相关论文: Betting strategies with bounded splits

Algorithmic theories of randomness can be related to theories of probabilistic sequence prediction through the notion of a predictor, defined as a function which supplies lower bounds on initial-segment probabilities of infinite sequences.…

The randomness rate of an infinite binary sequence is characterized by the sequence of ratios between the Kolmogorov complexity and the length of the initial segments of the sequence. It is known that there is no uniform effective procedure…

Shortlisting of candidates--selecting a group of "best" candidates--is a special case of multiwinner elections. We provide the first in-depth study of the computational complexity of strategic voting for shortlisting based on the perhaps…

We study a variation of the game of best choice (also known as the secretary problem or game of googol) under an additional assumption that the ranks of interview candidates are restricted using permutation pattern-avoidance. We describe…

In this work we have introduced two party games with respective winning conditions. One cannot win these games deterministically in the classical world if they are not allowed to communicate at any stage of the game. Interestingly we find…

We consider strong law of large numbers (SLLN) in the framework of game-theoretic probability of Shafer and Vovk (2001). We prove several versions of SLLN for the case that Reality's moves are unbounded. Our game-theoretic versions of SLLN…

We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of the arms. We consider the composite global null hypothesis…

We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001). By studying the asymptotic behavior of its capital process, we…

One can often encounter claims that classical (Kolmogorovian) probability theory cannot handle, or even is contradicted by, certain empirical findings or substantive theories. This note joins several previous attempts to explain that these…

We prove the existence and computability of optimal strategies in weighted limit games, zero-sum infinite-duration games with a B\"uchi-style winning condition requiring to produce infinitely many play prefixes that satisfy a given regular…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

In online betting, the bookmaker can update the payoffs it offers on a particular event many times before the event takes place, and the updated payoffs may depend on the bets accumulated thus far. We study the problem of bookmaking with…

It is well known that in games with imperfect information, such as poker, bluffing with some probability can be a component of the optimal strategy. However, as far as we know, nobody has ever exhibited a Scrabble position in which the…

``Behind every limit theorem, there is an inequality'' said Kolmogorov. We say ``for every inequality, there is an approximate inequality under approximate regularity conditions.'' Suppose $X, X'$ are independent and identically distributed…

We study two-player reachability games on finite graphs. At each state the interaction between the players is concurrent and there is a stochastic Nature. Players also play stochastically. The literature tells us that 1) Player B, who wants…

Merging asymptotic expansions of arbitrary length are established for the distribution functions and for the probabilities of suitably centered and normalized cumulative winnings in a full sequence of generalized St. Petersburg games,…

Following a series of works on capital growth investment, we analyse log-optimal portfolios where the return evaluation includes `weights' of different outcomes. The results are twofold: (A) under certain conditions, the logarithmic growth…

We show that by taking into account randomness of realization of experimental contexts it is possible to construct common Kolmogorov space for data collected for these contexts, although they can be incompatible. We call such a construction…

We consider a discrete-time Markov decision process with Borel state and action spaces. The performance criterion is to maximize a total expected {utility determined by unbounded return function. It is shown the existence of optimal…

This paper studies partially observable two-person zero-sum semi-Markov games under a probability criterion, in which the system state may not be completely observed. It focuses on the probability that the accumulated rewards of player 1…