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We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…

Artificial Intelligence · Computer Science 2016-05-31 Paolo Turrini

We develop a hierarchical Bayesian dynamic game for competitive inventory and pricing under incomplete information. Two firms repeatedly choose order quantities and prices while facing two layers of uncertainty: unknown market demand and…

Methodology · Statistics 2026-03-09 Debashis Chatterjee

We provide a formal, simple and intuitive theory of rational decision making including sequential decisions that affect the environment. The theory has a geometric flavor, which makes the arguments easy to visualize and understand. Our…

Machine Learning · Computer Science 2012-02-10 Peter Sunehag , Marcus Hutter

We propose a general approach to quantitatively assessing the risk and vulnerability of artificial intelligence (AI) systems to biased decisions. The guiding principle of the proposed approach is that any AI algorithm must outperform a…

Computers and Society · Computer Science 2024-08-13 Shun Ide , Allison Blunt , Djallel Bouneffouf

Expectation is a central notion in probability theory. The notion of expectation also makes sense for other notions of uncertainty. We introduce a propositional logic for reasoning about expectation, where the semantics depends on the…

Artificial Intelligence · Computer Science 2014-07-29 Joseph Y. Halpern , Riccardo Pucella

Large reasoning models have shown strong performance through extended chain-of-thought reasoning, yet their computational cost remains significant. Probably approximately correct (PAC) reasoning provides statistical guarantees for efficient…

Artificial Intelligence · Computer Science 2026-02-02 Jianguo Huang , Hao Zeng , Bingyi Jing , Hongxin Wei , Bo An

This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…

Statistics Theory · Mathematics 2024-02-27 Jozsef Konczer

We introduce a notion of computable randomness for infinite sequences that generalises the classical version in two important ways. First, our definition of computable randomness is associated with imprecise probability models, in the sense…

Probability · Mathematics 2020-09-23 Floris Persiau , Jasper De Bock , Gert de Cooman

We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…

Optimization and Control · Mathematics 2023-07-31 Stefan Clarke , Gabriele Dragotto , Jaime Fernández Fisac , Bartolomeo Stellato

Recent advancements in algorithms for sequential decision-making under imperfect information have shown remarkable success in large games such as limit- and no-limit poker. These algorithms traditionally formalize the games using the…

Computer Science and Game Theory · Computer Science 2023-12-07 Vojtěch Kovařík , David Milec , Michal Šustr , Dominik Seitz , Viliam Lisý

We present a robust framework with computational algorithms to support decision makers in sequential games. Our framework includes methods to solve games with complete information, assess the robustness of such solutions and, finally,…

Computation · Statistics 2024-02-22 Tahir Ekin , Roi Naveiro , Alberto Torres-Barrán , David Ríos-Insua

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

In two-player finite-state stochastic games of partial observation on graphs, in every state of the graph, the players simultaneously choose an action, and their joint actions determine a probability distribution over the successor states.…

Computer Science and Game Theory · Computer Science 2011-07-13 Krishnendu Chatterjee , Laurent Doyen

Autonomous systems can substantially enhance a human's efficiency and effectiveness in complex environments. Machines, however, are often unable to observe the preferences of the humans that they serve. Despite the fact that the human's and…

Machine Learning · Statistics 2017-05-29 Agostino Capponi , Reza Ghanadan , Matt Stern

Finding, counting, or determining the existence of Nash equilibria, where players must play optimally given each others' actions, are known to be computational intractable problems. We ask whether weakening optimality to the requirement…

Computer Science and Game Theory · Computer Science 2026-02-12 Mete Şeref Ahunbay , Paul W. Goldberg , Edwin Lock , Panayotis Mertikopoulos , Bary S. R. Pradelski , Bassel Tarbush

No-regret learners seek to minimize the difference between the loss they cumulated through the actions they played, and the loss they would have cumulated in hindsight had they consistently modified their behavior according to some strategy…

Computer Science and Game Theory · Computer Science 2023-11-09 Gabriele Farina , Charilaos Pipis

Quantitative logic reasons about the degree to which formulas are satisfied. This paper studies the fundamental reasoning principles of higher-order quantitative logic and their application to reasoning about probabilistic programs and…

Logic in Computer Science · Computer Science 2026-05-21 Giorgio Bacci , Rasmus Ejlers Møgelberg

Reasoning about degrees of belief in uncertain dynamic worlds is fundamental to many applications, such as robotics and planning, where actions modify state properties and sensors provide measurements, both of which are prone to noise. With…

Artificial Intelligence · Computer Science 2013-09-27 Vaishak Belle , Hector Levesque

The sequential equilibrium is a standard solution concept for extensive-form games with imperfect information that includes an explicit representation of the players' beliefs. An assessment consisting of a strategy and a belief is a…

Computer Science and Game Theory · Computer Science 2024-02-08 Moritz Graf , Thorsten Engesser , Bernhard Nebel

The rapid development of artificial intelligence methods contributes to their wide applications for forecasting various financial risks in recent years. This study introduces a novel explainable case-based reasoning (CBR) approach without a…

Computational Finance · Quantitative Finance 2021-07-20 Wei Li , Florentina Paraschiv , Georgios Sermpinis