相关论文: A Markov Chain Analysis of a Pattern Matching Coin…
Consider a system of \(n\) players in which each initially starts on a different team. At each time step, we select an individual winner and an individual loser randomly and the loser joins the winner's team. The resulting Markov chain and…
We study a sequential coin-flipping game in which a player starts with~$n$ coins, each landing heads independently with probability~$p$. In each round the player flips all remaining coins and must set aside at least one coin showing heads;…
An investment portfolio consists of $n$ algorithmic trading strategies, which generate vectors of positions in trading assets. Sign opposite trades (buy/sell) cross each other as strategies are combined in a portfolio. Then portfolio…
We motivate and propose a new model for non-cooperative Markov game which considers the interactions of risk-aware players. This model characterizes the time-consistent dynamic "risk" from both stochastic state transitions (inherent to the…
In this paper we introduce polytopal stochastic games, an extension of two-player, zero-sum, turn-based stochastic games, in which we may have uncertainty over the transition probabilities. In these games the uncertainty over the…
Various adaptive randomization procedures (adaptive designs) have been proposed to clinical trials. This paper discusses several broad families of procedures, such as the play-the-winner rule and Markov chain model, randomized…
Understanding the strategic behavior of miners in a blockchain is of great importance for its proper operation. A common model for mining games considers an infinite time horizon, with players optimizing asymptotic average objectives.…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
We analyze undiscounted continuous-time games of strategic experimentation with two-armed bandits. The risky arm generates payoffs according to a L\'{e}vy process with an unknown average payoff per unit of time which nature draws from an…
Gerber and Li in \cite{GeLi} formulated, using a Markov chain embedding, a system of equations that describes relations between generating functions of waiting time distributions for occurrences of patterns in a sequence of independent…
Consider equipping an alphabet $\mathcal{A}$ with a group action that partitions the set of words into equivalence classes which we call patterns. We answer standard questions for the Penney's game on patterns and show non-transitivity for…
Simple stochastic exchange games are based on random allocation of finite resources. These games are Markov chains that can be studied either analytically or by Monte Carlo simulations. In particular, the equilibrium distribution can be…
We study a random game in which two players in turn play a fixed number of moves. For each move, there are two possible choices. To each possible outcome of the game we assign a winner in an i.i.d. fashion with a fixed parameter p. In the…
Card shuffling models have provided simple motivating examples for the mathematical theory of mixing times for Markov chains. As a complement, we introduce a more intricate realistic model of a certain observable real-world scheme for…
In this work we propose a quantum version of a generalized Monty Hall game, that is, one in which the parameters of the game are left free, and not fixed on its regular values. The developed quantum scheme is then used to study the expected…
Randomized mechanisms can have good normative properties compared to their deterministic counterparts. However, randomized mechanisms are problematic in several ways such as in their verifiability. We propose here to derandomize such…
We model and study the game mechanisms and human behavior of the anarchy mode in Twitch Plays Pokemon with a pure-jump continuous-time Markov process. We computed the winning probability and expected game time for $1$ player and $N$ players…
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.…
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…