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

In this article we will propose a completely new point of view for solving one of the most important paradoxes concerning game theory. The solution develop shifts the focus from the result to the strategy s ability to operate in a cognitive…

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

This paper considers the problem of consumption and investment in a financial market within a continuous time stochastic economy. The investor exhibits a change in the discount rate. The investment opportunities are a stock and a riskless…

Game theory is the standard tool used to model strategic interactions in evolutionary biology and social science. Traditional game theory studies the equilibria of simple games. But is traditional game theory applicable if the game is…

Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…

Markov Chains offer ideal conditions for the study and mathematical modelling of a certain kind of situations depending on random variables. The basic concepts of the corresponding theory were introduced by Markov in 1907 on coding literary…

Open parity games are proposed as a compositional extension of parity games with algebraic operations, forming string diagrams of parity games. A potential application of string diagrams of parity games is to describe a large parity game…

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

We present a systematic investigation of the quantum games, constructed using a novel repeated game protocol, when played repeatedly ad infinitum. We focus on establishing that such repeated games -- by virtue of inherent quantum-mechanical…

We study the effect of quantum noise on history dependent quantum Parrondo's games by taking into account different noise channels. Our calculations show that entanglement can play a crucial role in quantum Parrondo's games. It is seen that…

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

In this paper, we introduce the fundamental notion of a Markov basis, which is one of the first connections between commutative algebra and statistics. The notion of a Markov basis is first introduced by Diaconis and Sturmfels (1998) for…

Balanced knockout tournaments are ubiquitous in sports competitions and are also used in decision-making and elections. The traditional computational question, that asks to compute a draw (optimal draw) that maximizes the winning…

We study a coin-tossing model used by a ratings agency to justify the sale of constant proportion debt obligations (CPDOs), and prove that it was impossible for CPDOs to achieve in a finite lifetime the Cash-In event of doubling its…

We use the Markov chain approximation method to construct approximations for the solution of the mean field game (MFG) with reflecting barriers studied in Bayraktar, Budhiraja, and Cohen (2017). The MFG is formulated in terms of a…

We present a Markov-chain analysis of blockwise-stochastic algorithms for solving partially block-separable optimization problems. Our main contributions to the extensive literature on these methods are statements about the Markov operators…

We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in…

The embedding problem for Markov chains is a famous problem in probability theory and only partial results are available up till now. In this paper, we propose a variant of the embedding problem called the reversible embedding problem which…

This paper describes a basic model of a gift economy in the shape of a Giving Game and reveals the fundamental structure of such a game. Main result is that the game shows a community effect in that a small subgroup of players eventually…

In many social dilemmas, individuals tend to generate a situation with low payoffs instead of a system optimum ("tragedy of the commons"). Is the routing of traffic a similar problem? In order to address this question, we present…