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We investigate quantitative extensions of modal logic and the modal mu-calculus, and study the question whether the tight connection between logic and games can be lifted from the qualitative logics to their quantitative counterparts. It…

Logic in Computer Science · Computer Science 2008-02-21 Diana Fischer , Erich Grädel , Lukasz Kaiser

We consider game theory from the perspective of quantum algorithms. Strategies in classical game theory are either pure (deterministic) or mixed (probabilistic). We introduce these basic ideas in the context of a simple example, closely…

Quantum Physics · Physics 2009-10-31 David A. Meyer

Examples of games between two partners with mixed strategies, calculated by the use of the probability amplitude are given. The first game is described by the quantum formalism of spin one half system for which two noncommuting observables…

Quantum Physics · Physics 2015-06-26 A. A. Grib , A. Yu. Khrennikov , K. Starkov

A brief review is given of the minority game, an idealized model stimulated by a market of speculative agents, and its complex many-body behaviour. Particular consideration is given to analytic results for the model rather than discussions…

Disordered Systems and Neural Networks · Physics 2009-11-11 David Sherrington

We formalize the current practice of strategic mining in multi-cryptocurrency markets as a game, and prove that any better-response learning in such games converges to equilibrium. We then offer a reward design scheme that moves the system…

Computer Science and Game Theory · Computer Science 2018-05-24 Alexander Spiegelman , Idit Keidar , Moshe Tennenholtz

We derive valuations of a portfolio of financial instruments from a securities lending perspective, under different assumptions, and show a weighting scheme that converges to the true valuation. We illustrate conditions under which our…

Pricing of Securities · Quantitative Finance 2019-07-23 Ravi Kashyap

Over the last twenty years of research on quantum game theory have given us many ideas of how quantum games could be played. One of the most prominent ideas in the field is a model of quantum playing a 2x2 game introduced by J. Eisert, M.…

Quantum Physics · Physics 2021-05-26 Piotr Frąckiewicz

We pursue a general theory of quantum games. We show that quantum games are more efficient than classical games, and provide a saturated upper bound for this efficiency. We demonstrate that the set of finite classical games is a strict…

Quantum Physics · Physics 2008-09-19 Chiu Fan Lee , Neil Johnson

Quantum entanglement has been recently demonstrated as a useful resource in conflicting interest games of incomplete information between two players, Alice and Bob [Pappa et al., Phys. Rev. Lett. 114, 020401 (2015)]. General setting for…

Quantum Physics · Physics 2017-11-17 Ashutosh Rai , Goutam Paul

Accurate modeling of the temporal evolution of asset prices is crucial for understanding financial markets. We explore the potential of discrete-time quantum walks to model the evolution of asset prices. Return distributions obtained from a…

Statistical Finance · Quantitative Finance 2024-12-05 Stijn De Backer , Luis E. C. Rocha , Jan Ryckebusch , Koen Schoors

We propose to study market efficiency from a computational viewpoint. Borrowing from theoretical computer science, we define a market to be \emph{efficient with respect to resources $S$} (e.g., time, memory) if no strategy using resources…

Computational Engineering, Finance, and Science · Computer Science 2009-09-01 Jasmina Hasanhodzic , Andrew W. Lo , Emanuele Viola

This paper is concerned with complexity theoretic aspects of a general formulation of quantum game theory that models strategic interactions among rational agents that process and exchange quantum information. In particular, we prove that…

Computational Complexity · Computer Science 2022-12-28 John Bostanci , John Watrous

It is known that repeated gambling over the outcomes of independent and identically distributed (i.i.d.) random variables gives rise to alternate operational meaning of entropies in the classical case in terms of the doubling rates. We give…

Quantum Physics · Physics 2013-07-18 Naresh Sharma

We introduce and analyze a quantum analogue of the Law of Excluded Gambling Strategies of Classical Decision Theory by the definition of different kind of quantum casinos. The necessity of keeping into account entaglement (by the way we…

Quantum Physics · Physics 2007-05-23 Gavriel Segre

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

A simple and general formulation of the quantum game theory is presented, accommodating all possible strategies in the Hilbert space for the first time. The theory is solvable for the two strategy quantum game, which is shown to be…

Quantum Physics · Physics 2016-09-08 Taksu Cheon , Izumi Tsutsui

Classical algorithms for market equilibrium computation such as proportional response dynamics face scalability issues with Internet-based applications such as auctions, recommender systems, and fair division, despite having an almost…

Quantum Physics · Physics 2026-01-06 Po-Wei Huang , Patrick Rebentrost

Repeated quantum game theory addresses long term relations among players who choose quantum strategies. In the conventional quantum game theory, single round quantum games or at most finitely repeated games have been widely studied, however…

Quantum Physics · Physics 2023-12-12 Kazuki Ikeda , Shoto Aoki

Quantum computing technologies are advancing, and the class of addressable problems is expanding. Together with the emergence of new ventures and government-sponsored partnerships, these trends will help lower the barrier for new technology…

Physics and Society · Physics 2022-02-28 Evan R. MacQuarrie , Christoph Simon , Stephanie Simmons , Elicia Maine

Traditional economic models typically treat private information, or signals, as generated from some underlying state. Recent work has explicated alternative models, where signals correspond to interpretations of available information. We…

Computer Science and Game Theory · Computer Science 2012-02-20 Michael P. Wellman , Lu Hong , Scott E. Page
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