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The aim of this paper is twofold. First, we extend the results of [33] concerning the existence and uniqueness of second-order reflected 2BSDEs to the case of two obstacles. Under some regularity assumptions on one of the barriers, similar…

Probability · Mathematics 2014-01-31 Anis Matoussi , Lambert Piozin , Dylan Possamaï

The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to…

Mathematical Finance · Quantitative Finance 2018-02-22 Ivan Degano , Sebastian Ferrando , Alfredo Gonzalez

We study a quantum version of a penny flip game played using control parameters of the Hamiltonian in the Heisenberg model. Moreover, we extend this game by introducing auxiliary spins which can be used to alter the behaviour of the system.…

Quantum Physics · Physics 2012-11-05 Jarosław A. Miszczak , Piotr Gawron , Zbigniew Puchała

The game of bridge consists of two stages: bidding and playing. While playing is proved to be relatively easy for computer programs, bidding is very challenging. During the bidding stage, each player knowing only his/her own cards needs to…

Artificial Intelligence · Computer Science 2019-03-06 Jiang Rong , Tao Qin , Bo An

We introduce an evolutionary game with feedback between perception and reality, which we call the reality game. It is a game of chance in which the probabilities for different objective outcomes (e.g., heads or tails in a coin toss) depend…

General Finance · Quantitative Finance 2009-02-09 Dmitriy Cherkashin , J. Doyne Farmer , Seth Lloyd

Tropical polyhedra have been recently used to represent disjunctive invariants in static analysis. To handle larger instances, tropical analogues of classical linear programming results need to be developed. This motivation leads us to…

Metric Geometry · Mathematics 2015-03-17 Stephane Gaubert , Ricardo D. Katz , Sergei Sergeev

Priced timed games are optimal-cost reachability games played between two players---the controller and the environment---by moving a token along the edges of infinite graphs of configurations of priced timed automata. The goal of the…

Logic in Computer Science · Computer Science 2015-07-22 Shibashis Guha , Shankara Narayanan Krishna , Lakshmi Manasa , Ashutosh Trivedi

Priced timed games are two-player zero-sum games played on priced timed automata (whose locations and transitions are labeled by weights modeling the costs of spending time in a state and executing an action, respectively). The goals of the…

Computer Science and Game Theory · Computer Science 2017-04-05 Thomas Brihaye , Gilles Geeraerts , Axel Haddad , Engel Lefaucheux , Benjamin Monmege

We introduce a setup of model uncertainty in discrete time. In this setup we derive dual expressions for the super--replication prices of game options with upper semicontinuous payoffs. We show that the super--replication price is equal to…

Pricing of Securities · Quantitative Finance 2013-04-15 Yan Dolinsky

We consider graph games of infinite duration with winning conditions in parameterized linear temporal logic, where the temporal operators are equipped with variables for time bounds. In model checking such specifications were introduced as…

Computer Science and Game Theory · Computer Science 2011-06-08 Martin Zimmermann

The window mechanism, introduced by Chatterjee et al. for mean-payoff and total-payoff objectives in two-player turn-based games on graphs, refines long-term objectives with time bounds. This mechanism has proven useful in a variety of…

Computer Science and Game Theory · Computer Science 2022-05-10 James C. A. Main , Mickael Randour , Jeremy Sproston

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

Computer Science and Game Theory · Computer Science 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu

Quantum game theory is a recently developing field of physical research. In this paper, we investigate quantum games in a systematic way. With the famous instance of the Prisoner's Dilemma, we present the fascinating properties of quantum…

Quantum Physics · Physics 2007-05-23 Jiangfeng Du , Xiaodong Xu , Hui Li , Xianyi Zhou , Rongdian Han

The following game in a similar formulation to Petri nets and chip-firing games is studied: Given a finite collection of baskets, each has an infinite number of balls of the same value. Initially, a ball from some basket is chosen to put on…

Combinatorics · Mathematics 2022-10-25 Vuong Bui

We consider a class of nonlocal games that are related to binary constraint systems (BCSs) in a manner similar to the games implicit in the work of Mermin [N.D. Mermin, "Simple unified form for the major no-hidden-variables theorems," Phys.…

Quantum Physics · Physics 2013-10-17 Richard Cleve , Rajat Mittal

Fractional pebbling is a generalization of black-white pebbling introduced recently. In this reasearch paper we solve an open problem by proving a tight lower bound on the pebble weight required to fractionally pebble a balanced d-ary tree…

Computational Complexity · Computer Science 2013-05-29 Frank Vanderzwet

The purpose of this paper is to introduce the idea of triangular Ramsey numbers and provide values as well as upper and lower bounds for them. To do this, the combinatorial game Mines is introduced; after some necessary theorems about…

Combinatorics · Mathematics 2016-12-06 Timothy Trujillo , Connor Mattes , Zachary Chaney , Jed Menard

In this article we prove the existence of classical solutions to a system of mean field games arising in the study of exhaustible resource production under market competition. Individual trajectories are modeled by a controlled diffusion…

Analysis of PDEs · Mathematics 2020-11-20 P. Jameson Graber , Vincenzo Ignazio , Ariel Neufeld

In this thesis we introduce quantum refereed games, which are quantum interactive proof systems with two competing provers. We focus on a restriction of this model that we call "short quantum games" and we prove an upper bound and a lower…

Computational Complexity · Computer Science 2007-05-23 Gus Gutoski

In this paper, we consider zero-sum repeated games in which the maximizer is restricted to strategies requiring no more than a limited amount of randomness. Particularly, we analyze the maxmin payoff of the maximizer in two models: the…

Information Theory · Computer Science 2018-10-11 Mehrdad Valizadeh , Amin Gohari
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