相关论文: Markov chains applied to Parrondo's paradox: The c…
The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…
We construct and study the transition probability matrix of evolutionary games in which the number of players is finite (and relatively small) of such games. We use a simplified version of the population games studied by Sandholm. After…
We study a model of two-player, zero-sum, stopping games with asymmetric information. We assume that the payoff depends on two continuous-time Markov chains (X, Y), where X is only observed by player 1 and Y only by player 2, implying that…
We consider the problem of finding the Perron-Frobenius eigenvector of a primitive matrix. Dividing each of the rows of the matrix by the sum of the elements in the row, the resulting new matrix is stochastic. We give a formula for the…
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…
In many branches of engineering, Banach contraction mapping theorem is employed to establish the convergence of certain deterministic algorithms. Randomized versions of these algorithms have been developed that have proved useful in…
We explore some strategies which tend to perform well in the IPD. We start off by showing the significance of Tit-For-Tat strategies in evolutionary game theory. This is followed by a theoretical derivation of zero-determinant strategies,…
We study variants of a stochastic game inspired by backgammon where players may propose to double the stake, with the game state dictated by a one-dimensional random walk. Our variants allow for different numbers of proposals and different…
Markov chain Monte Carlo (MCMC) is a powerful tool for sampling from complex probability distributions. Despite its versatility, MCMC often suffers from strong autocorrelation and the negative sign problem, leading to slowing down the…
The problem of sampling from the stationary distribution of a Markov chain finds widespread applications in a variety of fields. The time required for a Markov chain to converge to its stationary distribution is known as the classical…
The procedure of tossing quantum coins and dice is described. This case is an important example of a quantum procedure because it presents a typical framework employed in quantum information processing and quantum computing. The emphasis is…
In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…
Markov games with coupling constraints model constrained dynamical decision-making involving self-interested agents, where the feasibility of an individual agent's strategy depends on the joint strategies of the others. Such games arise in…
We introduce a method of analyzing entanglement enhanced quantum games on regular lattices of agents. Our method is valid for setups with periodic and non-periodic boundary conditions. To demonstrate our approach we study two different…
When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…
On markets with receding prices, artificial noise traders may consider alternatives to buy-and-hold. By simulating variations of the Parrondo strategy, using real data from the Swedish stock market, we produce first indications of a…
In Newcomb's paradox you choose to receive either the contents of a particular closed box, or the contents of both that closed box and another one. Before you choose though, an antagonist uses a prediction algorithm to deduce your choice,…
Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…
In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics.…
Muchnik's paradox says that enumerable betting strategies are not always reducible to enumerable strategies whose bets are restricted to either even rounds or odd rounds. In other words, there are outcome sequences x where an effectively…