Pursuit-evasion differential games
Yavin, Y
1987-01-01
Twenty papers are devoted to the treatment of a wide spectrum of problems in the theory and applications of dynamic games with the emphasis on pursuit-evasion differential games. The problem of capturability is thoroughly investigated, also the problem of noise-corrupted (state) measurements. Attention is given to aerial combat problems and their attendant modelling issues, such as variable speed of the combatants, the three-dimensionality of physical space, and the combat problem, i.e. problems related to 'role determination'.
Contributions to Pursuit-Evasion Game Theory
Oyler, Dave Wilson
This dissertation studies adversarial conflicts among a group of agents moving in the plane, possibly among obstacles, where some agents are pursuers and others are evaders. The goal of the pursuers is to capture the evaders, where capture requires a pursuer to be either co-located with an evader, or in close proximity. The goal of the evaders is to avoid capture. These scenarios, where different groups compete to accomplish conflicting goals, are referred to as pursuit-evasion games, and the agents are called players. Games featuring one pursuer and one evader are analyzed using dominance, where a point in the plane is said to be dominated by a player if that player is able to reach the point before the opposing players, regardless of the opposing players' actions. Two generalizations of the Apollonius circle are provided. One solves games with environments containing obstacles, and the other provides an alternative solution method for the Homicidal Chauffeur game. Optimal pursuit and evasion strategies based on dominance are provided. One benefit of dominance analysis is that it extends to games with many players. Two foundational games are studied; one features multiple pursuers against a single evader, and the other features a single pursuer against multiple evaders. Both are solved using dominance through a reduction to single pursuer, single evader games. Another game featuring competing teams of pursuers is introduced, where an evader cooperates with friendly pursuers to rendezvous before being captured by adversaries. Next, the assumption of complete and perfect information is relaxed, and uncertainties in player speeds, player positions, obstacle locations, and cost functions are studied. The sensitivity of the dominance boundary to perturbations in parameters is provided, and probabilistic dominance is introduced. The effect of information is studied by comparing solutions of games with perfect information to games with uncertainty. Finally, a pursuit law
Fixed Duration Pursuit-Evasion Differential Game with Integral Constraints
International Nuclear Information System (INIS)
Ibragimov G I; Kuchkarov A Sh
2013-01-01
We investigate a pursuit-evasion differential game of countably many pursuers and one evader. Integral constraints are imposed on control functions of the players. Duration of the game is fixed and the payoff of the game is infimum of the distances between the evader and pursuers when the game is completed. Purpose of the pursuers is to minimize the payoff and that of the evader is to maximize it. Optimal strategies of the players are constructed, and the value of the game is found. It should be noted that energy resource of any pursuer may be less than that of the evader.
Multiagent Cooperative Learning Strategies for Pursuit-Evasion Games
Directory of Open Access Journals (Sweden)
Jong Yih Kuo
2015-01-01
Full Text Available This study examines the pursuit-evasion problem for coordinating multiple robotic pursuers to locate and track a nonadversarial mobile evader in a dynamic environment. Two kinds of pursuit strategies are proposed, one for agents that cooperate with each other and the other for agents that operate independently. This work further employs the probabilistic theory to analyze the uncertain state information about the pursuers and the evaders and uses case-based reasoning to equip agents with memories and learning abilities. According to the concepts of assimilation and accommodation, both positive-angle and bevel-angle strategies are developed to assist agents in adapting to their environment effectively. The case study analysis uses the Recursive Porous Agent Simulation Toolkit (REPAST to implement a multiagent system and demonstrates superior performance of the proposed approaches to the pursuit-evasion game.
