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The Probabilistic Serial mechanism is well-known for its desirable fairness and efficiency properties. It is one of the most prominent protocols for the random assignment problem. However, Probabilistic Serial is not incentive-compatible,…

Computer Science and Game Theory · Computer Science 2020-01-30 Zihe Wang , Zhide Wei , Jie Zhang

Addressing the question of how to achieve optimal decision-making under risk and uncertainty is crucial for enhancing the capabilities of artificial agents that collaborate with or support humans. In this work, we address this question in…

Multiagent Systems · Computer Science 2024-08-02 Nicole Orzan , Erman Acar , Davide Grossi , Patrick Mannion , Roxana Rădulescu

In this paper, we study a game with positive or plus infinite expectation and determine the optimal proportion of investment for maximizing the limit expectation of growth rate per attempt. With this objective, we introduce a new pricing…

Optimization and Control · Mathematics 2013-06-28 Yukio Hirashita

The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…

Optimization and Control · Mathematics 2023-10-09 H. Dharma Kwon , Jan Palczewski

In games with a large number of players where players may have overlapping objectives, the analysis of stable outcomes typically depends on player types. A special case is when a large part of the player population consists of imitation…

Computer Science and Game Theory · Computer Science 2010-06-18 Soumya Paul , R. Ramanujam

We consider two-player contests with the possibility of ties and study the effect of different tie-breaking rules on effort. For ratio-form and difference-form contests that admit pure-strategy Nash equilibrium, we find that the effort of…

Theoretical Economics · Economics 2024-02-05 Sumit Goel , Amit Goyal

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…

Computer Science and Game Theory · Computer Science 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

Scheduling a sports tournament is a complex optimization problem, which requires a large number of hard constraints to satisfy. Despite the availability of several such constraints in the literature, there remains a gap since most of the…

Numerical Analysis · Mathematics 2021-06-18 Syed Rameez Naqvi , Adnan Ahmad , S. M. Riazul Islam , Tallha Akram , M. Abdullah-Al-Wadud , Atif Alamri

We propose a novel ranking model that combines the Bradley-Terry-Luce probability model with a nonnegative matrix factorization framework to model and uncover the presence of latent variables that influence the performance of top tennis…

Machine Learning · Computer Science 2019-06-14 Rui Xia , Vincent Y. F. Tan , Louis Filstroff , Cédric Févotte

We analyze the fate of dynamical systems that consist of two kind of processes. The first type is supposed to perform a certain function by processing information at a required high accuracy, which is, however, limited to less than 100…

Biological Physics · Physics 2018-10-10 Maximilian Voit , Hildegard Meyer-Ortmanns

Ranking is a ubiquitous phenomenon in the human society. By clicking the web pages of Forbes, you may find all kinds of rankings, such as world's most powerful people, world's richest people, top-paid tennis stars, and so on and so forth.…

Data Analysis, Statistics and Probability · Physics 2015-06-03 Weibing Deng , Wei Li , Xu Cai , Alain Bulou , Qiuping A. Wang

In mainstream neoclassical economics, utility maximization is the only engine of individual action, and the other or the social, if it is modeled for decisions deemed fundamental, it is done as a tacit externality parameter affecting an…

Theoretical Economics · Economics 2026-02-24 Alfio Giarlotta , M. Ali Khan , Angelo Enrico Petralia , Francesco Reito

In this article, we study the decision-making process of chess players by using a chess engine to evaluate the moves across different pools of games. We quantified the decisiveness of each move during the games using a metric derived from…

Physics and Society · Physics 2025-06-13 A. Chacoma , O. V. Billoni

How do incentive levels affect strategic behaviour? We address this with an experiment that separately identifies own- and opponent-incentive effects in two dominance-solvable games that differ in strategic complexity. Higher own incentives…

Theoretical Economics · Economics 2026-03-30 Teresa Esteban-Casanelles , Duarte Gonçalves

In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…

Computer Science and Game Theory · Computer Science 2009-08-04 Mugurel Ionut Andreica

We consider an online version of the well-studied network utility maximization problem, where users arrive one by one and an operator makes irrevocable decisions for each user without knowing the details of future arrivals. We propose a…

Data Structures and Algorithms · Computer Science 2021-01-27 Ying Cao , Bo Sun , Danny H. K. Tsang

From the viewpoint of networks, a ranking system for players or teams in sports is equivalent to a centrality measure for sports networks, whereby a directed link represents the result of a single game. Previously proposed network-based…

Physics and Society · Physics 2012-12-07 Shun Motegi , Naoki Masuda

Game (Israeli) options in a multi-asset market model with proportional transaction costs are studied in the case when the buyer is allowed to exercise the option and the seller has the right to cancel the option gradually at a mixed (or…

Pricing of Securities · Quantitative Finance 2016-12-08 Alet Roux , Tomasz Zastawniak

We study arbitrage opportunities, market viability and utility maximization in market models with an insider. Assuming that an economic agent possesses from the beginning an additional information in the form of a random variable G, which…

Risk Management · Quantitative Finance 2016-10-03 Ngoc Huy Chau , Wolfgang Runggaldier , Peter Tankov

Ranking athletes by their performance in competitions and tournaments is common in every popular sport and has significant benefits that contribute to both the organization and strategic aspects of competitions. Although rankings are…

Physics and Society · Physics 2025-08-28 Bogdán Asztalos , Boldizsár Balázs , Gergely Palla , Tamás Vicsek