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We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…

Probability · Mathematics 2020-07-15 Tiziano De Angelis , Erik Ekström , Kristoffer Glover

I prove that it is irrational for agents with even slightly private preferences to condition their strategy on private information that is payoff-irrelevant to them, contrary to powerful techniques for analyzing communication and repeated…

Theoretical Economics · Economics 2026-05-29 Alistair Barton

We study conformal inference in non-exchangeable environments through the lens of Blackwell's theory of approachability. We first recast adaptive conformal inference (ACI, Gibbs and Cand\`es, 2021) as a repeated two-player vector-valued…

Machine Learning · Statistics 2025-10-20 Guillaume Principato , Gilles Stoltz

Heifetz, Meier, and Schipper (2013) introduced dynamic game with unawareness consisting of a partially ordered set of games in extensive form. Here, we study the normal form of dynamic games with unawareness. The generalized normal form…

Computer Science and Game Theory · Computer Science 2026-05-01 Burkhard C. Schipper

The last two decades have witnessed a rapid development of quantum information processing, a new paradigm which studies the power and limit of "quantum advantages" in various information processing tasks. Problems such as when quantum…

Quantum Physics · Physics 2015-02-03 Zhaohui Wei , Shengyu Zhang

Blackwell's approachability (Blackwell, 1954, 1956) is a very general online learning framework where a Decision Maker obtains vector-valued outcomes, and aims at the convergence of the average outcome to a given ``target'' set. Blackwell…

Optimization and Control · Mathematics 2024-08-26 Joon Kwon , Yijun Wan , Bruno Ziliotto

This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…

Optimization and Control · Mathematics 2025-09-25 Zifan Wang , Xinlei Yi , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…

Computer Science and Game Theory · Computer Science 2015-09-30 Payam Delgosha , Amin Gohari , Mohammad Akbarpour

Financial markets, with their vast range of different investment opportunities, can be seen as a system of many different simultaneous games with diverse and often unknown levels of risk and reward. We introduce generalizations to the…

Portfolio Management · Quantitative Finance 2008-12-10 Matus Medo , Yury M. Pis'mak , Yi-Cheng Zhang

To reduce the danger of powerful super-intelligent AIs, we might make the first such AIs oracles that can only send and receive messages. This paper proposes a possibly practical means of using machine learning to create two classes of…

Artificial Intelligence · Computer Science 2020-10-07 James D. Miller , Roman Yampolskiy , Olle Haggstrom , Stuart Armstrong

For two causal structures with the same set of visible variables, one is said to observationally dominate the other if the set of distributions over the visible variables realizable by the first contains the set of distributions over the…

Machine Learning · Statistics 2025-02-24 Marina Maciel Ansanelli , Elie Wolfe , Robert W. Spekkens

This paper investigates the powers and limitations of quantum entanglement in the context of cooperative games of incomplete information. We give several examples of such nonlocal games where strategies that make use of entanglement…

Quantum Physics · Physics 2010-01-11 Richard Cleve , Peter Hoyer , Ben Toner , John Watrous

Extracting higher-order structures from multivariate data has become an area of intensive study in complex systems science, as these multipartite interactions can reveal insights into fundamental features of complex systems like emergent…

Information Theory · Computer Science 2026-01-14 Thomas F. Varley

Combinatorial Game Theory is a branch of mathematics and theoretical computer science that studies sequential 2-player games with perfect information. Normal play is the convention where a player who cannot move loses. Here, we generalize…

Computer Science and Game Theory · Computer Science 2023-10-31 Prem Kant , Urban Larsson , Ravi K. Rai , Akshay V. Upasany

Algorithms for equilibrium computation generally make no attempt to ensure that the computed strategies are understandable by humans. For instance the strategies for the strongest poker agents are represented as massive binary files. In…

Computer Science and Game Theory · Computer Science 2019-01-23 Sam Ganzfried , Farzana Yusuf

We introduce a quantum cloning game in which $k$ separate collaborative parties receive a classical input, determining which of them has to share a maximally entangled state with an additional party (referee). We provide the optimal winning…

Quantum Physics · Physics 2025-10-22 Llorenç Escolà-Farràs , Léo Colisson Palais , Florian Speelman

Cores of cooperative games are ubiquitous in information theory, and arise most frequently in the characterization of fundamental limits in various scenarios involving multiple users. Examples include classical settings in network…

Information Theory · Computer Science 2009-01-05 Mokshay Madiman

Two-player win/lose games of infinite duration are involved in several disciplines including computer science and logic. If such a game has deterministic winning strategies, one may ask how simple such strategies can get. The answer may…

Computer Science and Game Theory · Computer Science 2020-02-04 Stéphane Le Roux

Recent studies have analyzed whether one forecast method dominates another under a class of consistent scoring functions. While the existing literature focuses on empirical tests of forecast dominance, little is known about the theoretical…

Methodology · Statistics 2019-12-19 Fabian Krüger , Johanna F. Ziegel

We analyze different ways of pairing agents in a bipartite matching problem, with regard to its scaling properties and to the distribution of individual ``satisfactions''. Then we explore the role of partial information and bounded…

Statistical Mechanics · Physics 2009-11-10 Paolo Laureti , Yi-Cheng Zhang
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