Multiagent pursuit-evasion games: Algorithms and experiments
Kim, Hyounjin
Deployment of intelligent agents has been made possible through advances in control software, microprocessors, sensor/actuator technology, communication technology, and artificial intelligence. Intelligent agents now play important roles in many applications where human operation is too dangerous or inefficient. There is little doubt that the world of the future will be filled with intelligent robotic agents employed to autonomously perform tasks, or embedded in systems all around us, extending our capabilities to perceive, reason and act, and replacing human efforts. There are numerous real-world applications in which a single autonomous agent is not suitable and multiple agents are required. However, after years of active research in multi-agent systems, current technology is still far from achieving many of these real-world applications. Here, we consider the problem of deploying a team of unmanned ground vehicles (UGV) and unmanned aerial vehicles (UAV) to pursue a second team of UGV evaders while concurrently building a map in an unknown environment. This pursuit-evasion game encompasses many of the challenging issues that arise in operations using intelligent multi-agent systems. We cast the problem in a probabilistic game theoretic framework and consider two computationally feasible pursuit policies: greedy and global-max. We also formulate this probabilistic pursuit-evasion game as a partially observable Markov decision process and employ a policy search algorithm to obtain a good pursuit policy from a restricted class of policies. The estimated value of this policy is guaranteed to be uniformly close to the optimal value in the given policy class under mild conditions. To implement this scenario on real UAVs and UGVs, we propose a distributed hierarchical hybrid system architecture which emphasizes the autonomy of each agent yet allows for coordinated team efforts. We then describe our implementation on a fleet of UGVs and UAVs, detailing components such
An orbital emulator for pursuit-evasion game theoretic sensor management
Shen, Dan; Wang, Tao; Wang, Gang; Jia, Bin; Wang, Zhonghai; Chen, Genshe; Blasch, Erik; Pham, Khanh
2017-05-01
This paper develops and evaluates an orbital emulator (OE) for space situational awareness (SSA). The OE can produce 3D satellite movements using capabilities generated from omni-wheeled robot and robotic arm motion methods. The 3D motion of a satellite is partitioned into the movements in the equatorial plane and the up-down motions in the vertical plane. The 3D actions are emulated by omni-wheeled robot models while the up-down motions are performed by a stepped-motor-controlled-ball along a rod (robotic arm), which is attached to the robot. For multiple satellites, a fast map-merging algorithm is integrated into the robot operating system (ROS) and simultaneous localization and mapping (SLAM) routines to locate the multiple robots in the scene. The OE is used to demonstrate a pursuit-evasion (PE) game theoretic sensor management algorithm, which models conflicts between a space-based-visible (SBV) satellite (as pursuer) and a geosynchronous (GEO) satellite (as evader). The cost function of the PE game is based on the informational entropy of the SBV-tracking-GEO scenario. GEO can maneuver using a continuous and low thruster. The hard-in-loop space emulator visually illustrates the SSA problem solution based PE game.
Aspects of random geometric graphs : Pursuit-evasion and treewidth
Li, A.
2015-01-01
In this thesis, we studied two aspects of random geometric graphs: pursuit-evasion and treewidth. We first studied one pursuit-evasion game: Cops and Robbers. This game, which dates back to 1970s, are studied extensively in recent years. We investigate this game on random geometric graphs, and get
Three-dimensional nonlinear H-infinity guidance design and H-infinity-based pursuit-evasion game
Chen, Hsin-Yuan; Yang, Chi-Ching
2001-08-01
There are five features in this approach: (1) The complete nonlinear dynamics of the pursuit-evasion motion is considered in 3D spherical coordinate system. Neither linearization nor small signal assumptions are made. (2) The nonlinear H-infinity guidance design is derived analytically and expressed in a very simple form. (3) Unlike adaptive control concept, implementation of the proposed H(infinity ) guidance design does not need the information on target acceleration while ensuring acceptable intercept performance for arbitrary targets with the finite acceleration. (4) The derived guidance design exhibits strong robustness against variations in target acceleration. (5) Finally the issues related to the validation of the control law using Hardware In The Loop simulation are presented. The effects of the Flight Motion Simulator static and dynamic accuracies (time delay etc...) are discussed.
Kelley, H. J.; Cliff, E. M.; Lutze, F. H.
1981-01-01
Maneuvers available to a spacecraft having sufficient propellant to escape an antisatellite satellite (ASAT) attack are examined. The ASAT and the evading spacecraft are regarded as being in circular orbits, and equations of motion are developed for the ASAT to commence a two-impulse maneuver sequence. The ASAT employs thrust impulses which yield a minimum-time-to-rendezvous, considering available fuel. Optimal evasion is shown to involve only in-plane maneuvers, and begins as soon as the ASAT launch information is gathered and thrust activation can be initiated. A closest approach, along with a maximum evasion by the target spacecraft, is calculated to be 14,400 ft. Further research to account for ASATs in parking orbit and for generalization of a continuous control-modeled differential game is indicated.
Stochastic Game Approach to Guidance Design
1988-09-09
maneuverable aircraft, which can employ also electronic counter measures, is formulated as an imper- fect information zero-sum pursuit-evasion game played...on Differential Game Applications [36]. However, some other examples which included " electronic jinking", indicated that in an ECM environment a mixed...radius, b) missile/target maneuver ratio, c) nonlinear maneuver similarity parameter (aE T2 max d) normalized end- game duration, e ) ini’tial end- game
Rotorcraft pursuit-evasion in nap-of-the-earth flight
Menon, P. K. A.; Cheng, V. H. L.; Kim, E.
