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This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

Optimization and Control · Mathematics 2023-09-04 Zifan Wang , Yi Shen , Michael M. Zavlanos , Karl H. Johansson

The speculation game is an agent-based toy model to investigate the dynamics of the financial market. Our model has achieved the reproduction of 10 of the well-known stylized facts for financial time series. However, there is also a…

Statistical Finance · Quantitative Finance 2019-09-09 Kei Katahira , Yu Chen

Quantum memory management is becoming a pressing problem, especially given the recent research effort to develop new and more complex quantum algorithms. The only existing automatic method for quantum states clean-up relies on the…

Quantum Physics · Physics 2019-04-04 Giulia Meuli , Mathias Soeken , Martin Roetteler , Nikolaj Bjorner , Giovanni De Micheli

These lecture notes attempt a mathematical treatment of game theory akin to mathematical physics. A game instance is defined as a sequence of states of an underlying system. This viewpoint unifies classical mathematical models for 2-person…

Theoretical Economics · Economics 2023-04-27 Ulrich Faigle

In late May of 2014 I received an email from a colleague introducing to me a non-transitive game developed by Walter Penney. This paper explores this probability game from the perspective of a coin tossing game, and further discusses some…

Probability · Mathematics 2014-06-10 James Brofos

We study zero-sum games, a variant of the classical combinatorial Subtraction games (studied for example in the monumental work "Winning Ways", by Berlekamp, Conway and Guy), called Cumulative Subtraction (CS). Two players alternate in…

Combinatorics · Mathematics 2020-02-14 Gal Cohensius , Urban Larsson , Reshef Meir , David Wahlstedt

Mean-Field Games are games with a continuum of players that incorporate the time-dimension through a control-theoretic approach. Recently, simpler approaches relying on the Best Reply Strategy have been proposed. They assume that the agents…

Optimization and Control · Mathematics 2014-12-24 Pierre Degond , Michael Herty , Jian-Guo Liu

The game of Tetris is an important benchmark for research in artificial intelligence and machine learning. This paper provides a historical account of the algorithmic developments in Tetris and discusses open challenges. Handcrafted…

Machine Learning · Computer Science 2019-05-13 Simón Algorta , Özgür Şimşek

We create a new two-player game on the Sperner Triangle based on Sperner's lemma. Our game has simple rules and several desirable properties. First, the game is always certain to have a winner. Second, like many other interesting games such…

Computer Science and Game Theory · Computer Science 2007-05-23 Kyle Burke , Shang-Hua Teng

We introduce a new, game-theoretic approach to anti-classification results for orbit equivalence relations. Within this framework, we give a short conceptual proof of Hjorth's turbulence theorem. We also introduce a new dynamical criterion…

Logic · Mathematics 2018-04-17 Martino Lupini , Aristotelis Panagiotopoulos

It is shown that delta hedging provides the optimal trading strategy in terms of minimal required initial capital to replicate a given terminal payoff in a continuous-time Markovian context. This holds true in market models where no…

Pricing of Securities · Quantitative Finance 2012-10-10 Johannes Ruf

The game in which acts of participants don't have an adequate description in terms of Boolean logic and classical theory of probabilities is considered. The model of the game interaction is constructed on the basis of a non-distributive…

Quantum Physics · Physics 2007-05-23 Andrey Grib , Georges Parfionov

One of the main goals in the study of quantum nonlocality is to determine the maximum violation achieved by quantum correlations in a Bell scenario. However, given a Bell inequality, there is no general algorithm to perform this task. As an…

Quantum Physics · Physics 2017-04-18 Gláucia Murta

We show that the Brier game of prediction is mixable and find the optimal learning rate and substitution function for it. The resulting prediction algorithm is applied to predict results of football and tennis matches. The theoretical…

Machine Learning · Computer Science 2009-11-02 Vladimir Vovk , Fedor Zhdanov

We present a consistent formulation of quantum game theory that accommodates all possible strategies in Hilbert space. The physical content of the quantum strategy is revealed as a family of classical games representing altruistic game play…

Quantum Physics · Physics 2009-11-13 Taksu Cheon

Priced timed games (PTGs) are two-player zero-sum games played on the infinite graph of configurations of priced timed automata where two players take turns to choose transitions in order to optimize cost to reach target states. Bouyer et…

Computer Science and Game Theory · Computer Science 2020-02-18 Thomas Brihaye , Gilles Geeraerts , Shankara Narayanan Krishna , Lakshmi Manasa , Benjamin Monmege , Ashutosh Trivedi

Balls-and-bins games have been a wildly successful tool for modeling load balancing problems. In this paper, we study a new scenario, which we call the ball recycling game, defined as follows: Throw m balls into n bins i.i.d. according to a…

Data Structures and Algorithms · Computer Science 2018-11-05 Michael A. Bender , Jake Christensen , Alex Conway , Martín Farach-Colton , Rob Johnson , Meng-Tsung Tsai

We address the equilibrium concept of a reverse auction game so that no one can enhance the individual payoff by a unilateral change when all the others follow a certain strategy. In this approach the combinatorial possibilities to consider…

Combinatorics · Mathematics 2010-10-26 Seung Ki Baek , Sebastian Bernhardsson

Parity games are simple infinite games played on finite graphs with a winning condition that is expressive enough to capture nested least and greatest fixpoints. Through their tight relationship to the modal mu-calculus, they are used in…

Logic in Computer Science · Computer Science 2019-09-18 Tom van Dijk

We study an extension of the well-known red-blue pebble game (RBP) with partial computation steps, inspired by the recent work of Sobczyk. While the original RBP assumes that we need to have all the inputs of an operation in fast memory at…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-11 Pál András Papp , Aleksandros Sobczyk , A. N. Yzelman