Related papers: Optimal Online Bookmaking for Binary Games
Distributed online optimization and game have been increasingly researched in the last decade, mostly motivated by its wide applications in sensor networks, robotics (e.g., distributed target tracking and formation control), smart grids,…
In a multiple-object auction, every bidder tries to win as many objects as possible with a bidding algorithm. This paper studies position-randomized auctions, which form a special class of multiple-object auctions where a bidding algorithm…
Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…
In simple card games, cards are dealt one at a time and the player guesses each card sequentially. We study problems where feedback (e.g. correct/incorrect) is given after each guess. For decks with repeated values (as in blackjack where…
We study a combinatorial game derived from a problem in the German National Mathematics Competition. In this game, two players take turns removing numbers from a finite set of natural numbers, aiming to satisfy a certain divisibility…
We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical…
In the problem of online load balancing on uniformly related machines with bounded migration, jobs arrive online one after another and have to be immediately placed on one of a given set of machines without knowledge about jobs that may…
We address the online linear optimization problem when the actions of the forecaster are represented by binary vectors. Our goal is to understand the magnitude of the minimax regret for the worst possible set of actions. We study the…
Balanced knockout tournaments are ubiquitous in sports competitions and are also used in decision-making and elections. The traditional computational question, that asks to compute a draw (optimal draw) that maximizes the winning…
Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…
We show that, in a resource allocation problem, the ex ante aggregate utility of players with cumulative-prospect-theoretic preferences can be increased over deterministic allocations by implementing lotteries. We formulate an optimization…
Strategy iteration is a technique frequently used for two-player games in order to determine the winner or compute payoffs, but to the best of our knowledge no general framework for strategy iteration has been considered. Inspired by…
We describe the probability theory behind a casino game, blackjack, and the procedure to compute the optimal strategy for a deck of arbitrary cards and player's expected win given that he follows the optimal strategy. The exact blackjack…
We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…
The aim of this paper is to explain how parameters adjustments can be integrated in the design or the control of automates of trading. Typically, we are interested by the online estimation of the market impacts generated by robots or single…
A valuation for a player in a game in extensive form is an assignment of numeric values to the players moves. The valuation reflects the desirability moves. We assume a myopic player, who chooses a move with the highest valuation.…
In games with a large number of players where players may have overlapping objectives, the analysis of stable outcomes typically depends on player types. A special case is when a large part of the player population consists of imitation…
We study repeated multi-player vector-valued games in which a player observes a payoff vector each round and evaluates outcomes through linear scalarizations of those vectors. Different from most prior works, the choice of scalarization is…
In this article, we focus on search algorithms for two-player perfect information games, whose objective is to determine the best possible strategy, and ideally a winning strategy. Unfortunately, some search algorithms for games in the…
Wagering mechanisms are one-shot betting mechanisms that elicit agents' predictions of an event. For deterministic wagering mechanisms, an existing impossibility result has shown incompatibility of some desirable theoretical properties. In…