相关论文: The standard deviation effect (or why one should s…

We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. Long-run behavior of stochastic dynamics of spatial games with multiple…

This paper studies sequential quantum games under the assumption that the moves of the players are drawn from groups and not just plain sets. The extra group structure makes possible to easily derive some very general results characterizing…

We use a simple machine learning model, logistically-weighted regularized linear least squares regression, in order to predict baseball, basketball, football, and hockey games. We do so using only the thirty-year record of which visiting…

Flip a coin repeatedly, and stop whenever you want. Your payoff is the proportion of heads, and you wish to maximize this payoff in expectation. This so-called Chow-Robbins game is amenable to computer analysis, but while simple-minded…

Let a deck of n cards be shuffled by successively exchanging the cards in positions 1, 2, ..., n with cards in randomly chosen positions. We show that for n equal to 18 or greater, the identity permutation is the most likely. We prove a…

Caching is crucial for system performance, but the delayed hit phenomenon, where requests queue during lengthy fetches after a cache miss, significantly degrades user-perceived latency in modern high-throughput systems. While prior works…

In this paper, we consider a first-order mean field game model motivated by crowd motion in which agents evolve in a (not necessarily compact) metric space and wish to reach a given target set. Each agent aims to minimize the sum of their…

We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent of the other player's Brownian motion but also not…

An interesting empirical result in the assembly line literature states that slightly unbalanced assembly lines (in the format of a bowl - with central stations less loaded than the external ones) present higher throughputs than perfectly…

A ball can be hit faster if it is projected without spin but it can be hit farther if it is projected with backspin. Measurements are presented in this paper of the tradeoff between speed and spin for a baseball impacting a baseball bat.…

We provide a new characterization of second-order stochastic dominance, also known as increasing concave order. The result has an intuitive interpretation that adding a risk with negative expected value in adverse scenarios makes the…

Suppose that in a multiple choice examination the leading digit of the correct options follows Benford's Law, while the the leading digit of the distractors are uniform. Consider a strategy for guessing at answers that selects the option…

We consider two-player normal form games where each player has the same finite strategy set. The payoffs of each player are assumed to be i.i.d. random variables with a continuous distribution. We show that, with high probability, the…

We consider a version of large population games whose players compete for resources using strategies with adaptable preferences. The system efficiency is measured by the variance of the decisions. In the regime where the system can be…

This paper studies game-type credit default swaps that allow the protection buyer and seller to raise or reduce their respective positions once prior to default. This leads to the study of an optimal stopping game subject to early default…

This paper is split in three parts: first we use labelled trade data to exhibit how market participants accept or not transactions via limit orders as a function of liquidity imbalance; then we develop a theoretical stochastic control…

Take a look around you -- in your family, your school or workplace, in the streets, and you see boys & girls in about equal proportion, and without any easily visible gender patterns in case of siblings. So, to the famous first order of…

We consider the following game. A deck with $m$ copies of each of $n$ distinct cards is shuffled in a perfectly random way. The Guesser sequentially guesses the card from top to bottom. After each guess, the Guesser is informed whether the…

In this work, we study a class of stationary mean-field games of singular stochastic control under model uncertainty. The representative agent adjusts the dynamics of an It\^o diffusion via one-sided singular stochastic control, aiming to…

We consider a model of financial contagion in a bipartite network of assets and banks recently introduced in the literature, and we study the effect of power law distributions of degree and balance-sheet size on the stability of the system.…