相关论文: Kelly criterion for variable pay-off

Quantile-based classifiers can classify high-dimensional observations by minimising a discrepancy of an observation to a class based on suitable quantiles of the within-class distributions, corresponding to a unique percentage for all…

We apply the generalized conditional gradient algorithm to potential mean field games and we show its well-posedeness. It turns out that this method can be interpreted as a learning method called fictitious play. More precisely, each step…

In the classical context, the cooperative game theory concept of the Shapley value has been adapted for post hoc explanations of machine learning models. However, this approach does not easily translate to eXplainable Quantum ML (XQML).…

We present a polynomial-time reduction from max-plus-average constraints to the feasibility problem for semidefinite programs. This shows that Condon's simple stochastic games, stochastic mean payoff games, and in particular mean payoff…

Kleene algebra (KA) is an important tool for reasoning about general program equivalences, with a decidable and complete equational theory. However, KA cannot always prove equivalences between specific programs. For this purpose, one adds…

We study selective and game-theoretic versions of properties like the ccc, weak Lindel\"ofness and separability, giving various characterizations of them and exploring connections between these properties and some classical cardinal…

If $L/K$ is a finite Galois extension of local fields, we say that the valuation criterion $VC(L/K)$ holds if there is an integer $d$ such that every element $x \in L$ with valuation $d$ generates a normal basis for $L/K$. Answering a…

Evolutionary game theory classically investigates which behavioral patterns are evolutionarily successful in a single game. More recently, a number of contributions have studied the evolution of preferences instead: which subjective…

An active line of research has considered games played on networks in which payoffs depend on both a player's individual decision and also the decisions of her neighbors. Such games have been used to model issues including the formation of…

We characterize the class of committee scoring rules that satisfy the fixed-majority criterion. In some sense, the committee scoring rules in this class are multiwinner analogues of the single-winner Plurality rule, which is uniquely…

Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…

With increasing game size, a problem of computational complexity arises. This is especially true in real world problems such as in social systems, where there is a significant population of players involved in the game, and the complexity…

We define the class of "simple recursive games". A simple recursive game is defined as a simple stochastic game (a notion due to Anne Condon), except that we allow arbitrary real payoffs but disallow moves of chance. We study the complexity…

This paper proposes a novel approach to explain the predictions made by data-driven methods. Since such predictions rely heavily on the data used for training, explanations that convey information about how the training data affects the…

In its normal form prisoners' dilemma (PD) is represented by a payoff matrix showing players strategies and payoffs. To obtain distinguishing trait and strategic form of PD certain constraints are imposed on the elements of its payoff…

We consider a symmetric two-player contest, in which the choice set of effort is constrained. We apply a fundamental property of the payoff function to show that, under standard assumptions, there exists a unique Nash equilibrium in pure…

We prove that for every Bell's inequality and for a broad class of protocols, there always exists a multi-party communication complexity problem, for which the protocol assisted by states which violate the inequality is more efficient than…

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

The main result is a generalization of Keller's recursion equation for finding a prime number given the previous primes. We also examine the convergence of the limit in Keller's equation and the convergence of the limit in the general…

We investigate the relation between Bell inequalities and nonlocal games by presenting a systematic method for their bilateral conversion. In particular, we show that while to any nonlocal game there naturally corresponds a unique Bell…