相关论文: The Optimal Strategy against Hedge Algorithm in Re…

This paper presents a recursive reasoning formalism of Bayesian optimization (BO) to model the reasoning process in the interactions between boundedly rational, self-interested agents with unknown, complex, and costly-to-evaluate payoff…

We study the Active Simple Hypothesis Testing (ASHT) problem, a simpler variant of the Fixed Budget Best Arm Identification problem. In this work, we provide novel game theoretic formulation of the upper bounds of the ASHT problem. This…

Interdicting a criminal with limited police resources is a challenging task as the criminal changes location over time. The size of the large transportation network further adds to the difficulty of this scenario. To tackle this issue, we…

This paper revisits a classical problem of slotted multiple access with success, idle, and collision events on each slot. First, results of a 2-user multiple access game are reported. The game was conducted at the University of Southern…

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical…

Non-ergodic convergence of learning dynamics in games is widely studied recently because of its importance in both theory and practice. Recent work (Cai et al., 2024) showed that a broad class of learning dynamics, including Optimistic…

Evolutionary $2 \times 2$ games are studied with players located on a square lattice. During the evolution the randomly chosen neighboring players try to maximize their collective income by adopting a random strategy pair with a probability…

We study coalition formation in the framework of fractional hedonic games (FHGs). The objective is to maximize social welfare in an online model where agents arrive one by one and must be assigned to coalitions immediately and irrevocably.…

When humans interact with learning-based control systems, a common goal is to minimize a cost function known only to the human. For instance, an exoskeleton may adapt its assistance in an effort to minimize the human's metabolic…

Two-player graph games have found numerous applications, most notably in the synthesis of reactive systems from temporal specifications, but also in verification. The relevance of infinite-state systems in these areas has lead to…

Upon infection of their bacterial hosts temperate phages must chose between lysogenic and lytic developmental strategies. Here we apply the game-theoretic bet-hedging strategy introduced by Kelly to derive the optimal lysogenic fraction of…

We present a method for finding optimal hedging policies for arbitrary initial portfolios and market states. We develop a novel actor-critic algorithm for solving general risk-averse stochastic control problems and use it to learn hedging…

We study the problem of super-replication for game options under proportional transaction costs. We consider a multidimensional continuous time model, in which the discounted stock price process satisfies the conditional full support…

In online betting, the bookmaker can update the payoffs it offers on a particular event many times before the event takes place, and the updated payoffs may depend on the bets accumulated thus far. We study the problem of bookmaking with…

Motivated by alternating learning dynamics in two-player games, a recent work by Cevher et al.(2024) shows that $o(\sqrt{T})$ alternating regret is possible for any $T$-round adversarial Online Linear Optimization (OLO) problem, and left as…

In this paper we study how to play (stochastic) games optimally using little space. We focus on repeated games with absorbing states, a type of two-player, zero-sum concurrent mean-payoff games. The prototypical example of these games is…

We consider concurrent stochastic games played on graphs with reachability and safety objectives. These games can be solved by value iteration as well as strategy iteration, each of them yielding a sequence of under-approximations of the…

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the properties that optimal solutions need to have, and devised a…

Stackelberg games are a classic example of bilevel optimization problems, which are often encountered in game theory and economics. These are complex problems with a hierarchical structure, where one optimization task is nested within the…

We develop a method based on computer algebra systems to represent the mutual pure strategy best-response dynamics of symmetric two-player, two-action repeated games played by players with a one-period memory. We apply this method to the…