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We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a domain. The zeroth-order "coefficient"…

Optimization and Control · Mathematics 2012-07-17 N. V. Krylov

There has been a recent surge of interest in the role of information in strategic interactions. Much of this work seeks to understand how the realized equilibrium of a game is influenced by uncertainty in the environment and the information…

Computer Science and Game Theory · Computer Science 2014-07-22 Shaddin Dughmi

Compositional Game Theory is a new, recently introduced model of economic games based upon the computer science idea of compositionality. In it, complex and irregular games can be built up from smaller and simpler games, and the equilibria…

Computer Science and Game Theory · Computer Science 2017-11-22 Neil Ghani , Clemens Kupke , Alasdair Lambert , Fredrik Nordvall Forsberg

The uncertainty principle can be expressed in entropic terms, also taking into account the role of entanglement in reducing uncertainty. The information exclusion principle bounds instead the correlations that can exist between the outcomes…

Quantum Physics · Physics 2014-02-26 Patrick J. Coles , Marco Piani

We develop an axiomatic reconstruction of thermodynamics based entirely on two primitive components: a description of what aspects of a system are observed and a reference measure that encodes the underlying descriptive convention. These…

Chemical Physics · Physics 2026-01-21 Tatsuaki Tsuruyama

A large body of research is currently investigating on the connection between machine learning and game theory. In this work, game theory notions are injected into a preference learning framework. Specifically, a preference learning problem…

Machine Learning · Computer Science 2018-12-20 Mirko Polato , Fabio Aiolli

We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…

Optimization and Control · Mathematics 2025-05-13 Magnus Perninge

We introduce the concept of {\em information compressibility}, $K_I$, which measures the relative change of number of available microstates of an open system in response to an energy variation. We then prove that at the time in which the…

Statistical Mechanics · Physics 2009-11-13 M. Di Ventra , Y. Dubi

In the theory of special relativity, energy can be found in two forms: kinetic energy and rest mass. Potential energy of a body is actually stored under the form of rest mass, interaction energy too, temperature is not. Information acquired…

General Physics · Physics 2024-04-17 D. Lairez

Equilibrium notions for games with unawareness in the literature cannot be interpreted as steady-states of a learning process because players may discover novel actions during play. In this sense, many games with unawareness are…

Computer Science and Game Theory · Computer Science 2017-07-28 Burkhard C. Schipper

Using a game theory approach and a new extremal problem, Gibbs formula is proved in a most simple and general way for the classical mechanics case. A corresponding conjecture on the asymptotics of the classical entropy is formulated. For…

General Physics · Physics 2011-05-25 Lev Sakhnovich

Equilibrium notions for games with unawareness in the literature cannot be interpreted as steady-states of a learning process because players may discover novel actions during play. In this sense, many games with unawareness are…

Computer Science and Game Theory · Computer Science 2021-09-14 Burkhard Schipper

The increasingly pervasive connectivity of today's information systems brings up new challenges to security. Traditional security has accomplished a long way toward protecting well-defined goals such as confidentiality, integrity,…

Cryptography and Security · Computer Science 2018-08-27 Quanyan Zhu , Stefan Rass

In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…

Logic · Mathematics 2015-07-01 Stephane Le Roux

The paper presents an evolutionary game-theoretic approach to open access publishing as an asymmetric game between scientists and publishers. We show how the ordinary differential equations of the model presented can be written as a system…

Optimization and Control · Mathematics 2009-03-27 Katharina Habermann , Lutz Habermann

Irreversibility is a fundamental concept with important implications at many levels. It pinpoints the fundamental difference between the intrinsically reversible microscopic equations of motion and the unidirectional arrow of time that…

Quantum Physics · Physics 2019-05-01 T. B. Batalhao , S. Gherardini , J. P. Santos , G. T. Landi , M. Paternostro

Entropic dynamics is a framework for defining dynamical systems that is aligned with the principles of information theory. In an entropic dynamics model for motion on a statistical manifold, we find that the rate of changes for expected…

Dynamical Systems · Mathematics 2021-07-15 Pedro Pessoa

We study a dynamical system motivated by our earlier work on the statistical physics of social balance on graphs that can be viewed as a generalization of annihilating walks along two directions: first, the interaction topology is a…

Combinatorics · Mathematics 2013-06-11 Gabriel Istrate

We lay out a model of games with imperfect information that features explicit communication actions, by which the entire observation history of a player is revealed to another player. Such full-information protocols are common in…

Logic in Computer Science · Computer Science 2024-02-14 Dietmar Berwanger , Laurent Doyen , Thomas Soullard

A new concept of an equilibrium in games is introduced that solves an open question posed by A. Neyman.

Economics · Quantitative Finance 2019-01-08 R. Simon , S. Spiez , H. Torunczyk