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In this paper, we settle the sampling complexity of solving discounted two-player turn-based zero-sum stochastic games up to polylogarithmic factors. Given a stochastic game with discount factor $\gamma\in(0,1)$ we provide an algorithm that…
We consider a wireless communication system in which $N$ transmitter-receiver pairs want to communicate with each other. Each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a…
Decision-making in multi-player games can be extremely challenging, particularly under uncertainty. In this work, we propose a new sample-based approximation to a class of stochastic, general-sum, pure Nash games, where each player has an…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
We use multivariate change point analysis methods, to identify not only mean shifts but also changes in variance across a wide array of statistical time series. Our primary objective is to empirically discern distinct eras in the evolution…
There seems to be an upper limit to predicting the outcome of matches in (semi-)professional sports. Recent work has proposed that this is due to chance and attempts have been made to simulate the distribution of win percentages to identify…
In the sport of cricket, player batting ability is traditionally measured using the batting average. However, the batting average fails to measure both short-term changes in ability that occur during an innings, and long-term changes that…
Generating payoff matrices of normal-form games at random, we calculate the frequency of games with a unique pure strategy Nash equilibrium in the ensemble of $n$-player, $m$-strategy games. These are perfectly predictable as they must…
This study applies complexity sciences to analyze the game of Padel. Data from 18 professional matches were collected, and the probability distributions of the total number of shots and the probability distribution of rallies' duration were…
This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…
This work lies in the fusion of experimental economics and data mining. It continues author's previous work on mining behaviour rules of human subjects from experimental data, where game-theoretic predictions partially fail to work.…
This book chapter reviews some of the major principles associated with optimal strategy in basketball. In particular, we consider the principles of allocative efficiency (optimal allocation of shots between offensive options), dynamic…
Increased data availability has stimulated the interest in studying sports prediction problems via analytical approaches; in particular, with machine learning and simulation. We characterize several models that have been proposed in the…
We give an algorithm for solving stochastic parity games with almost-sure winning conditions on {\it lossy channel systems}, under the constraint that both players are restricted to finite-memory strategies. First, we describe a general…
Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…
When facing a heavily-favored opponent, an underdog must be willing to assume greater-than-average risk. In statistical language, one would say that an underdog must be willing to adopt a strategy whose outcome has a larger-than-average…
Recent advancements in professional baseball have led to the introduction of the Automated Ball-Strike (ABS) system, or ``robot umpires,'' which utilize machine learning, computer vision, and precise tracking technologies to automate…
We develop a new approach that computes approximate equilibrium strategies in Jotto, a popular word game. Jotto is an extremely large two-player game of imperfect information; its game tree has many orders of magnitude more states than…
We examine a simple stochastic strategy for adapting well-known single-point acquisition functions to allow batch active learning. Unlike acquiring the top-K points from the pool set, score- or rank-based sampling takes into account that…
An accumulator is a bet that presents a rather unique payout structure, in that it combines multiple bets into a wager that can generate a total payout given by the multiplication of the individual odds of its parts. These potentially…