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Quantitative verification techniques have been developed for the formal analysis of a variety of probabilistic models, such as Markov chains, Markov decision process and their variants. They can be used to produce guarantees on quantitative…

Logic in Computer Science · Computer Science 2019-07-18 Marta Kwiatkowska , Gethin Norman , David Parker

Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…

Logic in Computer Science · Computer Science 2016-04-18 Vojtěch Forejt , Marta Kwiatkowska , Gethin Norman , Ashutosh Trivedi

We study the asymptotic behavior of the ratio of total return (or total profit) to total amount bet in a casino game. While the limit is well understood when the sequence of wagers is independent and identically distributed, here we…

Probability · Mathematics 2025-12-25 S. N. Ethier , L. Stefanello

This paper proposes to use probabilistic model checking to synthesize optimal robot policies in multi-tasking autonomous systems that are subject to human-robot interaction. Given the convincing empirical evidence that human behavior can be…

Artificial Intelligence · Computer Science 2016-11-01 Sebastian Junges , Nils Jansen , Joost-Pieter Katoen , Ufuk Topcu

There have been several popular reports of various groups exploiting the deterministic nature of the game of roulette for profit. Moreover, through its history the inherent determinism in the game of roulette has attracted the attention of…

Chaotic Dynamics · Physics 2015-06-04 Michael Small , Chi Kong Tse

Entropic risk (ERisk) is an established risk measure in finance, quantifying risk by an exponential re-weighting of rewards. We study ERisk for the first time in the context of turn-based stochastic games with the total reward objective.…

Computer Science and Game Theory · Computer Science 2023-07-14 Christel Baier , Krishnendu Chatterjee , Tobias Meggendorfer , Jakob Piribauer

Poker is ideal for testing automated reasoning under uncertainty. It introduces uncertainty both by physical randomization and by incomplete information about opponents hands.Another source OF uncertainty IS the limited information…

Artificial Intelligence · Computer Science 2013-01-30 Kevin B. Korb , Ann Nicholson , Nathalie Jitnah

Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…

Optimization and Control · Mathematics 2021-08-31 Renfei Tan , Qi Su , Bin Wu , Long Wang

Probabilistic game structures combine both nondeterminism and stochasticity, where players repeatedly take actions simultaneously to move to the next state of the concurrent game. Probabilistic alternating simulation is an important tool to…

Logic in Computer Science · Computer Science 2019-07-10 Chenyi Zhang , Jun Pang

Probabilistic program analysis aims to quantify the probability that a given program satisfies a required property. It has many potential applications, from program understanding and debugging to computing program reliability, compiler…

Programming Languages · Computer Science 2017-09-08 Aleksandar S. Dimovski

Trust models are widely used in various computer science disciplines. The main purpose of a trust model is to continuously measure trustworthiness of a set of entities based on their behaviors. In this article, the novel notion of "rational…

Cryptography and Security · Computer Science 2017-09-26 Mehrdad Nojoumian

Stochastic games are a convenient formalism for modelling systems that comprise rational agents competing or collaborating within uncertain environments. Probabilistic model checking techniques for this class of models allow us to formally…

Logic in Computer Science · Computer Science 2022-11-14 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

In this paper we describe a method for verifying secure information flow of programs, where apart from direct and indirect flows a secret information can be leaked through covert timing channels. That is, no two computations of a program…

Programming Languages · Computer Science 2013-07-18 Aleksandar S. Dimovski

We investigate how to efficiently predict play personas based on playtraces. Play personas can be computed by calculating the action agreement ratio between a player and a generative model of playing behavior, a so-called procedural…

Artificial Intelligence · Computer Science 2022-06-16 Michael Cerny Green , Ahmed Khalifa , M Charity , Debosmita Bhaumik , Julian Togelius

We present a strategic analysis of a trust model that has recently been proposed for promoting cooperative behaviour in user-centric networks. The mechanism for cooperation is based on a combination of reputation and virtual currency…

Computer Science and Game Theory · Computer Science 2013-03-05 Marta Kwiatkowska , David Parker , Aistis Simaitis

In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…

Logic in Computer Science · Computer Science 2025-02-26 Pablo F. Castro , Pedro D'Argenio

Existing standards for player characterisation in tokenised state machine replication protocols depend on honest players who will always follow the protocol, regardless of possible token increases for deviating. Given the ever-increasing…

Computer Science and Game Theory · Computer Science 2021-06-01 Conor McMenamin , Vanesa Daza , Matteo Pontecorvi

Design and control of autonomous systems that operate in uncertain or adversarial environments can be facilitated by formal modelling and analysis. Probabilistic model checking is a technique to automatically verify, for a given temporal…

Logic in Computer Science · Computer Science 2021-11-23 Marta Kwiatkowska , Gethin Norman , David Parker

Discrete Choice Modelling serves as a robust framework for modelling human choice behaviour across various disciplines. Building a choice model is a semi structured research process that involves a combination of a priori assumptions,…

Econometrics · Economics 2025-06-09 Gabriel Nova , Sander van Cranenburgh , Stephane Hess

The purpose of this research paper it is to present a new approach in the framework of a biased roulette wheel. It is used the approach of a quantitative trading strategy, commonly used in quantitative finance, in order to assess the…

Computational Finance · Quantitative Finance 2016-10-03 Giancarlo Salirrosas Martínez
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