Related papers: Parrondo's effects with aperiodic protocols
This article extends the idea of solving parity games by strategy iteration to non-deterministic strategies: In a non-deterministic strategy a player restricts himself to some non-empty subset of possible actions at a given node, instead of…
In this paper, we consider one--parameter ($\lambda>0$) families of Li\'enard differential equations. We are concerned with the study on the asymptotic behavior of periodic solutions for small and large values of $\lambda>0$. To prove our…
By incorporating market impact and asymmetric sensitivity into the evolutionary minority game, we study the coevolutionary dynamics of stock prices and investment strategies in financial markets. Both the stock price movement and the…
Coordination and cooperation are among the most important issues of game theory. Recently, the attention turned to game theory on graphs and social networks. Encouraged by interesting results obtained in quantum evolutionary game analysis,…
In competitive games, players frequently switch strategies after losing streaks, yet our analysis of 926,334 match records from 34,619 Clash Royale players reveals a counterintuitive pattern: switching frequency is inversely associated with…
This work investigates the adaptation of the AlphaZero reinforcement learning algorithm to Tablut, an asymmetric historical board game featuring unequal piece counts and distinct player objectives (king capture versus king escape). While…
This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…
The existence of forbidden patterns, i.e., certain missing sequences in a given time series, is a recently proposed instrument of potential application in the study of time series. Forbidden patterns are related to the permutation entropy,…
Evolutionary games on graphs have been extensively studied. A variety of graph structures, graph dynamics, and behaviours of replicators have been explored. These models have primarily been studied in the framework of facilitation of…
We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…
We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point…
Turing patterns in reaction-diffusion (RD) systems have classically been studied only in RD systems which do not explicitly depend on independent variables such as space. In practise, many systems for which Turing patterning is important…
By a classical principle of analysis, sufficiently thin subsequences of general sequences of functions behave like sequences of independent random variables. This observation not only explains the remarkable properties of lacunary…
Clinical trials often allow patients in the control arm to switch to the treatment arm if their physical conditions are worse than certain tolerance levels. For instance, treatment switching arises in the Concorde clinical trial, which aims…
Previous research on option strategies has primarily focused on their behavior near expiration, with limited attention to the transient value process of the portfolio. In this paper, we formulate Iron Condor portfolio optimization as a…
In this paper we extend the investigation into the transition from sure to probabilistic sniping as introduced in Menkveld and Zoican \cite{mz2017}. In that paper, the authors introduce a stylized version of a competitive game in which high…
Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…
We present a combinatorial game and propose efficiently computable optimal strategies. We then show how these strategies can be translated to efficiently computable shift-rules for the well known prefer-max and prefer-min De Bruijn…
Let $q \ge 3$ be a period. There are at least two $(1,q)$-periodic trajectories inside any smooth strictly convex billiard table, and all of them have the same length when the table is an ellipse or a circle. We quantify the chaotic…
We study the transitions to spatio-temporal intermittency in networks of randomly coupled Chate-Manneville maps. The relevant paprameters are the network connectivity, coupling strength, and the local parameter of the map. We show that the…