2
votes
Accepted
Convergence of naive iteration for a stateful, iterated tabular game
The value iteration operator
$$\Psi(V) = max_{x \in \Delta^{m_s}} \min_{y \in \Delta^{n_s}} \sum_{ij} [A_{ij} + \gamma V(T_{s i j})] x_i y_j$$
is the Shapley operator for the game. When the discount ...
1
vote
Convergence of naive iteration for a stateful, iterated tabular game
The class of games you describe is called "stochastic games". There is a rich literature on algorithmic aspects of these games. Look for surveys and papers by Raghavan, Filar, and their co-...
1
vote
Optimally betting a beta-biased coin
Let $\alpha_0$ bet the cutoff value of $\alpha$ as a function of $N$ and $\beta$ -- meaning that for $0<\alpha<\alpha_0$ it is better not to bet on the first coin flip while for $\alpha_0<\...
Only top scored, non community-wiki answers of a minimum length are eligible
Related Tags
game-theory × 295combinatorial-game-theory × 54
co.combinatorics × 44
pr.probability × 40
recreational-mathematics × 25
reference-request × 24
nash-equilibrium × 19
graph-theory × 17
set-theory × 14
oc.optimization-and-control × 13
lo.logic × 11
probability-distributions × 10
economics × 10
infinite-games × 10
soft-question × 9
nim × 8
linear-algebra × 7
ds.dynamical-systems × 7
stochastic-processes × 7
st.statistics × 7
real-analysis × 6
computational-complexity × 6
big-list × 6
markov-chains × 6
fair-division × 6