相关论文: Betting strategies with bounded splits

We consider two-player games played on finite graphs equipped with costs on edges and introduce two winning conditions, cost-parity and cost-Streett, which require bounds on the cost between requests and their responses. Both conditions…

Whether you trade futures for yourself or a hedge fund, your strategy is counted. Long and short position limits make the number of unique strategies finite. Formulas of the numbers of strategies, transactions, do nothing actions are…

Resource allocation problems across multiple contests are ubiquitous in adversarial settings, from military operations to market competition. While Colonel Blotto and General Lotto games have provided valuable theoretical foundations for…

An infinite game on the set of real numbers appeared in Matthew Baker's work [Math. Mag. 80 (2007), no. 5, pp. 377--380] in which he asks whether it can help characterize countable subsets of the reals. This question is in a similar spirit…

In this paper, we consider $\mathcal{L}\mathcal{R}$-ending partisan rulesets as a branch of combinatorial game theory. In these rulesets, the sets of options of both players are the same. However, there are two kinds of terminal positions.…

We consider the following two-player game: using observational data, the leader chooses a prediction function for a response variable $Y$ from given covariates. The follower then reacts with an intervention on some covariates in the…

We prove game-theoretic versions of several classical results on nonrepetitive sequences, showing the existence of winning strategies using an extension of the Lov\'asz Local Lemma which can dramatically reduce the number of edges needed in…

We consider perfect-information reachability stochastic games for 2 players on infinite graphs. We identify a subclass of such games, and prove two interesting properties of it: first, Player Max always has optimal strategies in games from…

In this paper we examine problems motivated by on-line financial problems and stochastic games. In particular, we consider a sequence of entirely arbitrary distinct values arriving in random order, and must devise strategies for selecting…

We calculated a fixed strategy that minimizes the average number of guesses (minimum strategy) for the number-guessing game MOO by exhaustive search. Although the minimum strategy for a similar game, mastermind, has been reported, this…

We revisit the well-studied problem of designing fair and manipulation-resistant tournament rules. In this problem, we seek a mechanism that (probabilistically) identifies the winner of a tournament after observing round-robin play among…

This paper characterizes the best possible rate of growth of wealth in a Kelly betting game when repeatedly betting against a general i.i.d. null hypothesis $\mathscr{P}$, but the data are drawn i.i.d from an arbitrary alternative $Q$. We…

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…

In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of…

We study a game puzzle that has enjoyed recent popularity among mathematicians, computer scientist, coding theorists and even the mass press. In the game, $n$ players are fitted with randomly assigned colored hats. Individual players can…

Kolmogorov complexity and algorithmic probability are defined only up to an additive resp. multiplicative constant, since their actual values depend on the choice of the universal reference computer. In this paper, we analyze a natural…

The article introduces a notion of a stochastic game with failure states and proposes two logical systems with modality "coalition has a strategy to transition to a non-failure state with a given probability while achieving a given goal."…

In the theory of algorithmic randomness, one of the central notions is that of computable randomness. An infinite binary sequence X is computably random if no recursive martingale (strategy) can win an infinite amount of money by betting on…

Consider betting against a sequence of data in $[0,1]$, where one is allowed to make any bet that is fair if the data have a conditional mean $m_0 \in (0,1)$. Cover's universal portfolio algorithm delivers a worst-case regret of $O(\ln n)$…

Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, $\limsup_n (n\log\log n)^{-1}|\sum_{1<=…