相关论文: Kelly criterion for variable pay-off

The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…

We consider a two-person trading game in continuous time whereby each player chooses a constant rebalancing rule $b$ that he must adhere to over $[0,t]$. If $V_t(b)$ denotes the final wealth of the rebalancing rule $b$, then Player 1 (the…

The computation of a solution concept of a cooperative game usually employs values of all coalitions. However, in some applications, the values of some of the coalitions might be unknown due to high costs associated with their determination…

Feature-based SPL analysis and family-based model checking have seen rapid development. Many model checking problems can be reduced to two-player games on finite graphs. A prominent example is mu-calculus model checking, which is generally…

This note proposes a penalty criterion for assessing correct score forecasting in a soccer match. The penalty is based on hierarchical priorities for such a forecast i.e., i) Win, Draw and Loss exact prediction and ii) normalized Euclidian…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

A distortion function, which captures the payoff gap between a player's actual payoff and her true payoff, is introduced and used to analyze games. In our proposed framework, we argue that players' actual payoff functions should be used to…

Evolutionary dynamics provides an iconic relationship --- the periodic frequency of a game is determined by the payoff matrix of the game. This paper reports the first experimental evidence to demonstrate this relationship. Evidence comes…

A class of the Newell-Whitehead-Segel equations (also known as generalized Fisher equations and Newell-Whitehead equations) is studied with Lie and "nonclassical" symmetry points of view. The classifications of Lie reduction operators and…

"The chance to win given a certain move" is an easily obtainable quantity from data and often quoted in gaming statistics. It is also the fundamental quantity that reinforcement learning AI bases on. Unfortunately, this conditional…

We believe we have made progress in the age-old problem of divisibility rules for integers. Universal divisibility rule is introduced for any divisor in any base number system. The divisibility criterion is written down explicitly as a…

Poker is one of the most popular card games, whose rational investigation represents also one of the major challenges in several scientific areas, spanning from information theory and artificial intelligence to game theory and statistical…

Cooperative interval games are a generalized model of cooperative games in which the worth of every coalition corresponds to a closed interval representing the possible outcomes of its cooperation. Selections are all possible outcomes of…

We define a Causal Decision Problem as a Decision Problem where the available actions, the family of uncertain events and the set of outcomes are related through the variables of a Causal Graphical Model $\mathcal{G}$. A solution criteria…

The rank of a bimatrix game is defined as the rank of the sum of the payoff matrices of the two players. The rank of a game is known to impact both the most suitable computation methods for determining a solution and the expressive power of…

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…

In many cases the Nash equilibria are not predictive of the experimental players' behaviour. For some games of Game Theory it is proposed here a method to estimate the probabilities with which the different options will be actually chosen…

This paper has a twofold scope. The first one is to clarify and put in evidence the isomorphic character of two theories developed in quite different fields: on one side, threshold logic, on the other side, simple games. One of the main…

We introduce the prediction value (PV) as a measure of players' informational importance in probabilistic TU games. The latter combine a standard TU game and a probability distribution over the set of coalitions. Player $i$'s prediction…

A combinatorial simplex algorithm is an instance of the simplex method in which the pivoting depends on combinatorial data only. We show that any algorithm of this kind admits a tropical analogue which can be used to solve mean payoff…