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Piecewise-deterministic Markov process (PDMP) samplers constitute a state-of-the-art Markov chain Monte Carlo paradigm in Bayesian computation, with examples including the zig-zag and bouncy particle sampler (bps). Recent work on the…

Computation · Statistics 2026-03-10 Andrew Chin , Akihiko Nishimura

A new agent-based, bounded-confidence model for discrete one-dimensional opinion dynamics is presented. The agents interact if their opinions do not differ more than a tolerance parameter. In pairwise interactions, one of the pair, randomly…

Adaptation and Self-Organizing Systems · Physics 2013-02-19 M. Kaan Öztürk

The Minority Game (MG), the Majority Game (MAJG) and the Dollar Game ($G) are important and closely-related versions of market-entry games designed to model different features of real-world financial markets. In a variant of these games,…

Adaptation and Self-Organizing Systems · Physics 2008-05-06 J. B. Satinover , D. Sornette

Coordination games admit two types of equilibria: pure equilibria, where all players successfully coordinate their actions, and mixed equilibria, where players frequently experience miscoordination. The existing literature shows that under…

Theoretical Economics · Economics 2025-01-28 Srinivas Arigapudi , Yuval Heller , Amnon Schreiber

We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Machine Learning · Computer Science 2026-04-14 David Tolpin

Hedonic games provide a natural model of coalition formation among self-interested agents. The associated problem of finding stable outcomes in such games has been extensively studied. In this paper, we identify simple conditions on…

Computer Science and Game Theory · Computer Science 2015-07-14 Dominik Peters , Edith Elkind

Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…

The paper is concerned with the deterministic limit of mean field games with the nonlocal coupling. It is assumed that the dynamics of mean field games are given by nonlinear Markov processes. This type of games includes stochastic mean…

Optimization and Control · Mathematics 2018-01-08 Yurii Averboukh

The mean field games (MFG) paradigm was introduced to provide tractable approximations of games involving very large populations. The theory typically rests on two key assumptions: homogeneity, meaning that all players share the same…

Optimization and Control · Mathematics 2025-11-10 Mathieu Laurière

Understanding the dynamic processes of a real game system requires an appropriate dynamics model, and rigorously testing a dynamics model is non-trivial. In our methodological research, we develop an approach to testing the validity of game…

Physics and Society · Physics 2017-06-28 Yijia Wang , Xiaojie Chen , Zhijian Wang

We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…

Analysis of PDEs · Mathematics 2025-10-30 Andrea Davini , Raimundo Saona , Bruno Ziliotto

In this paper, we present a model of a game among teams. Each team consists of a homogeneous population of agents. Agents within a team are cooperative while the teams compete with other teams. The dynamics and the costs are coupled through…

Computer Science and Game Theory · Computer Science 2023-10-20 Jayakumar Subramanian , Akshat Kumar , Aditya Mahajan

We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on value x, given that the agent makes decisions using the minimax…

Artificial Intelligence · Computer Science 2014-07-29 Peter D. Grunwald , Joseph Y. Halpern

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

Computer Science and Game Theory · Computer Science 2022-02-28 Laurent Doyen

We study heterogeneous $k$-facility location games. In this model there are $k$ facilities where each facility serves a different purpose. Thus, the preferences of the agents over the facilities can vary arbitrarily. Our goal is to design…

Computer Science and Game Theory · Computer Science 2020-10-13 Eleftherios Anastasiadis , Argyrios Deligkas

Reactive synthesis is a class of methods to construct a provably-correct control system, referred to as a robot, with respect to a temporal logic specification in the presence of a dynamic and uncontrollable environment. This is achieved by…

Formal Languages and Automata Theory · Computer Science 2020-04-24 Abhishek N. Kulkarni , Jie Fu

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Econometrics · Economics 2025-10-23 Youngjae Jeong

Game theory provides an effective way to model strategic interactions among rational agents. In the context of formal verification, these ideas can be used to produce guarantees on the correctness of multi-agent systems, with a diverse…

Computer Science and Game Theory · Computer Science 2024-11-11 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos
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