Consider a well-shuffled deck of cards of n different types where each type occurs m times. In a complete feedback game, a player is asked to guess the top card from the deck. After each guess, the top card is revealed to the player and is removed from the deck. The total number of correct guesses in a complete feedback game has attracted significant interest in the past few decades. Under different regimes of m, n, the expected number of correct guesses, under the greedy (optimal) strategy, has been obtained by various authors, while there are not many results available about the fluctuations. In this paper we establish a central limit theorem with Berry–Esseen bounds when m is fixed and n is large. Our results extend to the case of decks where different types may have different multiplicity, under suitable assumptions.

With a focus on the risk contribution in a portofolio of dependent risks, Colini-Baldeschi et al. (2018) introduced Shapley values for variance and standard deviation games. In this note we extend their results, introducing tail variance as well as tail standard deviation games. We derive closed-form expressions for the Shapley values for the tail variance game and we analyze the vector majorization problem for the two games. In particular, we construct two examples showing that the risk contribution rankings for the two games may be inverted depending on the conditioning threshold and the tail fatness. Motivated by these examples, we formulate a conjecture for general portfolios. Lastly, we discuss risk management implications, including the characterization of tail covariance premiums and reinsurance pricing for peer-to-peer insurance policies.

The basic idea of voting protocols is that nodes query a sample of other nodes and adjust their own opinion throughout several rounds based on the proportion of the sampled opinions. In the classic model, it is assumed that all nodes have the same weight. We study voting protocols for heterogeneous weights with respect to fairness. A voting protocol is fair if the influence on the eventual outcome of a given participant is linear in its weight. Previous work used sampling with replacement to construct a fair voting scheme. However, it was shown that using greedy sampling, i.e., sampling with replacement until a given number of distinct elements is chosen, turns out to be more robust and performant.

In this paper, we study fairness of voting protocols with greedy sampling and propose a voting scheme that is asymptotically fair for a broad class of weight distributions. We complement our theoretical findings with numerical results and present several open questions and conjectures.

In the context of propositional logics, we apply semantics modulo satisfiability—a restricted semantics which comprehends only valuations that satisfy some specific set of formulas—with the aim to efficiently solve some computational tasks. Three possible such applications are developed.

We begin by studying the possibility of implicitly representing rational McNaughton functions in Łukasiewicz Infinitely-valued Logic through semantics modulo satisfiability. We theoretically investigate some approaches to such representation concept, called representation modulo satisfiability, and describe a polynomial algorithm that builds representations in the newly introduced system. An implementation of the algorithm, test results and ways to randomly generate rational McNaughton functions for testing are presented. Moreover, we propose an application of such representations to the formal verification of properties of neural networks by means of the reasoning framework of Łukasiewicz Infinitely-valued Logic.

Then, we move to the investigation of the satisfiability of joint probabilistic assignments to formulas of Łukasiewicz Infinitely-valued Logic, which is known to be an NP-complete problem. We provide an exact decision algorithm derived from the combination of linear algebraic methods with semantics modulo satisfiability. Also, we provide an implementation for such algorithm for which the phenomenon of phase transition is empirically detected.

Lastly, we study the game theory situation of observable games, which are games that are known to reach a Nash equilibrium, however, an external observer does not know what is the exact profile of actions that occur in a specific instance; thus, such observer assigns subjective probabilities to players actions. We study the decision problem of determining if a set of these probabilistic constraints is coherent by reducing it to the problems of satisfiability of probabilistic assignments to logical formulas both in Classical Propositional Logic and Łukasiewicz Infinitely-valued Logic depending on whether only pure equilibria or also mixed equilibria are allowed. Such reductions rely upon the properties of semantics modulo satisfiability. We provide complexity and algorithmic discussion for the coherence problem and, also, for the problem of computing maximal and minimal probabilistic constraints on actions that preserves coherence.

Abstract prepared by Sandro Márcio da Silva Preto.

