Related papers: Late comment on Astumian's paradox

We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be…

We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide a simple characterization of the limit set of equilibrium…

We examine the Markovian properties of coalition bargaining games, in particular, the case where past rejected proposals cannot be repeated. We propose a Markovian embedding with filtrations to render the sates Markovian and thus, fit into…

We unify standard frameworks for approachability both in full or partial monitoring by defining a new abstract game, called the "purely informative game", where the outcome at each stage is the maximal information players can obtain,…

We introduce a modification of Perron's method, where semi-solutions are considered in a carefully defined asymptotic sense. With this definition, we can show, in a rather elementary way, that in a zero-sum game or a control problem (with…

Parrondo's paradox is about a paradoxical game and gambling where two probabilistic losing games can be combined to form a winning game. While the counter intuitive game is interesting in itself, it can be thought of a discrete version of…

Two losing games, when alternated in a periodic or random fashion, can produce a winning game. This paradox occurs in a family of stochastic processes: if one combines two or more dynamics where a given quantity decreases, the result can be…

The original Parrondo game, denoted as AB3, contains two independent games: A and B. The winning or losing of A and B game is defined by the change of one unit of capital. Game A is a losing game if played continuously, with winning…

We provide an abstract framework for submodular mean field games and identify verifiable sufficient conditions that allow to prove existence and approximation of strong mean field equilibria in models where data may not be continuous with…

I reply to Ravon and Vaidman's criticism (quant-ph/0606067) of my classical implementation (quant-ph/0207124) of a three-box system as a card game.

Perturbation analysis of Markov chains provides bounds on the effect that a change in a Markov transition matrix has on the corresponding stationary distribution. This paper compares and analyzes bounds found in the literature for finite…

We consider a non-cooperative constrained stochastic games with N players with the following special structure. With each player there is an associated controlled Markov chain. The transition probabilities of the i-th Markov chain depend…

The dynamics in games involving multiple players, who adaptively learn from their past experience, is not yet well understood. We analyzed a class of stochastic games with Markov strategies in which players choose their actions…

We model evolution according to an asymmetric game as occurring in multiple finite populations, one for each role in the game, and study the effect of subjecting individuals to stochastic strategy mutations. We show that, when these…

Consider a Markov chain with finite state $\{0, 1, ..., d\}$. We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations : (1) the absorbing time of state $d$ when the chain starts…

Recent development in quantum computation and quantum information theory allows to extend the scope of game theory for the quantum world. The paper presents the history and basic ideas of quantum game theory. Description of Giffen paradoxes…

We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical…

We consider a strictly substochastic matrix or an stochastic matrix with absorbing states. By using quasi-stationary distributions one shows there is a canonical associated stationary Markov chain. Based upon $2-$stringing representation of…

When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that…

We consider a Markovian stochastic control problem with model uncertainty. The controller (intelligent player) observes only the state, and, therefore, uses feed-back (closed-loop) strategies. The adverse player (nature) who does not have a…