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We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

This article poses the following problem: Does there exist a probability distribution over subsets of a finite partially ordered set (poset), such that a set of constraints involving marginal probabilities of the poset's elements and…

Computer Science and Game Theory · Computer Science 2022-05-30 Mathieu Dahan , Saurabh Amin , Patrick Jaillet

We study the emergency of mutual cooperation in evolutionary prisoner's dilemma games when the players are located on a square lattice. The players can choose one of the three strategies: cooperation (C), defection (D) or "tit for tat" (T),…

Statistical Mechanics · Physics 2015-06-24 Gyorgy Szabo , Tibor Antal , Peter Szabo , Michel Droz

In Newcomb's paradox you choose to receive either the contents of a particular closed box, or the contents of both that closed box and another one. Before you choose, a prediction algorithm deduces your choice, and fills the two boxes based…

Computer Science and Game Theory · Computer Science 2010-03-09 David H. Wolpert , Gregory Benford

Survival analysis is a hotspot in statistical research for modeling time-to-event information with data censorship handling, which has been widely used in many applications such as clinical research, information system and other fields with…

Machine Learning · Computer Science 2018-11-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Lin Qiu , Yong Yu

Natural selection favors the more successful individuals. This is the elementary premise that pervades common models of evolution. Under extreme conditions, however, the process may no longer be probabilistic. Those that meet certain…

Physics and Society · Physics 2014-03-07 Attila Szolnoki , Alberto Antonioni , Marco Tomassini , Matjaz Perc

Survival analysis is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper scoring rules for…

Methodology · Statistics 2023-06-13 Hiroki Yanagisawa

Combining distributions is an important issue in decision theory and Bayesian inference. Logarithmic pooling is a popular method to aggregate expert opinions by using a set of weights that reflect the reliability of each information source.…

Inspired by the Japanese game Pachinko, we study simple (perfectly "inelastic" collisions) dynamics of a unit ball falling amidst point obstacles (pins) in the plane. A classic example is that a checkerboard grid of pins produces the…

Computational Geometry · Computer Science 2016-01-22 Hugo A. Akitaya , Erik D. Demaine , Martin L. Demaine , Adam Hesterberg , Ferran Hurtado , Jason S. Ku , Jayson Lynch

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

We study a class of second order variational inequalities with bilateral constraints. Under certain conditions we show the existence of a unique viscosity solution of these variational inequalities and give a stochastic representation to…

Analysis of PDEs · Mathematics 2007-05-23 Mrinal K Ghosh , K S Mallikarjuna Rao

Deep models trained through maximum likelihood have achieved state-of-the-art results for survival analysis. Despite this training scheme, practitioners evaluate models under other criteria, such as binary classification losses at a chosen…

Machine Learning · Computer Science 2022-02-01 Xintian Han , Mark Goldstein , Aahlad Puli , Thomas Wies , Adler J Perotte , Rajesh Ranganath

We study the $k$-jump normal and $k$-jump mis\`{e}re games on rooted Galton-Watson trees, expressing the probabilities of various outcomes of these games as specific fixed points of certain functions that depend on $k$ and the offspring…

Probability · Mathematics 2024-02-14 Moumanti Podder , Dhruv Bhasin

This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision…

Optimization and Control · Mathematics 2020-08-10 Song-Kyoo Kim

Evolutionary algorithms have been applied to a wide range of stochastic problems. Motivated by real-world problems where constraint violations have disruptive effects, this paper considers the chance-constrained knapsack problem (CCKP)…

Neural and Evolutionary Computing · Computer Science 2021-08-02 Yue Xie , Oscar Harper , Hirad Assimi , Aneta Neumann , Frank Neumann

We investigate a cyclic game system where organisms face an epidemic beyond being threatened by natural enemies. As a survival strategy, individuals of one out of the species usually safeguard themselves by approaching the enemies of their…

Populations and Evolution · Quantitative Biology 2023-01-09 J. Menezes , B. Ferreira , E. Rangel , B. Moura

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

Machine Learning · Computer Science 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara

Given entropy's central role in multiple areas of physics and science, one important task is to develop a systematic and unifying approach to defining entropy. Games of chance become a natural candidate for characterising the uncertainty of…

Quantum Physics · Physics 2022-02-23 Sarah Brandsen , Isabelle Jianing Geng , Gilad Gour

In this article we will propose a completely new point of view for solving one of the most important paradoxes concerning game theory. The solution develop shifts the focus from the result to the strategy s ability to operate in a cognitive…

General Finance · Quantitative Finance 2019-07-26 Andrea Berdondini

Leadership games provide a powerful paradigm to model many real-world settings. Most literature focuses on games with a single follower who acts optimistically, breaking ties in favour of the leader. Unfortunately, for real-world…

Artificial Intelligence · Computer Science 2018-08-01 Giuseppe De Nittis , Alberto Marchesi , Nicola Gatti
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