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In dynamic noncooperative games, each player makes conjectures about other players' reactions before choosing a strategy. However, resulting equilibria may be multiple and do not always lead to desirable outcomes. These issues are typically…

Computer Science and Game Theory · Computer Science 2025-11-24 Francesco Morri , Hélène Le Cadre , David Salas , Didier Aussel

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

In a zero-sum stochastic game, at each stage, two adversary players take decisions and receive a stage payoff determined by them and by a controlled random variable representing the state of nature. The total payoff is the normalized…

Optimization and Control · Mathematics 2022-05-06 Olivier Catoni , Miquel Oliu-Barton , Bruno Ziliotto

This paper aims to solve the optimal strategy against a well-known adaptive algorithm, the Hedge algorithm, in a finitely repeated $2\times 2$ zero-sum game. In the literature, related theoretical results are very rare. To this end, we make…

Optimization and Control · Mathematics 2023-12-18 Xinxiang Guo , Yifen Mu

A \emph{saddlepoint} of an $n \times n$ matrix is an entry that is the maximum of its row and the minimum of its column. Saddlepoints give the \emph{value} of a two-player zero-sum game, corresponding to its pure-strategy Nash equilibria;…

Computational Complexity · Computer Science 2024-01-17 Justin Dallant , Frederik Haagensen , Riko Jacob , László Kozma , Sebastian Wild

Sequential allocation is a simple mechanism for sharing multiple indivisible items. We study strategic behavior in sequential allocation. In particular, we consider Nash dynamics, as well as the computation and Pareto optimality of pure…

Computer Science and Game Theory · Computer Science 2017-05-29 Haris Aziz , Paul Goldberg , Toby Walsh

This paper considers simulation-based optimization of the performance of a regime-switching stochastic system over a finite set of feasible configurations. Inspired by the stochastic fictitious play learning rules in game theory, we propose…

Optimization and Control · Mathematics 2016-11-18 Omid Namvar Gharehshiran , Vikram Krishnamurthy , George Yin

The initialization of equation-based differential-algebraic system models, and more in general the solution of many engineering and scientific problems, require the solution of systems of nonlinear equations. Newton-Raphson's method is…

Numerical Analysis · Mathematics 2021-02-22 Francesco Casella , Bernhard Bachmann

We use a recently discovered constrained de Finetti reduction (aka "Post-Selection Lemma") to study the parallel repetition of multi-player non-local games under no-signalling strategies. Since the technique allows us to reduce general…

Quantum Physics · Physics 2016-10-04 Cécilia Lancien , Andreas Winter

We construct subgame-perfect equilibria with mixed strategies for symmetric stochastic timing games with arbitrary strategic incentives. The strategies are qualitatively different for local first- or second-mover advantages, which we…

Optimization and Control · Mathematics 2018-05-23 Jan-Henrik Steg

Consider a permutation $\sigma\in S_n$ as a deck of cards numbered from 1 to $n$ and laid out in a row, where $\sigma_j$ denotes the number of the card that is in the $j$-th position from the left.\rm\ We study some probabilistic and…

Probability · Mathematics 2012-02-10 Ross G. Pinsky

We propose matrix norm inequalities that extend the Recht-R\'e (2012) conjecture on a noncommutative AM-GM inequality by supplementing it with another inequality that accounts for single-shuffle, which is a widely used without-replacement…

Machine Learning · Computer Science 2021-03-15 Chulhee Yun , Suvrit Sra , Ali Jadbabaie

In the last years, the DeepMind algorithm AlphaZero has become the state of the art to efficiently tackle perfect information two-player zero-sum games with a win/lose outcome. However, when the win/lose outcome is decided by a final score…

Artificial Intelligence · Computer Science 2023-01-10 Luca Pasqualini , Gianluca Amato , Marco Fantozzi , Rosa Gini , Alessandro Marchetti , Carlo Metta , Francesco Morandin , Maurizio Parton

Zero-shot reinforcement learning is necessary for extracting optimal policies in absence of concrete rewards for fast adaptation to future problem settings. Forward-backward representations (FB) have emerged as a promising method for…

Machine Learning · Computer Science 2025-07-09 Núria Armengol Urpí , Marin Vlastelica , Georg Martius , Stelian Coros

In various models of one-way pushdown automata, the explicit use of two designated endmarkers on a read-once input tape has proven to be extremely useful for making a conscious, final decision on the acceptance/rejection of each input word…

Formal Languages and Automata Theory · Computer Science 2025-11-11 Tomoyuki Yamakami

Searching for objects amongst clutter is a key ability of visual systems. Speed and accuracy are often crucial: how can the visual system trade off these competing quantities for optimal performance in different tasks? How does the…

Neurons and Cognition · Quantitative Biology 2014-11-06 Bo Chen , Pietro Perona

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…

Computer Science and Game Theory · Computer Science 2021-09-06 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

We develop the setting of sequential prediction based on shifting experts and on a "smooth" version of the method of specialized experts. To aggregate experts predictions, we use the AdaHedge algorithm, which is a version of the Hedge…

Machine Learning · Computer Science 2020-01-24 Vladimir V'yugin , Vladimir Trunov

Many studies have shown that there are regularities in the way human beings make decisions. However, our ability to obtain models that capture such regularities and can accurately predict unobserved decisions is still limited. We tackle…

General Finance · Quantitative Finance 2021-03-11 Gael Poux-Medard , Sergio Cobo-Lopez , Jordi Duch , Roger Guimera , Marta Sales-Pardo

We prove limit theorems for the number of fixed points, descents, and inversions of iterated random-to-top shuffles in two asymptotic regimes. Our proofs are analytic, and they utilize new combinatorial decompositions that represent each…

Probability · Mathematics 2026-04-10 Alexander Clay
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