E-mail: spreto@ime.usp.br

URL:https://doi.org/10.11606/T.45.2021.tde-17062021-163257

We study an N-player game where a pure action of each player is to select a nonnegative function on a Polish space supporting a finite diffuse measure, subject to a finite constraint on the integral of the function. This function is used to define the intensity of a Poisson point process on the Polish space. The processes are independent over the players, and the value to a player is the measure of the union of her open Voronoi cells in the superposition point process. Under randomized strategies, the process of points of a player is thus a Cox process, and the nature of competition between the players is akin to that in Hotelling competition games. We characterize when such a game admits Nash equilibria and prove that when a Nash equilibrium exists, it is unique and consists of pure strategies that are proportional in the same proportions as the total intensities. We give examples of such games where Nash equilibria do not exist. A better understanding of the criterion for the existence of Nash equilibria remains an intriguing open problem.

A moment constraint that limits the number of dividends in an optimal dividend problem is suggested. This leads to a new type of time-inconsistent stochastic impulse control problem. First, the optimal solution in the precommitment sense is derived. Second, the problem is formulated as an intrapersonal sequential dynamic game in line with Strotz’s consistent planning. In particular, the notions of pure dividend strategies and a (strong) subgame-perfect Nash equilibrium are adapted. An equilibrium is derived using a smooth fit condition. The equilibrium is shown to be strong. The uncontrolled state process is a fairly general diffusion.

We explain some key challenges when dealing with a single- or multi-objective optimization problem in practice. To overcome these challenges, we present a mathematical program that optimizes the Nash social welfare function. We refer to this mathematical program as the Nash social welfare program (NSWP). An interesting property of the NSWP is that it can be constructed for any single- or multi-objective optimization problem. We show that solving the NSWP could result in more desirable solutions in practice than its single- or multi-objective counterpart. We also discuss several promising approaches that could be employed to solve the NSWP in practice.

Matthias Schröder has asked the question whether there is a weakest discontinuous problem in the topological version of the Weihrauch lattice. Such a problem can be considered as the weakest unsolvable problem. We introduce the discontinuity problem, and we show that it is reducible exactly to the effectively discontinuous problems, defined in a suitable way. However, in which sense this answers Schröder’s question sensitively depends on the axiomatic framework that is chosen, and it is a positive answer if we work in Zermelo–Fraenkel set theory with dependent choice and the axiom of determinacy $\mathsf {AD}$. On the other hand, using the full axiom of choice, one can construct problems which are discontinuous, but not effectively so. Hence, the exact situation at the bottom of the Weihrauch lattice sensitively depends on the axiomatic setting that we choose. We prove our result using a variant of Wadge games for mathematical problems. While the existence of a winning strategy for Player II characterizes continuity of the problem (as already shown by Nobrega and Pauly), the existence of a winning strategy for Player I characterizes effective discontinuity of the problem. By Weihrauch determinacy we understand the condition that every problem is either continuous or effectively discontinuous. This notion of determinacy is a fairly strong notion, as it is not only implied by the axiom of determinacy $\mathsf {AD}$, but it also implies Wadge determinacy. We close with a brief discussion of generalized notions of productivity.

It is shown that the determinacy of $G_{\delta \sigma }$ games of length $\omega ^2$ is equivalent to the existence of a transitive model of ${\mathsf {KP}} + {\mathsf {AD}} + \Pi _1\textrm {-MI}_{\mathbb {R}}$ containing $\mathbb {R}$ . Here, $\Pi _1\textrm {-MI}_{\mathbb {R}}$ is the axiom asserting that every monotone $\Pi _1$ operator on the real numbers has an inductive fixpoint.

Motivated by the problem of variance allocation for the sum of dependent random variables, Colini-Baldeschi, Scarsini and Vaccari (2018) recently introduced Shapley values for variance and standard deviation games. These Shapley values constitute a criterion satisfying nice properties useful for allocating the variance and the standard deviation of the sum of dependent random variables. However, since Shapley values are in general computationally demanding, Colini-Baldeschi, Scarsini and Vaccari also formulated a conjecture about the relation of the Shapley values of two games, which they proved for the case of two dependent random variables. In this work we prove that their conjecture holds true in the case of an arbitrary number of independent random variables but, at the same time, we provide counterexamples to the conjecture for the case of three dependent random variables.

