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For gambling on horses, a one-parameter family of utility functions is proposed, which contains Kelly's logarithmic criterion and the expected-return criterion as special cases. The strategies that maximize the utility function are derived,…

Information Theory · Computer Science 2019-04-29 Cédric Bleuler , Amos Lapidoth , Christoph Pfister

Simple stochastic games are two-player zero-sum stochastic games with turn-based moves, perfect information, and reachability winning conditions. We present two new algorithms computing the values of simple stochastic games. Both of them…

Computer Science and Game Theory · Computer Science 2015-07-01 Hugo Gimbert , Florian Horn

Every interaction of a living organism with its environment involves the placement of a bet. Armed with partial knowledge about a stochastic world, the organism must decide its next step or near-term strategy, an act that implicitly or…

Populations and Evolution · Quantitative Biology 2023-05-30 Philipp Fleig , Vijay Balasubramanian

Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…

Disordered Systems and Neural Networks · Physics 2009-10-31 J. Berg , A. Engel

Motivated by a problem posed by Aldous, our goal is to find the maximal-entropy win-martingale: In a sports game between two teams, the chance the home team wins is initially $x_0 \in (0,1)$ and finally 0 or 1. As an idealization we take a…

Probability · Mathematics 2023-07-04 Julio Backhoff-Veraguas , Mathias Beiglboeck

Scheduling a sports tournament is a complex optimization problem, which requires a large number of hard constraints to satisfy. Despite the availability of several such constraints in the literature, there remains a gap since most of the…

Numerical Analysis · Mathematics 2021-06-18 Syed Rameez Naqvi , Adnan Ahmad , S. M. Riazul Islam , Tallha Akram , M. Abdullah-Al-Wadud , Atif Alamri

Two players alternate tossing a biased coin where the probability of getting heads is p. The current player is awarded alpha points for tails and alpha+beta for heads. The first player reaching n points wins. For a completely unfair coin…

Probability · Mathematics 2011-12-15 Robert W. Chen , Burton Rosenberg

A common format for sports contests involves pairwise matches between two teams, with the #1 player of team A matched against the #1 player of team B, the #2 player of team A against the #2 player of team B, and so on. This paper addresses…

History and Overview · Mathematics 2014-04-07 Dana Mackenzie

Poset games are a class of combinatorial game that remain unsolved. Soltys and Wilson proved that computing wining strategies is in \textbf{PSPACE} and aside from special cases such as Nim and N-Free games, \textbf{P} time algorithms for…

Combinatorics · Mathematics 2021-01-26 Alexander Clow , Stephen Finbow

Game balancing is an important part of the (computer) game design process, in which designers adapt a game prototype so that the resulting gameplay is as entertaining as possible. In industry, the evaluation of a game is often based on…

Human-Computer Interaction · Computer Science 2016-03-15 Vanessa Volz , Günter Rudolph , Boris Naujoks

We present a Spades bidding algorithm that is superior to recreational human players and to publicly available bots. Like in Bridge, the game of Spades is composed of two independent phases, \textit{bidding} and \textit{playing}. This paper…

Artificial Intelligence · Computer Science 2020-02-11 Gal Cohensius , Reshef Meir , Nadav Oved , Roni Stern

Decision making under uncertainty is a key component of many AI settings, and in particular of voting scenarios where strategic agents are trying to reach a joint decision. The common approach to handle uncertainty is by maximizing expected…

Computer Science and Game Theory · Computer Science 2018-11-15 Omer Lev , Reshef Meir , Svetlana Obraztsova , Maria Polukarov

Moves in chess games are usually analyzed on a case-by-case basis by professional players, but thanks to the availability of large game databases, we can envision another approach of the game. Here, we indeed adopt a very different point of…

Physics and Society · Physics 2023-05-01 Marc Barthelemy

Value functions are used in sports applications to determine the optimal action players should employ. However, most literature implicitly assumes that the player can perform the prescribed action with known and fixed probability of…

Optimization and Control · Mathematics 2021-10-05 Timothy C. Y. Chan , Douglas S. Fearing , Craig Fernandes , Stephanie Kovalchik

The Pythagorean formula is one of the most popular ways to measure the true ability of a team. It is very easy to use, estimating a team's winning percentage from the runs they score and allow. This data is readily available on standings…

History and Overview · Mathematics 2014-06-04 Steven J. Miller , Taylor Corcoran , Jennifer Gossels , Victor Luo , Jaclyn Porfilio

In this paper we model basketball plays as episodes from team-specific non-stationary Markov decision processes (MDPs) with shot clock dependent transition probabilities. Bayesian hierarchical models are employed in the modeling and…

Applications · Statistics 2021-04-19 Nathan Sandholtz , Luke Bornn

A question in geometric probability about the location of the balls in a game of bocce leads to related questions about the probability that a system of linear equations has a positive solution and the probability that a random zero-sum…

Probability · Mathematics 2014-05-14 Kent E. Morrison

Fantasy basketball has a rich underlying mathematical structure which makes optimal drafting strategy unclear. A central issue for category leagues is how to aggregate a player's statistics from all categories into a single number…

Methodology · Statistics 2024-09-10 Zach Rosenof

Kelly's criterion is a betting strategy that maximizes the long term growth rate, but which is known to be risky. Here, we find optimal betting strategies that gives the highest capital growth rate while keeping a certain low value of risky…

Statistical Mechanics · Physics 2020-11-12 L. Dinis , J. Unterberger , D. Lacoste

Bruss's odds theorem \cite{Bruss1} addresses the problem of determining the optimal stopping time for sequences of independent indicator functions. In this note, we derive upper and lower bounds for the success probability under the optimal…

Probability · Mathematics 2025-11-27 A. M. Kabaeva , A. V. Logachov , A. A. Yambartsev