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We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…

Logic in Computer Science · Computer Science 2017-01-11 Patricia Bouyer , Romain Brenguier , Nicolas Markey , Michael Ummels

Hit-and-Run is known to be one of the best random sampling algorithms, its mixing time is polynomial in dimension. Nevertheless, in practice the number of steps required to achieve uniformly distributed samples is rather high. We propose…

Optimization and Control · Mathematics 2014-02-13 Elena Gryazina , Boris Polyak

Consider a system in which tasks of different execution times arrive continuously and have to be executed by a set of processors that are prone to crashes and restarts. In this paper we model and study the impact of parallelism and failures…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-06-11 Antonio Fernández Anta , Chryssis Georgiou , Dariusz R. Kowalski , Elli Zavou

To analyze strategic interactions arising in the cyber-security context, we develop a new reputation game model in which an attacker can pretend to be a normal user and a defender may have to announce attack detection at a certain point of…

Optimization and Control · Mathematics 2022-01-20 Kookyoung Han , Jin Hyuk Choi

Blockchains, and specifically smart contracts, have promised to create fair and transparent trading ecosystems. Unfortunately, we show that this promise has not been met. We document and quantify the widespread and rising deployment of…

Cryptography and Security · Computer Science 2019-04-11 Philip Daian , Steven Goldfeder , Tyler Kell , Yunqi Li , Xueyuan Zhao , Iddo Bentov , Lorenz Breidenbach , Ari Juels

This paper discusses the gambling contest introduced in Seel & Strack (Gambling in contests, Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 375, Mar 2012.) and considers the impact of adding a penalty…

Portfolio Management · Quantitative Finance 2013-01-07 Han Feng , David Hobson

Economic ensembles can be modeled as networks of interacting agents whose be-haviors are described in terms of game theory. The evolutionary paradigm has been applied to two-person games to discover strategies in this context.…

Condensed Matter · Physics 2007-05-23 Wan Ahmad Tajuddin Wan Abdullah

This paper studies a duopoly investment model with uncertainty. There are two alternative irreversible investments. The first firm to invest gets a monopoly benefit for a specified period of time. The second firm to invest gets information…

Optimization and Control · Mathematics 2019-03-01 Kristina Rognlien Dahl , Espen Stokkereit

For cheap-talk games with a binary state space in which the sender has state-independent preferences, we characterize equilibria that are robust to introducing slight state-dependence on the side of the sender. Not all equilibria are…

Theoretical Economics · Economics 2024-03-18 Jan-Henrik Steg , Elshan Garashli , Michael Greinecker , Christoph Kuzmics

In this paper, we investigate a largely extended version of classical MAB problem, called networked combinatorial bandit problems. In particular, we consider the setting of a decision maker over a networked bandits as follows: each time a…

Machine Learning · Computer Science 2015-03-23 Shaojie Tang , Yaqin Zhou

The use of blockchains for automated and adversarial trading has become commonplace. However, due to the transparent nature of blockchains, an adversary is able to observe any pending, not-yet-mined transactions, along with their execution…

Cryptography and Security · Computer Science 2024-02-16 Kaihua Qin , Stefanos Chaliasos , Liyi Zhou , Benjamin Livshits , Dawn Song , Arthur Gervais

When two players are engaged in a repeated game with unknown payoff matrices, they may use single-agent multi-armed bandit algorithms to choose the actions independent of each other. We show that when the players use Thompson sampling, the…

Computer Science and Game Theory · Computer Science 2025-09-30 Yi Xiong , Ningyuan Chen , Xuefeng Gao

This paper develops a model to evaluate the viability of blockchain markets as the sole venue for price formation. Blockchains clear at discrete intervals called block time, and transactions are executed sequentially according to priority…

General Finance · Quantitative Finance 2026-05-19 Agostino Capponi , Álvaro Cartea , Fayçal Drissi

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

Using the representation introduced in \cite{frame}, an artificial game in quantum strategy space is proposed and studied. Although it has well-known classical correspondence, which has classical mixture strategy Nash Equilibrium states,…

Quantum Physics · Physics 2007-05-23 Jinshan Wu

Two-player zero-sum "graph games" are a central model, which proceeds as follows. A token is placed on a vertex of a graph, and the two players move it to produce an infinite "play", which determines the winner or payoff of the game.…

Computer Science and Game Theory · Computer Science 2022-11-28 Guy Avni , Ismael Jecker , Djordje Zikelic

Quitting games are one of the simplest stochastic games in which at any stage each player has only two possible actions, continue and quit. The game ends as soon as at least one player chooses to quit. The players then receive a payoff,…

Probability · Mathematics 2011-01-13 Katharina Fischer

Cryptocurrency off-chain networks such as Lightning (e.g., Bitcoin) or Raiden (e.g., Ethereum) aim to increase the scalability of traditional on-chain transactions. To support nodes in learning about possible paths to route their…

Cryptography and Security · Computer Science 2020-03-03 Utz Nisslmueller , Klaus-Tycho Foerster , Stefan Schmid , Christian Decker

Inspired by Martin Fr\"anzle's persistent and influential work on capturing and handling delay inherent to cyber-physical systems in the formal verification of such systems, we study timed games where controllable actions do not take effect…

Formal Languages and Automata Theory · Computer Science 2025-02-27 Kim G. Larsen , Martin Zimmermann

I study adversarial attacks against stochastic bandit algorithms. At each round, the learner chooses an arm, and a stochastic reward is generated. The adversary strategically adds corruption to the reward, and the learner is only able to…

Machine Learning · Computer Science 2024-03-18 Shiliang Zuo
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