Inquisitive first-order logic, InqBQ, is a system which extends classical first-order logic with formulas expressing questions. From a mathematical point of view, formulas in this logic express properties of sets of relational structures. This paper makes two contributions to the study of this logic. First, we describe an Ehrenfeucht–Fraïssé game for InqBQ and show that it characterizes the distinguishing power of the logic. Second, we use the game to study cardinality quantifiers in the inquisitive setting. That is, we study what statements and questions can be expressed in InqBQ about the number of individuals satisfying a given predicate. As special cases, we show that several variants of the question how many individuals satisfy $\alpha (x)$ are not expressible in InqBQ, both in the general case and in restriction to finite models.

For every countable wellordering $\alpha $ greater than $\omega $ , it is shown that clopen determinacy for games of length $\alpha $ with moves in $\mathbb {N}$ is equivalent to determinacy for a class of shorter games, but with more complicated payoff. In particular, it is shown that clopen determinacy for games of length $\omega ^2$ is equivalent to $\sigma $ -projective determinacy for games of length $\omega $ and that clopen determinacy for games of length $\omega ^3$ is equivalent to determinacy for games of length $\omega ^2$ in the smallest $\sigma $ -algebra on $\mathbb {R}$ containing all open sets and closed under the real game quantifier.

Mean-field games (MFGs) and the best-reply strategy (BRS) are two methods of describing competitive optimisation of systems of interacting agents. The latter can be interpreted as an approximation of the respective MFG system. In this paper, we present an analysis and comparison of the two approaches in the stationary case. We provide novel existence and uniqueness results for the stationary boundary value problems related to the MFG and BRS formulations, and we present an analytical and numerical comparison of the two paradigms in some specific modelling situations.

This paper explores the analysis of ability, where ability is to be understood in the epistemic sense—in contrast to what might be called a causal sense. There are plenty of cases where an agent is able to perform an action that guarantees a given result even though she does not know which of her actions guarantees that result. Such an agent possesses the causal ability but lacks the epistemic ability. The standard analysis of such epistemic abilities relies on the notion of action types—as opposed to action tokens—and then posits that an agent has the epistemic ability to do something if and only if there is an action type available to her that she knows guarantees it. We show that these action types are not needed: we present a formalism without action types that can simulate analyzes of epistemic ability that rely on action types. Our formalism is a standard epistemic extension of the theory of “seeing to it that”, which arose from a modal tradition in the logic of action.

Motivated by problems in percolation theory, we study the following two-player positional game. Let Λm×n be a rectangular grid-graph with m vertices in each row and n vertices in each column. Two players, Maker and Breaker, play in alternating turns. On each of her turns, Maker claims p (as yet unclaimed) edges of the board Λm×n, while on each of his turns Breaker claims q (as yet unclaimed) edges of the board and destroys them. Maker wins the game if she manages to claim all the edges of a crossing path joining the left-hand side of the board to its right-hand side, otherwise Breaker wins. We call this game the (p, q)-crossing game on Λm×n.

Given m, n ∈ ℕ, for which pairs (p, q) does Maker have a winning strategy for the (p, q)-crossing game on Λm×n? The (1, 1)-case corresponds exactly to the popular game of Bridg-it, which is well understood due to it being a special case of the older Shannon switching game. In this paper we study the general (p, q)-case. Our main result is to establish the following transition.

• If p ≥ 2q, then Maker wins the game on arbitrarily long versions of the narrowest board possible, that is, Maker has a winning strategy for the (2q, q)-crossing game on Λm×(q+1) for any m ∈ ℕ.

• If p ≤ 2q − 1, then for every width n of the board, Breaker has a winning strategy for the (p, q)-crossing game on Λm×n for all sufficiently large board-lengths m.

Our winning strategies in both cases adapt more generally to other grids and crossing games. In addition we pose many new questions and problems.

