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We investigate absorption, i.e., almost sure convergence to an absorbing state, in time-varying (non-homogeneous) discrete-time Markov chains with finite state space. We consider systems that can switch among a finite set of transition…

Systems and Control · Electrical Eng. & Systems 2020-08-18 Yasin Yazicioglu

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a…

Optimization and Control · Mathematics 2016-02-16 Yurii Averboukh

Graph games of infinite length are a natural model for open reactive processes: one player represents the controller, trying to ensure a given specification, and the other represents a hostile environment. The evolution of the system…

Computer Science and Game Theory · Computer Science 2010-06-09 Julien Cristau , Claire David , Florian Horn

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

Probability · Mathematics 2019-10-03 Servet Martínez

We provide results of a deterministic approximation for non-Markovian stochastic processes modeling finite populations of individuals who recurrently play symmetric finite games and imitate each other according to payoffs. We show that a…

Dynamical Systems · Mathematics 2023-06-05 Ozgur Aydogmus , Yun Kang

We study "logit dynamics" [Blume, Games and Economic Behavior, 1993] for strategic games. This dynamics works as follows: at every stage of the game a player is selected uniformly at random and she plays according to a "noisy" best-response…

Computer Science and Game Theory · Computer Science 2015-05-18 Vincenzo Auletta , Diodato Ferraioli , Francesco Pasquale , Giuseppe Persiano

Various adaptive randomization procedures (adaptive designs) have been proposed to clinical trials. This paper discusses several broad families of procedures, such as the play-the-winner rule and Markov chain model, randomized…

Statistics Theory · Mathematics 2009-08-30 Li-Xin Zhang

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

Computer Science and Game Theory · Computer Science 2022-06-24 Dustin Morrill , Ryan D'Orazio , Reca Sarfati , Marc Lanctot , James R. Wright , Amy Greenwald , Michael Bowling

We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that…

Optimization and Control · Mathematics 2017-12-06 Fabien Gensbittel , Christine Grün

We consider a two-player game in which the first player (the Guesser) tries to guess, edge-by-edge, the path that second player (the Chooser) takes through a directed graph. At each step, the Guesser makes a wager as to the correctness of…

Probability · Mathematics 2009-07-14 Marcus Pendergrass

Energy games are a well-studied class of 2-player turn-based games on a finite graph where transitions are labeled with integer vectors which represent changes in a multidimensional resource (the energy). One player tries to keep the…

Computer Science and Game Theory · Computer Science 2014-05-06 Parosh Aziz Abdulla , Mohamed Faouzi Atig , Piotr Hofman , Richard Mayr , K. Narayan Kumar , Patrick Totzke

In repeated interactions between individuals, we do not expect that exactly the same situation will occur from one time to another. Contrary to what is common in models of repeated games in the literature, most real situations may differ a…

Populations and Evolution · Quantitative Biology 2007-05-23 Anders Eriksson , Kristian Lindgren

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Computer Science and Game Theory · Computer Science 2026-01-29 Daniel Ablin , Alon Cohen

A rotor walk in a directed graph can be thought of as a deterministic version of a Markov Chain, where a pebble moves from vertex to vertex following a simple rule until a terminal vertex, or sink, is reached. The ARRIVAL problem, as…

Computer Science and Game Theory · Computer Science 2022-05-03 David Auger , Pierre Coucheney , Loric Duhaze

Understanding decision-making in dynamic and complex settings is a challenge yet essential for preventing, mitigating, and responding to adverse events (e.g., disasters, financial crises). Simulation games have shown promise to advance our…

Human-Computer Interaction · Computer Science 2022-01-11 Omid Mohaddesi , Jacqueline Griffin , Ozlem Ergun , David Kaeli , Stacy Marsella , Casper Harteveld

Markov games with coupling constraints model constrained dynamical decision-making involving self-interested agents, where the feasibility of an individual agent's strategy depends on the joint strategies of the others. Such games arise in…

Computer Science and Game Theory · Computer Science 2026-05-27 Tingting Ni , Anna Maddux , Maryam Kamgarpour

In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…

Computer Science and Game Theory · Computer Science 2007-05-23 Constantinos Daskalakis

Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…

Chaotic Dynamics · Physics 2011-09-22 Tobias Galla , J. Doyne Farmer

We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space…

Economics · Quantitative Finance 2018-04-09 James B. T. Sanders , J. Doyne Farmer , Tobias Galla

Repeated quantum game theory addresses long term relations among players who choose quantum strategies. In the conventional quantum game theory, single round quantum games or at most finitely repeated games have been widely studied, however…

Quantum Physics · Physics 2023-12-12 Kazuki Ikeda , Shoto Aoki
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