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Stochastic games are often used to model reactive processes. We consider the problem of synthesizing an optimal almost-sure winning strategy in a two-player (namely a system and its environment) turn-based stochastic game with both a…

Systems and Control · Computer Science 2015-11-03 Min Wen , Ufuk Topcu

Suppose one buys two very similar stocks and is curious about how much, after some time T, one of them will contribute to the overall asset, expecting, of course, that it should be around 1/2 of the sum. Here we examine this question within…

Statistical Finance · Quantitative Finance 2011-05-31 Gleb Oshanin , Gregory Schehr

Many popular sports involve matches between two teams or players where each team have the possibility of scoring points throughout the match. While the overall match winner and result is interesting, it conveys little information about the…

Applications · Statistics 2020-12-23 Claus Thorn Ekstrøm , Andreas Kryger Jensen

We find a remarkable agreement between the statistics of a randomly divided interval and the observed statistical patterns and distributions found in horse racing betting markets. We compare the distribution of implied winning odds, the…

Statistical Finance · Quantitative Finance 2016-12-09 Peter A. Bebbington , Julius Bonart

A hockey player's plus-minus measures the difference between goals scored by and against that player's team while the player was on the ice. This measures only a marginal effect, failing to account for the influence of the others he is…

Applications · Statistics 2016-01-27 Robert B. Gramacy , Matt Taddy , Sen Tian

Regression-based adjusted plus-minus statistics were developed in basketball and have recently come to hockey. The purpose of these statistics is to provide an estimate of each player's contribution to his team, independent of the strength…

Applications · Statistics 2015-03-19 Brian Macdonald

Many learning algorithms are known to converge to an equilibrium for specific classes of games if the same learning algorithm is adopted by all agents. However, when the agents are self-interested, a natural question is whether agents have…

Computer Science and Game Theory · Computer Science 2024-02-15 Shivam Bajaj , Pranoy Das , Yevgeniy Vorobeychik , Vijay Gupta

In professional basketball, the accurate prediction of scoring opportunities based on strategic decision-making is crucial for spatial and player evaluations. However, traditional models often face challenges in accounting for the…

Machine Learning · Computer Science 2025-03-27 Rikako Kono , Keisuke Fujii

A ray-tracing method inspired by ergodic billiards is used to estimate the theoretically best decision rule for a set of linear separable examples. While the Bayes-optimum requires a majority decision over all Perceptrons separating the…

Condensed Matter · Physics 2007-05-23 Pal Rujan

In this paper it is demonstrated that the scoring at each PGA Tour stroke play event can be reasonably modeled as a Gaussian random variable. All 46 stroke play events in the 2007 season are analyzed. The distributions of scores are…

Applications · Statistics 2008-02-27 Robert D. Grober

Even though having more possession does not necessarily lead to winning, teams like Manchester City, Liverpool, and Leeds United notably have tried to recover the ball quickly after they lost it over the past few years. Nowadays, some of…

Applications · Statistics 2023-07-11 Ricardo Furbino Marques do Nascimento , Hugo M. R. Rios-Neto

Shooting skill in the NBA is typically measured by field goal percentage (FG%) - the number of makes out of the total number of shots. Even more advanced metrics like true shooting percentage are calculated by counting each player's…

Applications · Statistics 2018-10-30 Daniel Daly-Grafstein , Luke Bornn

In \emph{zero-sum two-player hidden stochastic games}, players observe partial information about the state. We address: $(i)$ the existence of the \emph{uniform value}, i.e., a limiting average payoff that both players can guarantee for…

Optimization and Control · Mathematics 2026-02-09 Krishnendu Chatterjee , David Lurie , Raimundo Saona , Bruno Ziliotto

We investigated the performance of the collective intelligence of NFL fans predicting the outcome of games as realized through the Vegas betting lines. Using data from 2560 games (all post-expansion, regular- and post-season games from…

Social and Information Networks · Computer Science 2012-11-19 Greg Szalkowski , Michael L. Nelson

This paper introduces a new model and methodology for estimating the ability of NBA players. The main idea is to directly measure how good a player is by comparing how their team performs when they are on the court as opposed to when they…

Applications · Statistics 2010-08-05 Paul Fearnhead , Benjamin M. Taylor

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…

Probability · Mathematics 2021-06-24 Gert de Cooman , Jasper De Bock

We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…

Optimization and Control · Mathematics 2022-08-26 János Flesch , Eilon Solan

Despite growing interest in quantifying and modeling the scoring dynamics within professional sports games, relative little is known about what patterns or principles, if any, cut across different sports. Using a comprehensive data set of…

Applications · Statistics 2014-03-24 Sears Merritt , Aaron Clauset

The use of statistical modeling in baseball has received substantial attention recently in both the media and academic community. We focus on a relatively under-explored topic: the use of statistical models for the analysis of fielding…

Applications · Statistics 2009-08-14 Shane T. Jensen , Kenneth E. Shirley , Abraham J. Wyner

In an epsilon-approximate Nash equilibrium, a player can gain at most epsilon in expectation by unilateral deviation. An epsilon well-supported approximate Nash equilibrium has the stronger requirement that every pure strategy used with…

Computer Science and Game Theory · Computer Science 2014-03-24 Yogesh Anbalagan , Sergey Norin , Rahul Savani , Adrian Vetta
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