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相关论文: Markov chains applied to Parrondo's paradox: The c…

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We consider a deterministic realization of Parrondo games and use periodic orbit theory to analyze their asymptotic behavior.

混沌动力学 · 物理学 2007-05-23 Roberto Artuso , Lucia Cavallasca , Giampaolo Cristadoro

Human beings like to believe they are in control of their destiny. This ubiquitous trait seems to increase motivation and persistence, and is probably evolutionarily adaptive. But how good really is our ability to control? How successful is…

物理与社会 · 物理学 2009-11-13 J. B. Satinover , D. Sornette

We propose a quantum implementation of a capital-dependent Parrondo's paradox that uses $O(\log_2(n))$ qubits, where $n$ is the number of Parrondo games. We present its implementation in the quantum computer language (QCL) and show…

量子物理 · 物理学 2008-09-16 J. A. Miszczak , P. Gawron

We consider quantum variants of Parrondo games on low-dimensional Hilbert spaces. The two games which form the Parrondo game are implemented as quantum walks on a small cycle of length $M$. The dimension of the Hilbert space is $2M$. We…

量子物理 · 物理学 2023-06-30 Andreas Mielke

We study the dating market decision problem in which men and women repeatedly go out on dates and learn about each other. We consider a model for the dating market that takes into account progressive mutual learning. This model consists of…

物理与社会 · 物理学 2009-11-13 C. M. Arizmendi

Based on Brownian ratchets, a counter-intuitive phenomenon has recently emerged -- namely, that two losing games can yield, when combined, a paradoxical tendency to win. A restriction of this phenomenon is that the rules depend on the…

统计力学 · 物理学 2009-10-31 Juan M. R. Parrondo , Gregory P. Harmer , Derek Abbott

In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people…

综合金融 · 定量金融 2019-05-17 Andrea Berdondini

The Continuous-Time Random Walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this article we will show how the random combination of two different unbiased CTRWs can give raise to a process with clear…

数学物理 · 物理学 2011-11-30 Miquel Montero

We study multistep Bayesian betting strategies in coin-tossing games in the framework of game-theoretic probability of Shafer and Vovk (2001). We show that by a countable mixture of these strategies, a gambler or an investor can exploit…

交易与市场微观结构 · 定量金融 2010-08-23 Kei Takeuchi , Masayuki Kumon , Akimichi Takemura

Finding a counterfeit coin with the different weight from a set of visually identical coin using a balance, usually a two-armed balance, known as the balance question, is an intersting and inspiring question. Its variants involve…

信息论 · 计算机科学 2020-07-28 Fangqi Li

Consider a system of \(n\) players in which each initially starts on a different team. At each time step, we select an individual winner and an individual loser randomly and the loser joins the winner's team. The resulting Markov chain and…

概率论 · 数学 2014-01-15 Robert Mena , Will Murray

Consider the following game: You are given two indistinguishable envelopes, each containing money. One contains twice as much as the other. You may pick one envelope and keep the money it contains. Having chosen an envelope, you are given…

概率论 · 数学 2021-01-29 Nemo Semret

We revisit the game in which each of several players chooses a pattern and then a coin is flipped repeatedly until one of these patterns is generated. In particular, we demonstrate how to compute the probability of any one player winning…

概率论 · 数学 2015-07-07 Jan Vrbik , Paul Vrbik

In game theory, players have continuous expected payoff functions and can use fixed point theorems to locate equilibria. This optimization method requires that players adopt a particular type of probability measure space. Here, we introduce…

最优化与控制 · 数学 2007-05-23 Michael J. Gagen , Kae Nemoto

In this work, we study the effectiveness of employing archetypal aperiodic sequencing -- namely Fibonacci, Thue-Morse, and Rudin-Shapiro -- on the Parrondian effect. From a capital gain perspective, our results show that these series do…

物理与社会 · 物理学 2025-01-14 Marcelo A. Pires , Erveton P. Pinto , Rone N. da Silva , Sílvio M. Duarte Queirós

A simple classical probabilistic system (a simple card game) classically exemplifies Aharonov and Vaidman's "Three-Box 'paradox'" [J. Phys. A 24, 2315 (1991)], implying that the Three-Box example is neither quantal nor a paradox and leaving…

量子物理 · 物理学 2009-11-07 K. A. Kirkpatrick

Matrix games constitute a fundamental problem of game theory and describe a situation of two players with completely conflicting interests. We show how methods from statistical mechanics can be used to investigate the statistical properties…

无序系统与神经网络 · 物理学 2009-10-31 J. Berg , A. Engel

Several authors have implied that the original inspiration for Parrondo's games was a physical system called a ``flashing Brownian ratchet''. The relationship seems to be intuitively clear but, surprisingly, has not yet been established…

统计力学 · 物理学 2012-11-19 Andrew Allison , Derek Abbott

Randomized mechanisms can have good normative properties compared to their deterministic counterparts. However, randomized mechanisms are problematic in several ways such as in their verifiability. We propose here to derandomize such…

计算机科学与博弈论 · 计算机科学 2024-05-16 Toby Walsh

Two-player stochastic games are games with two 2 players and a randomised entity called "nature". A natural question to ask in this framework is the existence of strategies that ensure that an event happens with probability 1 (almost-sure…

计算机科学与博弈论 · 计算机科学 2018-06-27 Youssouf Oualhadj , Léo Tible , Daniele Varacca