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Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…

Optimization and Control · Mathematics 2022-05-03 Vassili Kolokoltsov

We introduce a new method, involving infinite games and Borel determinacy, which we use to answer several well-known questions in Borel combinatorics.

Logic · Mathematics 2020-01-20 Andrew Marks

In this paper, we consider a partial information two-person zero-sum stochastic differential game problem where the system is governed by a backward stochastic differential equation driven by Teugels martingales associated with a L\'{e}vy…

Optimization and Control · Mathematics 2017-08-15 Fu Zhang , Qingxin Meng , Maoning Tang

In this paper we begin the systematic study of group equations with abelian predicates in the main classes of groups where solving equations is possible. We extend the line of work on word equations with length constraints, and more…

Group Theory · Mathematics 2022-05-02 Laura Ciobanu , Albert Garreta

We provide game-theoretic proofs of some well-known existence theorems of Friedberg numberings for the class of all partial computable functions, including (1) the existence of two incomparable Friedberg numberings; (2) the existence of a…

Logic · Mathematics 2020-03-23 Takuma Imamura

We study infinite asymptotic games in Banach spaces with an F.D.D. and prove that analytic games are determined by characterising precisely the conditions for the players to have winning strategies. These results are applied to characterise…

Functional Analysis · Mathematics 2008-10-24 Christian Rosendal

Combinatorial games lead to several interesting, clean problems in algorithms and complexity theory, many of which remain open. The purpose of this paper is to provide an overview of the area to encourage further research. In particular, we…

Computational Complexity · Computer Science 2009-09-25 Erik D. Demaine , Robert A. Hearn

Negotiations, a model of concurrency with multi party negotiation as primitive, have been recently introduced by J. Desel and J. Esparza. We initiate the study of games for this model. We study coalition problems: can a given coalition of…

Logic in Computer Science · Computer Science 2015-09-25 Philipp Hoffmann

This article introduces differential hybrid games, which combine differential games with hybrid games. In both kinds of games, two players interact with continuous dynamics. The difference is that hybrid games also provide all the features…

Logic in Computer Science · Computer Science 2017-08-17 André Platzer

We propose a unifying additive theory for standard conventions in Combinatorial Game Theory, including normal-, mis\`ere- and scoring-play, studied by Berlekamp, Conway, Dorbec, Ettinger, Guy, Larsson, Milley, Neto, Nowakowski, Renault,…

Combinatorics · Mathematics 2021-07-07 Urban Larsson , Richard J. Nowakowski , Carlos P. Santos

We introduce a model of anonymous games with the player dependent action sets. We propose several learning procedures based on the well-known Fictitious Play and Online Mirror Descent and prove their convergence to equilibrium under the…

Optimization and Control · Mathematics 2017-04-04 Saeed Hadikhanloo

We introduce and study Minkowski games. These are two player games, where the players take turns to chose positions in $\mathbb{R}^d$ based on some rules. Variants include boundedness games, where one player wants to keep the positions…

Computer Science and Game Theory · Computer Science 2016-11-28 Stéphane Le Roux , Arno Pauly , Jean-François Raskin

We develop a new approach to drifting games, a class of two-person games with many applications to boosting and online learning settings. Our approach involves (a) guessing an asymptotically optimal potential by solving an associated…

Machine Learning · Computer Science 2023-02-14 Zhilei Wang , Robert V. Kohn

We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players choose, simultaneously and independently, an action. Then a successor…

Formal Languages and Automata Theory · Computer Science 2011-08-31 Vincent Gripon , Olivier Serre

We announce misere-play solutions to several previously-unsolved combinatorial games. The solutions are described in terms of misere quotients--commutative monoids that encode the additive structure of specific misere-play games. We also…

Combinatorics · Mathematics 2008-06-30 Thane E. Plambeck , Aaron N. Siegel

Hedonic games are an archetypal problem in coalition formation, where a set of selfish agents want to partition themselves into stable coalitions. In this work, we focus on two natural constraints on the possible outcomes. First, we require…

Computer Science and Game Theory · Computer Science 2026-03-24 Foivos Fioravantes , Harmender Gahlawat , Nikolaos Melissinos , Šimon Schierreich

Strategic interactions between competitive entities are generally considered from the perspective of complete revelation of benefits achieved from those interactions, in the form of public payoff functions and/or beliefs, in the announced…

Computer Science and Game Theory · Computer Science 2020-02-12 Aditya Ahuja

The notion of nearly abelian rational semigroup was introduced by Hinkannen and Martin. In this paper, we have introduced the notion of nearly abelian transcendental semigroup. We have extended the results of nearly abelian rational…

Dynamical Systems · Mathematics 2019-10-29 Ramanpreet Kaur , Dinesh Kumar

Impartial subtraction games on the nonnegative integers have been studied by many and discussed in detail in for example the remarkable work Winning Ways by Conway, Berlekamp and Guy. We describe how comply variations of these games,…

Number Theory · Mathematics 2012-09-11 Urban Larsson

This article presents the variant of the approach introduced in the recent work of Bensoussan, Wong, Yam and Yuan [13] to the generic first-order mean field game problem. A major contribution here is the provision of new crucial a priori…

Optimization and Control · Mathematics 2023-12-13 Alain Bensoussan , Tak Kwong Wong , Sheung Chi Phillip Yam , Hongwei Yuan
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