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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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4793140186 · Jun 202019922001200920172026
48 results for Representative player

Graphon game model simplifies stochastic interactions among agents.

problem Complex interactions among heterogeneous agents in stochastic games.
method Introduced a discrete-time graphon game formulation with a representative player.
result Existence and uniqueness of graphon equilibrium proven with mild assumptions.

In this article we consider a game theoretic approach to the Risk-Sensitive Benchmarked Asset Management problem (RSBAM) of Davis and Lleo \cite{DL}. In particular, we consider a stochastic differential game between two players, namely, the investor who has a power utility while the second player represents the market …

2015-03-05abs ↗pdf ↗

New learning dynamics adapt to corrupted games, improving performance in real-world scenarios.

problem Learning dynamics in games are limited to honest players, ignoring real-world corruption.
method Adaptive learning dynamics that adapt to player deviations from prescribed algorithms.
result Learning dynamics achieve better performance in corrupted games, matching honest regime bounds.

New algorithm for multi-player bandits with collision-dependent rewards.

problem Stochastic multi-player multi-armed bandits with collision-dependent reward distributions.
method Error-Correction Collision Communication (EC3) algorithm.
result EC3 algorithm achieves optimal regret approaching centralized MP-MAB regret.

We study stochastic multi-armed bandits with many players. The players do not know the number of players, cannot communicate with each other and if multiple players select a common arm they collide and none of them receive any reward. We consider the static scenario, where the number of players remains fixed, and the d…

2018-09-17abs ↗pdf ↗

We consider a symmetric multi-players zero-sum game with two strategic variables. There are nn players, n3n\geq 3. Each player is denoted by ii. Two strategic variables are tit_i and sis_i, i{1,,n}i\in \{1, \dots, n\}. They are related by invertible functions. Using the minimax theorem by \cite{sion} we will show that Nas…

2018-06-17abs ↗pdf ↗

A multi-player bandit system resists adversarial attacks with near-optimal regret.

problem Adversaries attempt to manipulate rewards in a multi-player multi-armed bandit game.
method Players communicate a single bit to resist attacks, achieving near-optimal regret.
result Achieves near-optimal regret of O(log1+δT+W)O(\log^{1+δ}T + W), where WW is the total time of adversarial attacks.

We consider two-player non-zero-sum stopping games in discrete time. Unlike Dynkin games, in our games the payoff of each player is revealed after both players stop. Moreover, each player can adjust her own stopping strategy according to the other player's action. In the first part of the paper, we consider the game wh…

2015-08-25abs ↗pdf ↗

Matching Markets meet Cumulative Prospect Theory: Towards Optimal and Adversarially Robust Learning

problem Multi-agent multi-armed bandit problem in competitive setup with two-sided matching markets under human-centric decision making model
method Using cumulative prospect theory (CPT) to emulate human preferences
result Improved regret guarantees in adversarial markets with CPT as risk-sensitive measure

The paper analyzes competition among fund managers using excess logarithmic returns and constructs games to find optimal allocations.

problem Optimal allocation strategies among fund managers considering excess logarithmic returns.
method Constructs both nn-player and mean field games to address the competition problem.
result The MFE of the MFG represents the limit of nn-player game's equilibrium as nn approaches infinity.

Recommender systems relying on latent factor models often appear as black boxes to their users. Semantic descriptions for the factors might help to mitigate this problem. Achieving this automatically is, however, a non-straightforward task due to the models' statistical nature. We present an output-agreement game that …

2018-08-29abs ↗pdf ↗

New algorithm tackles multi-player bandit problems with limited access to arms.

problem Limited access to dynamic local subsets of arms in multi-player multi-armed bandit problems.
method Adopted Upper Confidence Bound (UCB) for exploration-exploitation and distributed optimization for collisions.
result Proposes a decentralized algorithm with near-optimal regret guarantee.

Study predicts soccer player market values using machine learning and SHAP for interpretability.

problem Predicting accurate market values for professional soccer players.
method Ensemble machine learning models, SHAP for interpretability, Boruta for feature selection.
result GBDT model achieved high predictive accuracy (R-squared 0.901, RMSE 3,221,632.175).

Algorithm optimizes multi-player learning with noisy rewards without direct communication.

problem Cooperative multi-player learning with noisy rewards and no communication.
method Upper and lower confidence bounds algorithm for optimal action selection.
result Achieves logarithmic O(logTΔa)O(\frac{\log T}{Δ_{\bm{a}}}) and O(TlogT)O(\sqrt{T\log T}) regret.

A decision-theoretic bootstrapping method for robust uncertainty quantification.

problem Uncertainty in finite data sets and distributional shift between training and testing data.
method Partition data, train models, sample UQ subsets, define adversarial game, identify optimal mixed strategies.
result Optimal model mixtures and UQ estimates for robust uncertainty quantification.