Assignment flows denote a class of dynamical models for contextual data labelling (classification) on graphs. We derive a novel parametrisation of assignment flows that reveals how the underlying information geometry induces two processes for assignment regularisation and for gradually enforcing unambiguous decisions, respectively, that seamlessly interact when solving for the flow. Our result enables to characterise the dominant part of the assignment flow as a Riemannian gradient flow with respect to the underlying information geometry. We consider a continuous-domain formulation of the corresponding potential and develop a novel algorithm in terms of solving a sequence of linear elliptic partial differential equations (PDEs) subject to a simple convex constraint. Our result provides a basis for addressing learning problems by controlling such PDEs in future work.

We establish that the existence of a winning strategy in certain topological games, closely related to a strong game of Choquet, played in a topological space $X$ and its hyperspace $K(X)$ of all nonempty compact subsets of $X$ equipped with the Vietoris topology, is equivalent for one of the players. For a separable metrizable space $X$, we identify a game-theoretic condition equivalent to $K(X)$ being hereditarily Baire. It implies quite easily a recent result of Gartside, Medini and Zdomskyy that characterizes hereditary Baire property of hyperspaces $K(X)$ over separable metrizable spaces $X$ via the Menger property of the remainder of a compactification of $X$. Subsequently, we use topological games to study hereditary Baire property in spaces of probability measures and in hyperspaces over filters on natural numbers. To this end, we introduce a notion of strong $P$-filter ${\mathcal{F}}$ and prove that it is equivalent to $K({\mathcal{F}})$ being hereditarily Baire. We also show that if $X$ is separable metrizable and $K(X)$ is hereditarily Baire, then the space $P_{r}(X)$ of Borel probability Radon measures on $X$ is hereditarily Baire too. It follows that there exists (in ZFC) a separable metrizable space $X$, which is not completely metrizable with $P_{r}(X)$ hereditarily Baire. As far as we know, this is the first example of this kind.

Online retailers are increasingly adding buy-online and pick-up-in-store (BOPS) modes to order fulfilment. In this paper, we study a system of BOPS by developing a stochastic Nash equilibrium model with incentive compatibility constraints, where the online retailer seeks optimal online sale prices and an optimal delivery schedule in an order cycle, and the offline retailer pursues a maximal rate of sharing the profit owing to the consignment from the online retailer. By an expectation method and optimality conditions, the equilibrium model is first transformed into a system of constrained nonlinear equations. Then, by a case study and sensitivity analysis, the model is validated and the following practical insights are revealed. (I) Our method can reliably provide an equilibrium strategy for the online and offline retailers under BOPS mode, including the optimal online selling price, the optimal delivery schedule, the optimal inventory and the optimal allocation of profits. (II) Different model parameters, such as operational cost, price sensitivity coefficient, cross-sale factor, opportunity loss ratio and loss ratio of unsold goods, generate distinct impacts on the equilibrium solution and the profits of the BOPS system. (III) Optimization of the delivery schedule can generate greater consumer surplus, and makes the offline retailer share less sale profit from the online retailer, even if the total profit of the BOPS system becomes higher. (IV) Inventory subsidy is an indispensable factor to improve the applicability of the game model in BOPS mode.

We consider the behaviour of minimax recursions defined on random trees. Such recursions give the value of a general class of two-player combinatorial games. We examine in particular the case where the tree is given by a Galton–Watson branching process, truncated at some depth 2n, and the terminal values of the level 2n nodes are drawn independently from some common distribution. The case of a regular tree was previously considered by Pearl, who showed that as n → ∞ the value of the game converges to a constant, and by Ali Khan, Devroye and Neininger, who obtained a distributional limit under a suitable rescaling.

For a general offspring distribution, there is a surprisingly rich variety of behaviour: the (unrescaled) value of the game may converge to a constant, or to a discrete limit with several atoms, or to a continuous distribution. We also give distributional limits under suitable rescalings in various cases.

We also address questions of endogeny. Suppose the game is played on a tree with many levels, so that the terminal values are far from the root. To be confident of playing a good first move, do we need to see the whole tree and its terminal values, or can we play close to optimally by inspecting just the first few levels of the tree? The answers again depend in an interesting way on the offspring distribution.

We also mention several open questions.