1990-01-01
Two approaches for studying the pursuit-evasion problem between rotorcraft executing nap-of-the-earth flight are presented. The first of these employs a constant speed kinematic helicopter model, while the second approach uses a three degree of freedom point-mass model. The candidate solutions to the first differential game are generated by integrating the state-costate equations backward in time. The second problem employs feedback linearization to obtain guidance laws in nonlinear feedback form. Both approaches explicitly use the terrain profile data. Sample extremals are presented.
Toward Simulating Realistic Pursuit-Evasion Using a Roadmap-Based Approach
Rodriguez, Samuel
2010-01-01
In this work, we describe an approach for modeling and simulating group behaviors for pursuit-evasion that uses a graph-based representation of the environment and integrates multi-agent simulation with roadmap-based path planning. We demonstrate the utility of this approach for a variety of scenarios including pursuit-evasion on terrains, in multi-level buildings, and in crowds. © 2010 Springer-Verlag Berlin Heidelberg.
Toward Simulating Realistic Pursuit-Evasion Using a Roadmap-Based Approach
Rodriguez, Samuel; Denny, Jory; Zourntos, Takis; Amato, Nancy M.
2010-01-01
In this work, we describe an approach for modeling and simulating group behaviors for pursuit-evasion that uses a graph-based representation of the environment and integrates multi-agent simulation with roadmap-based path planning. We demonstrate
Exact Algorithms for Solving Stochastic Games
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Koucky, Michal; Lauritzen, Niels
2012-01-01
Shapley's discounted stochastic games, Everett's recursive games and Gillette's undiscounted stochastic games are classical models of game theory describing two-player zero-sum games of potentially infinite duration. We describe algorithms for exactly solving these games....
Toward realistic pursuit-evasion using a roadmap-based approach
Rodriguez, Samuel
2011-05-01
In this work, we describe an approach for modeling and simulating group behaviors for pursuit-evasion that uses a graph-based representation of the environment and integrates multi-agent simulation with roadmap-based path planning. Our approach can be applied to more realistic scenarios than are typically studied in most previous work, including agents moving in 3D environments such as terrains, multi-story buildings, and dynamic environments. We also support more realistic three-dimensional visibility computations that allow evading agents to hide in crowds or behind hills. We demonstrate the utility of this approach on mobile robots and in simulation for a variety of scenarios including pursuit-evasion and tag on terrains, in multi-level buildings, and in crowds. © 2011 IEEE.
Advances in dynamic and mean field games theory, applications, and numerical methods
Viscolani, Bruno
2017-01-01
This contributed volume considers recent advances in dynamic games and their applications, based on presentations given at the 17th Symposium of the International Society of Dynamic Games, held July 12-15, 2016, in Urbino, Italy. Written by experts in their respective disciplines, these papers cover various aspects of dynamic game theory including mean-field games, stochastic and pursuit-evasion games, and computational methods for dynamic games. Topics covered include Pedestrian flow in crowded environments Models for climate change negotiations Nash Equilibria for dynamic games involving Volterra integral equations Differential games in healthcare markets Linear-quadratic Gaussian dynamic games Aircraft control in wind shear conditions Advances in Dynamic and Mean-Field Games presents state-of-the-art research in a wide spectrum of areas. As such, it serves as a testament to the continued vitality and growth of the field of dynamic games and their applications. It will be of interest to an interdisciplinar...
A Nucleolus for Stochastic Cooperative Games
Suijs, J.P.M.
1996-01-01
This paper extends the definition of the nucleolus to stochastic cooperative games, that is, to cooperative games with random payoffs to the coalitions. It is shown that the nucleolus is nonempty and that it belongs to the core whenever the core is nonempty. Furthermore, it is shown for a particular class of stochastic cooperative games that the nucleolus can be determined by calculating the traditional nucleolus introduced by Schmeidler (1969) of a specific deterministic cooperative game.
