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

In a recent article in American Scientist, Theodore Hill described a coin-tossing game whose pay-off is the number of heads over the total number of throws. Suppose that at a given point during the game you have 5 heads and 3 tails, should…

We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…

We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, {\it viz}., red…

We study the problem of generating a sample from the stationary distribution of a Markov chain, given a method to simulate the chain. We give an approximation algorithm for the case of a random walk on a regular graph with n vertices that…

We study a stochastic game framework with dynamic set of players, for modeling and analyzing their computational investment strategies in distributed computing. Players obtain a certain reward for solving the problem or for providing their…

The paper [Ras15a] introduced distribution-valued games. This game-theoretic model uses probability distributions as payoffs for games in order to express uncertainty about the payoffs. The player's preferences for different payoffs are…

We introduce and study a two-player zero-sum game between a probabilist and Nature defined by a convex function $f$, a finite collection $\mathcal{B}$ of Markov generators (or its convex hull), and a target distribution $\pi$. The…

We show that planar continuous alternating systems, which can be used to model systems with seasonality, can exhibit a type of Parrondo's dynamic paradox, in which the stability of an equilibrium, common to all seasons is reversed for the…

The triangle game introduced by Chv\'{a}tal and Erd\H{o}s (1978) is one of the most famous combinatorial games. For $n,q\in\mathbb{N}$, the $(n,q)$-triangle game is played by two players, called Maker and Breaker, on the complete graph…

A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish…

As pairwise ranking becomes broadly employed for elections, sports competitions, recommendations, and so on, attackers have strong motivation and incentives to manipulate the ranking list. They could inject malicious comparisons into the…

This book summarizes ongoing research introducing probability space isomorphic mappings into the strategy spaces of game theory. This approach is motivated by discrepancies between probability theory and game theory when applied to the same…

Matching games is a one-to-one two sided market model introduced by Garrido-Lucero and Laraki, in which coupled agents' utilities are endogenously determined as the outcome of a strategic game. They refine the classical pairwise stability…

We prove a theorem that reduces bounding the mixing time of a card shuffle to verifying a condition that involves only triplets of cards. Then we use it to analyze a classic model of card shuffling. In 1988, Diaconis introduced the…

Probabilistic settings (e.g., vanishing-error channel coding) and non-probabilistic settings (e.g., zero-error channel coding and adversarial channels) were considered two related but different branches of information theory which do not…

Almost all of the work in graphical models for game theory has mirrored previous work in probabilistic graphical models. Our work considers the opposite direction: Taking advantage of recent advances in equilibrium computation for…

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

Sprouts is a two-player topological game, invented in 1967 by Michael Paterson and John Conway. The game starts with p spots, lasts at most 3p-1 moves, and the player who makes the last move wins. In the misere version of Sprouts, on the…

We model evolution according to an asymmetric game as occurring in multiple finite populations, one for each role in the game, and study the effect of subjecting individuals to stochastic strategy mutations. We show that, when these…

We study the problem of learning a most biased coin among a set of coins by tossing the coins adaptively. The goal is to minimize the number of tosses until we identify a coin i* whose posterior probability of being most biased is at least…