Related papers: A coding theoretic study of homogeneous Markovian …
In this expository paper we illustrate the generality of game theoretic probability protocols of Shafer and Vovk (2001) in finite-horizon discrete games. By restricting ourselves to finite-horizon discrete games, we can explicitly describe…
Proper scoring rules elicit truth-telling when making predictions, or otherwise revealing information. However, when multiple predictions are made of the same event, telling the truth is in general no longer optimal, as agents are motivated…
We use a simple N-player stochastic game with idiosyncratic and common noises to introduce the concept of Master Equation originally proposed by Lions in his lectures at the Coll\`ege de France. Controlling the limit N tends to the infinity…
Language emergence and evolution has recently gained growing attention through multi-agent models and mathematical frameworks to study their behavior. Here we investigate further the Naming Game, a model able to account for the emergence of…
This paper models games where the strategies are nodes of a graph G (we denote them as G-games) and in presence of coalition structures. The cases of one-shot and repeated games are presented. In the latter situation, coalitions are assumed…
We study security threats to Markov games due to information asymmetry and misinformation. We consider an attacker player who can spread misinformation about its reward function to influence the robust victim player's behavior. Given a…
We introduce a mixed {\em generalized} Dynkin game/stochastic control with ${\cal E}^f$-expectation in a Markovian framework. We study both the case when the terminal reward function is supposed to be Borelian only and when it is…
Performance prediction or forecasting sporting outcomes involves a great deal of insight into the particular area one is dealing with, and a considerable amount of intuition about the factors that bear on such outcomes and performances. The…
In Markov games, playing against non-stationary opponents with learning ability is still challenging for reinforcement learning (RL) agents, because the opponents can evolve their policies concurrently. This increases the complexity of the…
The dishonest casino is a well-known hidden Markov model (HMM) often used in education to introduce HMMs and graphical models. A sequence of die rolls is observed with the casino switching between a fair and a loaded die. Instead of…
We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…
Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…
We provide a compositional coalgebraic semantics for strategic games. In our framework, like in the semantics of functional programming languages, coalgebras represent the observable behaviour of systems derived from the behaviour of the…
Evolutionary game theory is a common framework to study the evolution of cooperation, where it is usually assumed that the same game is played in all interactions. Here, we investigate a model where the game that is played by two…
Assignment games represent a tractable yet versatile model of two-sided markets with transfers. We study the likely properties of the core of randomly generated assignment games. If the joint productivities of every firm and worker are…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
The forecasting of sports events is of broad interest from the applied but also from the theoretical perspective. In this work the question is addressed for the example of the German soccer Bundesliga how a theoretically optimum forecast of…
We consider a class of nonlocal games that are related to binary constraint systems (BCSs) in a manner similar to the games implicit in the work of Mermin [N.D. Mermin, "Simple unified form for the major no-hidden-variables theorems," Phys.…
We study bargaining games between suppliers and manufacturers in a network context. Agents wish to enter into contracts in order to generate surplus which then must be divided among the participants. Potential contracts and their surplus…
We consider a game in which two separate laboratories collaborate to prepare a quantum system and are then asked to guess the outcome of a measurement performed by a third party in a random basis on that system. Intuitively, by the…