On Nash Equilibria in Stochastic Games
2003-10-01
Traditionally automata theory and veri cation has considered zero sum or strictly competitive versions of stochastic games . In these games there are two players...zero- sum discrete-time stochastic dynamic games . SIAM J. Control and Optimization, 19(5):617{634, 1981. 18. R.J. Lipton, E . Markakis, and A. Mehta...Playing large games using simple strate- gies. In EC 03: Electronic Commerce, pages 36{41. ACM Press, 2003. 19. A. Maitra and W. Sudderth. Finitely
The Owen Value of Stochastic Cooperative Game
Directory of Open Access Journals (Sweden)
Cheng-Guo E
2014-01-01
Full Text Available We consider stochastic cooperative game and give it the definition of the Owen value, which is obtained by extending the classical case. Then we provide explicit expression for the Owen value of the stochastic cooperative game and discuss its existence and uniqueness.
A Nucleolus for Stochastic Cooperative Games
Suijs, J.P.M.
1996-01-01
This paper extends the definition of the nucleolus to stochastic cooperative games, that is, to cooperative games with random payoffs to the coalitions. It is shown that the nucleolus is nonempty and that it belongs to the core whenever the core is nonempty. Furthermore, it is shown for a particular
Stochastic Strategy Adjustment in Coordination Games
Kosfeld, M.
1999-01-01
We explore a model of equilibrium selection in coordination games, where agents stochastically adjust their strategies to changes in their local environment. Instead of playing perturbed best-response, we assume that agents follow a rule of "switching to better strategies more likely". We relate
Stochastic Cooperative Games in Insurance and Reinsurance
Suijs, J.P.M.; De Waegenaere, A.M.B.; Borm, P.E.M.
1996-01-01
This paper shows how problems in `non life'-insurance and `non life'-reinsurance can be modelled simultaneously as cooperative games with stochastic payoffs.Pareto optimal allocations of the risks faced by the insurers and the insureds are determined.It is shown that the core of the corresponding
Succession of hide-seek and pursuit-evasion at heterogeneous locations.
Gal, Shmuel; Casas, Jérôme
2014-05-06
Many interactions between searching agents and their elusive targets are composed of a succession of steps, whether in the context of immune systems, predation or counterterrorism. In the simplest case, a two-step process starts with a search-and-hide phase, also called a hide-and-seek phase, followed by a round of pursuit-escape. Our aim is to link these two processes, usually analysed separately and with different models, in a single game theory context. We define a matrix game in which a searcher looks at a fixed number of discrete locations only once each searching for a hider, which can escape with varying probabilities according to its location. The value of the game is the overall probability of capture after k looks. The optimal search and hide strategies are described. If a searcher looks only once into any of the locations, an optimal hider chooses it's hiding place so as to make all locations equally attractive. This optimal strategy remains true as long as the number of looks is below an easily calculated threshold; however, above this threshold, the optimal position for the hider is where it has the highest probability of escaping once spotted.
Monomial strategies for concurrent reachability games and other stochastic games
DEFF Research Database (Denmark)
Frederiksen, Søren Kristoffer Stiil; Miltersen, Peter Bro
2013-01-01
We consider two-player zero-sum finite (but infinite-horizon) stochastic games with limiting average payoffs. We define a family of stationary strategies for Player I parameterized by ε > 0 to be monomial, if for each state k and each action j of Player I in state k except possibly one action, we...... have that the probability of playing j in k is given by an expression of the form c ε d for some non-negative real number c and some non-negative integer d. We show that for all games, there is a monomial family of stationary strategies that are ε-optimal among stationary strategies. A corollary...... is that all concurrent reachability games have a monomial family of ε-optimal strategies. This generalizes a classical result of de Alfaro, Henzinger and Kupferman who showed that this is the case for concurrent reachability games where all states have value 0 or 1....
An Analysis of Stochastic Game Theory for Multiagent Reinforcement Learning
National Research Council Canada - National Science Library
Bowling, Michael
2000-01-01
.... In this paper we contribute a comprehensive presentation of the relevant techniques for solving stochastic games from both the game theory community and reinforcement learning communities. We examine the assumptions and limitations of these algorithms, and identify similarities between these algorithms, single agent reinforcement learners, and basic game theory techniques.
Stochastic Stability in Internet Router Congestion Games
Chung, Christine; Pyrga, Evangelia
Congestion control at bottleneck routers on the internet is a long standing problem. Many policies have been proposed for effective ways to drop packets from the queues of these routers so that network endpoints will be inclined to share router capacity fairly and minimize the overflow of packets trying to enter the queues. We study just how effective some of these queuing policies are when each network endpoint is a self-interested player with no information about the other players’ actions or preferences. By employing the adaptive learning model of evolutionary game theory, we study policies such as Droptail, RED, and the greedy-flow-punishing policy proposed by Gao et al. [10] to find the stochastically stable states: the states of the system that will be reached in the long run.
