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Snackjack is a highly simplified version of blackjack that was proposed by Ethier (2010) and given its name by Epstein (2013). The eight-card deck comprises two aces, two deuces, and four treys, with aces having value either 1 or 4, and…

概率论 · 数学 2019-06-05 Stewart N. Ethier , Jiyeon Lee

This paper studies optimal market making for large-tick assets in the presence of latency. We consider a random walk model for the asset price, and formulate the market maker's optimization problem using Markov Decision Processes (MDP). We…

交易与市场微观结构 · 定量金融 2020-03-18 Xuefeng Gao , Yunhan Wang

We investigate a combinatorial optimization problem that involves patrolling the edges of an acute triangle using a unit-speed agent. The goal is to minimize the maximum (1-gap) idle time of any edge, which is defined as the time gap…

离散数学 · 计算机科学 2025-10-01 Konstantinos Georgiou , Somnath Kundu , Pawel Pralat

An analogue of the Euclidean algorithm for square matrices of size 2 with integral non-negative entries and strictly positive determinant $n$ defines a finite set $\mathcal{R}(n)$ of Euclid-reduced matrices corresponding to elements of…

数论 · 数学 2022-09-21 Roland Bacher

We show that, consistently, every MAD family has cardinality strictly bigger than the dominating number, that is a > d, thus solving one of the oldest problems on cardinal invariants of the continuum. The method is a contribution to the…

逻辑 · 数学 2021-08-10 Saharon Shelah

This paper presents a novel learning-based trajectory planning framework for quadrotors that combines model-based optimization techniques with deep learning. Specifically, we formulate the trajectory optimization problem as a quadratic…

机器人学 · 计算机科学 2023-12-05 Yuwei Wu , Xiatao Sun , Igor Spasojevic , Vijay Kumar

The Pandora's box problem (Weitzman 1979) is a core model in economic theory that captures an agent's (Pandora's) search for the best alternative (box). We study an important generalization of the problem where the agent can either fully…

计算工程、金融与科学 · 计算机科学 2026-04-03 Ali Aouad , Jingwei Ji , Yaron Shaposhnik

This paper studies the problem of multi-step manipulative attacks in Stackelberg security games, in which a clever attacker attempts to orchestrate its attacks over multiple time steps to mislead the defender's learning of the attacker's…

人工智能 · 计算机科学 2022-03-02 Thanh H. Nguyen , Arunesh Sinha

In his classical article[3](1953), J.Kiefer introduced the Fibonacci search as a direct optimal method. The optimality was proved under the restriction: the total number of tests is given in advance and fixed. To avoid this restriction,…

概率论 · 数学 2014-11-24 Mu-Fa Chen , Dan-Hua Huang

In Part I of this two-part paper [1], we proposed a new game, called Chinese restaurant game, to analyze the social learning problem with negative network externality. The best responses of agents in the Chinese restaurant game with…

社会与信息网络 · 计算机科学 2011-12-16 Chih-Yu Wang , Yan Chen , K. J. Ray Liu

The problem of designing a profit-maximizing, Bayesian incentive compatible and individually rational mechanism with flexible consumers and costly heterogeneous supply is considered. In our setup, each consumer is associated with a…

计算机科学与博弈论 · 计算机科学 2018-02-01 Shiva Navabi , Ashutosh Nayyar

Let $M(n)$ denote the number of distinct entries in the $n \times n$ multiplication table. The function $M(n)$ has been studied by Erd\H{o}s, Tenenbaum, Ford, and others, but the asymptotic behaviour of $M(n)$ as $n \to \infty$ is not known…

数论 · 数学 2021-10-20 Richard Brent , Carl Pomerance , David Purdum , Jonathan Webster

Challenge the champ tournaments are one of the simplest forms of competition, where a (initially selected) champ is repeatedly challenged by other players. If a player beats the champ, then that player is considered the new (current) champ.…

数据结构与算法 · 计算机科学 2024-03-27 Juhi Chaudhary , Hendrik Molter , Meirav Zehavi

The classical 1961 solution to the problem of determining the number of perfect matchings (or dimer coverings) of a rectangular grid graph -- due independently to Kasteleyn and to Temperley and Fisher -- consists of changing the sign of…

组合数学 · 数学 2021-02-16 Mihai Ciucu

Much effort has been directed at algorithms for obtaining the highest probability configuration in a probabilistic random field model known as the maximum a posteriori (MAP) inference problem. In many situations, one could benefit from…

人工智能 · 计算机科学 2012-10-19 Dhruv Batra

The interdiction problem arises in a variety of areas including military logistics, infectious disease control, and counter-terrorism. In the typical formulation of network interdiction, the task of the interdictor is to find a set of edges…

离散数学 · 计算机科学 2009-03-03 Alexander Gutfraind , Aric Hagberg , Feng Pan

Recommender system has attracted much attention during the past decade. Many attack detection algorithms have been developed for better recommendations, mostly focusing on shilling attacks, where an attack organizer produces a large number…

信息检索 · 计算机科学 2020-07-07 Ming Pang , Wei Gao , Min Tao , Zhi-Hua Zhou

The muffin problem asks us to divide $m$ muffins into pieces and assign each of those pieces to one of $s$ students so that the sizes of the pieces assigned to each student total $m/s$, with the objective being to maximize the size of the…

组合数学 · 数学 2020-08-20 Richard E. Chatwin

We consider the following stochastic optimization problem first introduced by Chen et al. in \cite{chen}. We are given a vertex set of a random graph where each possible edge is present with probability p_e. We do not know which edges are…

数据结构与算法 · 计算机科学 2015-03-20 Kevin Costello , Prasad Tetali , Pushkar Tripathi

For the problem of prediction with expert advice in the adversarial setting with geometric stopping, we compute the exact leading order expansion for the long time behavior of the value function. Then, we use this expansion to prove that as…

概率论 · 数学 2020-03-23 Erhan Bayraktar , Ibrahim Ekren , Yili Zhang