相关论文: Quantum English Auctions
In this paper, we explore the historical development of playable quantum physics related games (\textit{\textbf{quantum games}}). For the purpose of this examination, we have collected over 260 quantum games ranging from commercial games,…
We present the classical Hotelling model we want to quantize, and investigate the quantum consequences of the game. Our results demonstrate that the quantum game give higher profit for both players, and that with the quantum entanglement…
We show that, in spite of a rather common opinion, quantum mechanics can be represented as an approximation of classical statistical mechanics. The approximation under consideration is based on the ordinary Taylor expansion of physical…
Both classical and quantum version of two models of price competition in duopoly market, the one is realistic and the other is idealized, are investigated. The pure strategy Nash equilibria of the realistic model exists under stricter…
In this paper, we introduce an abstract fuzzy economy (generalized fuzzy game) model with a countable space of actions and we study the existence of the fuzzy equilibrium. As applications, two types of results are obtained. The first ones…
We construct algorithms for computation of prices and superhedging strategies for game options in general discrete markets both from the seller and the buyer points of view.
A quantum logic gate of particular interest to both electrical engineers and game theorists is the quantum multiplexer. This shared interest is due to the facts that an arbitrary quantum logic gate may be expressed, up to arbitrary…
We discuss the role of information entropy on the behaviour of random processes, and how this might take effect in the dynamics of financial market prices. We then go on to show how the Open Quantum Systems approach can be used as a more…
In the paper a problem of risk measures on a discrete-time market model with transaction costs is studied. Strategy effectiveness and shortfall risk is introduced. This paper is a generalization of quantile hedging presented in [4].
This article in Urdu presents an introduction to extension of an established branch of mathematics called game theory towards the quantum domain. We describe concepts of quantum games and evolutionary stability and go through some of the…
The mu-calculus is a powerful tool for specifying and verifying transition systems, including those with both demonic and angelic choice; its quantitative generalisation qMu extends that to probabilistic choice. We show that for a…
Traditional methods for computing equilibria in auctions become computationally intractable as auction complexity increases, particularly in multi-item and dynamic auctions. This paper introduces a self-play based reinforcement learning…
I give an analysis of the simplest non-commutative quantum game, which is a gambling game much like Heads or Tails. The quantum gamespace displays strategies which are not interpretable through direct-product strategies of the two players.…
We propose the study of quantum games from the point of view of quantum information theory and statistical mechanics. Every game can be described by a density operator, the von Neumann entropy and the quantum replicator dynamics. There…
A systematic theory is introduced that describes stochastic effects in game theory. In a biological context, such effects are relevant for the evolution of finite populations with frequency-dependent selection. They are characterized by…
We describe a quantum model of simple choice game (constructed upon entangled state of two qubits), which involves the fundamental problem of transitive - intransitive preferences. We compare attainability of optimal intransitive strategies…
Quantum computing has recently appeared in the headlines of many scientific and popular publications. In the context of quantitative finance, we provide here an overview of its potential.
Quantum generalizations of conventional games broaden the range of available strategies, which can help improve outcomes for the participants. With many players, such quantum games can involve entanglement among many states which is…
We study properties of quantum strategies, which are complete specifications of a given party's actions in any multiple-round interaction involving the exchange of quantum information with one or more other parties. In particular, we focus…
We review the recent approaches to modelling financial markets based on multi-agent systems. After a brief summary of the basic stylised facts observed in real-market time-series we discuss some simple agent-based systems which are…