint, and Miller…

In cooperative game theory, the primary focus is the equitable allocation of payoffs or costs among agents. However, in the practical applications of cooperative games, accurately representing games is challenging. In such cases, using an…

Computer Science and Game Theory · Computer Science 2024-05-21 Soh Kumabe , Yuichi Yoshida

For a symmetric random walk in $Z^2$ with $2+\delta$ moments, we represent $|\mathcal{R}(n)|$, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

The online Ramsey game for graphs $G$ and $H$ is played on the infinite complete graph $K_\mathbb{N}$. Each round, Builder chooses an edge, and Painter colors it red or blue. The online Ramsey number $\tilde{r}(G,H)$ is the smallest integer…

Combinatorics · Mathematics 2026-04-21 Sam Beilis , Israel R. Curbelo

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

We consider a discrete time simple symmetric random walk on Z^d, d>=1, where the path of the walk is perturbed by inserting deterministic jumps. We show that for any time n and any deterministic jumps that we insert, the expected number of…

Probability · Mathematics 2012-12-12 Lung-Chi Chen , Rongfeng Sun

Activated Random Walks, on $\mathbb{Z}^d$ for any $d\geqslant 1$, is an interacting particle system, where particles can be in either of two states: active or frozen. Each active particle performs a continuous-time simple random walk during…

Probability · Mathematics 2024-09-04 Amine Asselah , Nicolas Forien , Alexandre Gaudillière

The Lipschitz bound, a technique from robust statistics, can limit the maximum changes in the output concerning the input, taking into account associated irrelevant biased factors. It is an efficient and provable method for examining the…

Machine Learning · Computer Science 2023-12-13 Yaning Jia , Chunhui Zhang

Examples of games between two partners with mixed strategies, calculated by the use of the probability amplitude are given. The first game is described by the quantum formalism of spin one half system for which two noncommuting observables…

Quantum Physics · Physics 2015-06-26 A. A. Grib , A. Yu. Khrennikov , K. Starkov

We consider the classical obstacle problem on bounded, connected Lipschitz domains $D \subset \mathbb{R}^n$. We derive quantitative bounds on the changes to contact sets under general perturbations to both the right hand side and the…

Analysis of PDEs · Mathematics 2018-08-17 Ivan Blank , Jeremy LeCrone

Several phase transitions for excited random walks on the integers are known to be characterized by a certain drift parameter delta. For recurrence/transience the critical threshold is |delta|=1, for ballisticity it is |delta|=2 and for…

Probability · Mathematics 2013-07-26 Elena Kosygina , Martin P. W. Zerner

Mertens [In Proceedings of the International Congress of Mathematicians (Berkeley, Calif., 1986) (1987) 1528-1577 Amer. Math. Soc.] proposed two general conjectures about repeated games: the first one is that, in any two-person zero-sum…

Optimization and Control · Mathematics 2016-03-16 Bruno Ziliotto

We study the search kinetics of an immobile target by a concentration of randomly moving searchers. The object of the study is to optimize the probability of detection within the constraints of our model. The target is hidden on a…

Statistical Mechanics · Physics 2009-11-11 G. Oshanin , H. S. Wio , K. Lindenberg , S. F. Burlatsky

Cooperative Parrondo's games on a regular two dimensional lattice are analyzed based on the computer simulations and on the discrete-time Markov chain model with exact transition probabilities. The paradox appears in the vicinity of the…

Statistical Mechanics · Physics 2009-11-11 Zoran Mihailovic , Milan Rajkovic

In this paper we consider an irreducible random walk on the integer lattice $\mathbb{Z}$ that is in the domain of normal attraction of a strictly stable process with index $\alpha\in (1, 2)$ and obtain the asymptotic form of the…

Probability · Mathematics 2018-08-07 Kohei Uchiyama

We construct (\alpha ,\beta) and \alpha -winning sets in the sense of Schmidt's game, played on the support of certain measures (very friendly and awfully friendly measures) and show how to derive the Hausdorff dimension for some. In…

Number Theory · Mathematics 2010-11-11 Lior Fishman

We continue our study of the parabolic Anderson equation $\partial u(x,t)/\partial t = \kappa\Delta u(x,t) + \xi(x,t)u(x,t)$, $x\in\Z^d$, $t\geq 0$, where $\kappa \in [0,\infty)$ is the diffusion constant, $\Delta$ is the discrete…

Probability · Mathematics 2013-07-15 Dirk Erhard , Frank den Hollander , Gregory Maillard

We provide a direct, elementary proof for the existence of $\lim_{\lambda\to 0} v_{\lambda}$, where $v_{\lambda}$ is the value of a $\lambda$-discounted finite two-person zero-sum stochastic game.

Optimization and Control · Mathematics 2013-01-14 Miquel Oliu-Barton

We reconsider the problem of even-visiting random walks in one dimension. This problem is mapped onto a non-Hermitian Anderson model with binary disorder. We develop very efficient numerical tools to enumerate and characterize even-visiting…

Statistical Mechanics · Physics 2016-08-31 M. Bauer , D. Bernard , J. M. Luck