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We introduce a new class of context dependent, incomplete information games to serve as structured prediction models for settings with significant strategic interactions. Our games map the input context to outcomes by first condensing the…

Machine Learning · Computer Science 2019-05-30 Vikas K. Garg , Tommi Jaakkola

We extend the open games framework for compositional game theory to encompass also mixed strategies, making essential use of the discrete probability distribution monad. We show that the resulting games form a symmetric monoidal category,…

Logic in Computer Science · Computer Science 2020-09-16 Neil Ghani , Clemens Kupke , Alasdair Lambert , Fredrik Nordvall Forsberg

Accurate stock price forecasting has consistently remained a pivotal yet challenging FinTech task that underpins quantitative trading and investment decision making. Recent efforts have been dedicated to modeling various complex…

Trading and Market Microstructure · Quantitative Finance 2026-05-26 Yong Zhang , Xinxiao Wu , Yunde Jia , Che Sun

This paper introduces a systematic methodological framework to design and analyze distributed algorithms for optimization and games over networks. Starting from a centralized method, we identify an aggregation function involving all the…

Optimization and Control · Mathematics 2025-05-26 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

In this paper we describe an approach to resolve strategic games in which players can assume different types along the game. Our goal is to infer which type the opponent is adopting at each moment so that we can increase the player's odds.…

Computer Science and Game Theory · Computer Science 2014-04-02 Mario Benevides , Isaque Lima , Rafael Nader , Pedro Rougemont

Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…

Information Theory · Computer Science 2009-11-05 Paul Cuff

This paper establishes complete convergence for weighted sums and the Marcinkiewicz--Zygmund-type strong law of large numbers for sequences of negatively associated and identically distributed random variables $\{X,X_n,n\ge1\}$ with general…

Probability · Mathematics 2021-03-02 Vu Thi Ngoc Anh , Nguyen Thi Thanh Hien , Lê Vǎn Thành , Vo Thi Hong Van

Game semantics allows us to look at basic logical concepts from another side. This approach to logic has a long history, there are plenty of different types of games: provability games, semantic games, etc. And there is an interesting type…

Logic · Mathematics 2023-10-26 Ivan Pyltsyn

Coding theory plays a crucial role in enabling reliable communication, storage, and computation. Classical approaches assume a worst-case adversarial model and ensure error correction and data recovery only when the number of honest nodes…

Machine Learning · Computer Science 2026-01-06 Hanzaleh Akbari Nodehi , Viveck R. Cadambe , Mohammad Ali Maddah-Ali

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…

Probability · Mathematics 2021-06-24 Gert de Cooman , Jasper De Bock

We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…

Machine Learning · Computer Science 2019-05-30 Mingda Qiao , Gregory Valiant

Regular games form a well-established class of games for analysis and synthesis of reactive systems. They include coloured Muller games, McNaughton games, Muller games, Rabin games, and Streett games. These games are played on directed…

Computer Science and Game Theory · Computer Science 2024-05-14 Zihui Liang , Bakh Khoussainov , Mingyu Xiao

We present a partial operator-theoretic characterization of approachability principle and based on this characterization, we interpret a particular distributed payoff allocation algorithm to be a sequence of time-varying paracontractions.…

Systems and Control · Electrical Eng. & Systems 2019-12-02 Aitazaz Ali Raja , Sergio Grammatico

The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time averages around the ergodic limit. Whether a numerical…

Numerical Analysis · Mathematics 2025-11-10 Chuchu Chen , Xinyu Chen , Jialin Hong

The system mentioned in the title belongs to the family of the so-called massively multi-player online social games (MMOSG). It features a scoring system for the elements of the game that is prone to herding effects. We analyze in detail…

Probability · Mathematics 2014-02-11 Guy Fayolle , Jean-Marc Lasgouttes

Evolutionary games on networks traditionally involve the same game at each interaction. Here we depart from this assumption by considering mixed games, where the game played at each interaction is drawn uniformly at random from a set of two…

Physics and Society · Physics 2016-05-23 Marco A. Amaral , Lucas Wardil , Matjaz Perc , Jafferson K. L. da Silva

The problem of continuous machine learning is studied. Within the framework of the game-theoretic approach, when for calculating the next forecast, no assumptions about the stochastic nature of the source that generates the data flow are…

Machine Learning · Computer Science 2023-10-31 Vladimir V'yugin , Vladimir Trunov

The concept of biased Maker-Breaker games, introduced by Chv\'atal and Erd{\H o}s, is a central topic in the field of positional games, with deep connections to the theory of random structures. For any given hypergraph ${\cal H}$ the main…

Combinatorics · Mathematics 2018-08-06 Christopher Kusch , Juanjo Rué , Christoph Spiegel , Tibor Szabó

The main purpose of this study is to introduce a semi-classical model describing betting scenarios in which, at variance with conventional approaches, the payoff of the gambler is encoded into the internal degrees of freedom of a quantum…

Quantum Physics · Physics 2021-09-22 Salvatore Tirone , Maddalena Ghio , Giulia Livieri , Vittorio Giovannetti , Stefano Marmi

We develop a Markov model of curling matches, parametrised by the probability of winning an end and the probability distribution of scoring ends. In practical applications, these end-winning probabilities can be estimated econometrically,…

Applications · Statistics 2024-11-06 John Fry , Mark Austin , Silvio Fanzon