New strategy achieves optimal regret without communication or collisions in multi-player bandit.

problem Cooperative multi-player stochastic multi-armed bandit with shared randomness.
method Combination of combinatorial approach to generalize geometric intuition.
result Achieves near-optimal regret ildeO(T) ilde{O}(\sqrt{T}) for any number of players and arms without collisions.

New algorithm for multi-player bandits in decentralized, asynchronous systems.

problem Challenges in decentralized, asynchronous multi-player bandits, including coordination and player detection.
method Adaptive exploration-exploitation algorithm that reduces collisions and detects player presence.
result Achieves regret of O(TlogT+logT/Δ2)\mathcal{O}(\sqrt{T \log T} + {\log T}/{Δ^2}).

The possibility of using player engagement predictions to profile high spending video game users is explored. In particular, individual-player survival curves in terms of days after first login, game level reached and accumulated playtime are used to classify players into different groups. Lifetime value predictions fo…

2019-07-09abs ↗pdf ↗

Paper presents content-based models for game recommendation in cold start scenarios.

problem Cold start problem in game recommendation where new games and players have no historical data.
method Uses survey data to develop content-based interaction models that generalize to new games, players, and both.
result Content models outperform collaborative filtering in predicting new interactions.

Study on mean field games with singular controls and their applications.

problem Optimal productivity expansion in dynamic oligopolies.
method Existence and uniqueness of mean field equilibria through nonlinear equations, Abelian limit for discounted and ergodic games.
result Valid connection between discounted and ergodic games, approximation of Nash equilibria.

Algorithm reduces regret in multi-player bandits with unknown collision rewards.

problem Reducing regret in multi-player multi-armed bandits with unknown collision rewards.
method Proposes an algorithm that combines a modified successive elimination strategy with a communication protocol to estimate suboptimality gaps and coordinate among players.
result Achieves logarithmic regret for the problem when collision reward is unknown.

Assessing the impact of the individual actions performed by soccer players during games is a crucial aspect of the player recruitment process. Unfortunately, most traditional metrics fall short in addressing this task as they either focus on rare actions like shots and goals alone or fail to account for the context in …

2018-02-18abs ↗pdf ↗

We consider a setting where multiple players sequentially choose among a common set of actions (arms). Motivated by a cognitive radio networks application, we assume that players incur a loss upon colliding, and that communication between players is not possible. Existing approaches assume that the system is stationary…

2019-02-21abs ↗pdf ↗

Motivated by cognitive radios, stochastic multi-player multi-armed bandits gained a lot of interest recently. In this class of problems, several players simultaneously pull arms and encounter a collision - with 0 reward - if some of them pull the same arm at the same time. While the cooperative case where players maxim…

2020-02-04abs ↗pdf ↗

The paper analyzes a game where players must balance short-term and long-term interests, leading to cooperative or competitive outcomes.

problem Analyzing time inconsistency in inter-personal decision-making under non-exponential discounting.
method Iterative procedures and Zorn's lemma to find Nash equilibria between players' intra-personal equilibria.
result Inter-personal equilibria exist and depend on the impatience levels of the players.

Researchers predict NBA player salaries using machine learning, avoiding overfitting.

problem Predicting NBA player salaries based on performance statistics.
method Selected important determinants, used Random Forest machine learning, avoided overfitting.
result Very satisfactory salary predictions identified for important factors.

MpFL models clients as strategic players to reach equilibrium with less communication.

problem Real-world clients act independently with individual objectives, not aligned with a shared global model.
method MpFL uses game-theoretic modeling and PEARL-SGD algorithm for local updates and communication.
result PEARL-SGD reaches an equilibrium with less communication than non-local updates in stochastic setup.

Algorithm aggregates rewards from multiple players to learn related tasks in online bandit learning.

problem Learning related but slightly different tasks in an online setting with heterogeneous feedback.
method RobustAgg(ε)(ε) algorithm that aggregates rewards from different players.
result Achieves instance-dependent regret guarantees and nearly matching lower bounds.

Study proposes new OPE estimators for two-player zero-sum games.

problem Evaluating new policies using historical data from a different policy in multi-player zero-sum games.
method Doubly robust and double reinforcement learning estimators to project exploitability.
result Prove exploitability estimation error bounds and regret bounds for policy profiles.

The paper addresses the Multiplayer Multi-Armed Bandit (MMAB) problem, where MM decision makers or players collaborate to maximize their cumulative reward. When several players select the same arm, a collision occurs and no reward is collected on this arm. Players involved in a collision are informed about this collis…

2019-09-28abs ↗pdf ↗

New algorithms tackle adversarial multi-player bandits with forced-collision communication.

problem No-sensing adversarial multi-player multi-armed bandits (MP-MAB) problem.
method Adversary-Adaptive Collision-Communication (A2C2) algorithms, attackability-aware and unaware settings, information-theoretic tools, error-correction coding.
result Asymptotic attackability-dependent sublinear regret achieved, with or without knowing attackability.