相关论文: Nonparametric Strategy Test

Institutional allocators often evaluate structured strategies on the basis of marketed backtests -- hypothetical track records constructed by applying a strategy's rules to historical data prior to any live trading, also referred to as…

We construct a statistical ensemble of games, where in each independent subensemble we have two players playing the same game. We derive the mean payoffs per move of the representative players of the game, and we evaluate all the…

We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…

High throughput screening of compounds (chemicals) is an essential part of drug discovery [7], involving thousands to millions of compounds, with the purpose of identifying candidate hits. Most statistical tools, including the industry…

We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…

In this paper we analyse two-player games by their response graphs. The response graph has nodes which are strategy profiles, with an arc between profiles if they differ in the strategy of a single player, with the direction of the arc…

Evaluating deep multiagent reinforcement learning (MARL) algorithms is complicated by stochasticity in training and sensitivity of agent performance to the behavior of other agents. We propose a meta-game evaluation framework for deep MARL,…

We study a simple adaptive model in the framework of an N -player normal form game. The model consists of a repeated game where the players only know their own action space and their own payoff scored at each stage, not those of the other…

Most games have, or can be generalised to have, a number of parameters that may be varied in order to provide instances of games that lead to very different player experiences. The space of possible parameter settings can be seen as a…

We analyze, both analytically and numerically, the self-organization of a system of "selfish" adaptive agents playing an arbitrary iterated pairwise game (defined by a 2X2 payoff matrix). Examples of possible games to play are: the…

Companies like Google and Microsoft run billions of auctions every day to sell advertising opportunities. Any change to the rules of these auctions can have a tremendous effect on the revenue of the company and the welfare of the…

Desensitization addresses safe optimal planning under parametric uncertainties by providing sensitivity function-based risk estimates. This paper expands upon the existing work on desensitization in optimal control to address safe planning…

In multi-agent reinforcement learning (MARL) and game theory, agents repeatedly interact and revise their strategies as new data arrives, producing a sequence of strategy profiles. This paper studies sequences of strategies satisfying a…

We study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to…

We carry out a game-theoretic analysis of the recursive game "Guts," a variant of poker featuring repeated play with possibly growing stakes. An interesting aspect of such games is the need to account for funds lost to all players if…

In video games, non-player characters (NPCs) play a pivotal role in shaping players' experiences. The design of these characters, encompassing their appearance and behaviors, can be manipulated in terms of coherence and consistency to…

In order to use psychometric instruments to assess a multidimensional construct, we may decompose it in dimensions and, in order to assess each dimension, develop a set of items, so one may assess the construct as a whole, by assessing its…

We consider zero-sum stochastic games with finite state and action spaces, perfect information, mean payoff criteria, without any irreducibility assumption on the Markov chains associated to strategies (multichain games). The value of such…

Nonparametric two-sample testing is a classical problem in inferential statistics. While modern two-sample tests, such as the edge count test and its variants, can handle multivariate and non-Euclidean data, contemporary gargantuan datasets…

Strategy evaluation schemes are a crucial factor in any agent-based market model, as they determine the agents' strategy preferences and consequently their behavioral pattern. This study investigates how the strategy evaluation schemes…