Related papers: Hail Mary Pass: Contests with Stochastic Progress

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

We perform dynamical analysis on a stochastic Rosenzweig-MacArthur model driven by {\alpha}-stable L\'evy motion. We analyze the existence of the equilibrium points, and provide a clear illustration of their stability. It is shown that the…

Stochastic dynamical systems have emerged as fundamental models across numerous application domains, providing powerful mathematical representations for capturing uncertain system behavior. In this paper, we address the problem of runtime…

In this paper, a partially observed stochastic linear Stackelberg differential game with mean-variance criteria is studied. Randomness comes from Brownian motions and Poisson random measures. which leads to a circular dependency. We follow…

The principle that rational agents should maximize expected utility or choiceworthiness is intuitively plausible in many ordinary cases of decision-making under uncertainty. But it is less plausible in cases of extreme, low-probability risk…

We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…

We consider zero-sum stochastic games for continuous time Markov decision processes with risk-sensitive average cost criterion. Here the transition and cost rates may be unbounded. We prove the existence of the value of the game and a…

A well-studied randomized election algorithm proceeds as follows: In each round the remaining candidates each toss a coin and leave the competition if they obtain heads. Of interest is the number of rounds required and the number of…

Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that…

This paper is concerned with stochastic impulse control problems in which the running cost changes depending on the impulse control. Because of such a dependence, it brings several difficulties when the usual dynamic programming principle…

Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or popularities). The induced Markov chain is known to be ergodic. One main problem is the study of the…

The mathematical characterization of social-distancing games in classical epidemic theory remains an important question, for their applications to both infectious-disease theory and memetic theory. We consider a special case of the dynamic…

We introduce a discrete-time search game, in which two players compete to find an object first. The object moves according to a time-varying Markov chain on finitely many states. The players know the Markov chain and the initial probability…

In this paper, closed-loop entry guidance in a randomly perturbed atmosphere, using bank angle control, is posed as a stochastic optimal control problem. The entry trajectory, as well as the closed-loop controls, are both modeled as random…

We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…

In a Stackelberg game, a leader commits to a randomized strategy, and a follower chooses their best strategy in response. We consider an extension of a standard Stackelberg game, called a discrete-time dynamic Stackelberg game, that has an…

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

This paper analyzes the relationships between demographic and state-based evolutionary games and Hamilton's rule. It is shown that the classical Hamilton's rule (counterfactual method), combined with demographic payoffs, leads to easily…

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

We investigate the impact of payoff shocks on the evolution of large populations of myopic players that employ simple strategy revision protocols such as the "imitation of success". In the noiseless case, this process is governed by the…