Shinar, J.; Siegel, A.W.
1988-01-01
The investigation is motivated by the dynamic conflict in an air-to-air combat between two aggressive aircraft, both equipped with medium-range guided missiles. It is a two-target differential game with two independent pursuit-evasion games. A description is given of the analysis of the conflict by
Capturability in a two-target "Game of two cars"
CSIR Research Space (South Africa)
Getz, WM
1981-01-01
Full Text Available The regions of capturability and draw are derived for a two-target pursuit-evasion differential game of two cars. Specifically, using geometric arguments, complete barrier surfaces are constructed that emanate from the boundaries of the usable parts...
Stochastic Learning and the Intuitive Criterion in Simple Signaling Games
DEFF Research Database (Denmark)
Sloth, Birgitte; Whitta-Jacobsen, Hans Jørgen
A stochastic learning process for signaling games with two types, two signals, and two responses gives rise to equilibrium selection which is in remarkable accordance with the selection obtained by the intuitive criterion......A stochastic learning process for signaling games with two types, two signals, and two responses gives rise to equilibrium selection which is in remarkable accordance with the selection obtained by the intuitive criterion...
International Nuclear Information System (INIS)
Cardaliaguet, P.; Rainer, C.
2013-01-01
We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in Cardaliaguet and Rainer (Appl. Math. Optim. 59: 1–36, 2009)
Energy Technology Data Exchange (ETDEWEB)
Cardaliaguet, P., E-mail: cardaliaguet@ceremade.dauphine.fr [Universite Paris-Dauphine, Ceremade (France); Rainer, C., E-mail: Catherine.Rainer@univ-brest.fr [Universite de Bretagne Occidentale (France)
2013-08-01
We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in Cardaliaguet and Rainer (Appl. Math. Optim. 59: 1-36, 2009)
Stochastic Frontier Estimation of Efficient Learning in Video Games
Hamlen, Karla R.
2012-01-01
Stochastic Frontier Regression Analysis was used to investigate strategies and skills that are associated with the minimization of time required to achieve proficiency in video games among students in grades four and five. Students self-reported their video game play habits, including strategies and skills used to become good at the video games…
Spatial effect on stochastic dynamics of bistable evolutionary games
International Nuclear Information System (INIS)
So, Kohaku H Z; Ohtsuki, Hisashi; Kato, Takeo
2014-01-01
We consider the lifetimes of metastable states in bistable evolutionary games (coordination games), and examine how they are affected by spatial structure. A semiclassical approximation based on a path integral method is applied to stochastic evolutionary game dynamics with and without spatial structure, and the lifetimes of the metastable states are evaluated. It is shown that the population dependence of the lifetimes is qualitatively different in these two models. Our result indicates that spatial structure can accelerate the transitions between metastable states. (paper)
LP formulation of asymmetric zero-sum stochastic games
Li, Lichun
2014-12-15
This paper provides an efficient linear programming (LP) formulation of asymmetric two player zero-sum stochastic games with finite horizon. In these stochastic games, only one player is informed of the state at each stage, and the transition law is only controlled by the informed player. Compared with the LP formulation of extensive stochastic games whose size grows polynomially with respect to the size of the state and the size of the uninformed player\\'s actions, our proposed LP formulation has its size to be linear with respect to the size of the state and the size of the uninformed player, and hence greatly reduces the computational complexity. A travelling inspector problem is used to demonstrate the efficiency of the proposed LP formulation.
LP formulation of asymmetric zero-sum stochastic games
Li, Lichun; Shamma, Jeff S.
2014-01-01
This paper provides an efficient linear programming (LP) formulation of asymmetric two player zero-sum stochastic games with finite horizon. In these stochastic games, only one player is informed of the state at each stage, and the transition law is only controlled by the informed player. Compared with the LP formulation of extensive stochastic games whose size grows polynomially with respect to the size of the state and the size of the uninformed player's actions, our proposed LP formulation has its size to be linear with respect to the size of the state and the size of the uninformed player, and hence greatly reduces the computational complexity. A travelling inspector problem is used to demonstrate the efficiency of the proposed LP formulation.
Mean Field Games for Stochastic Growth with Relative Utility
Energy Technology Data Exchange (ETDEWEB)
Huang, Minyi, E-mail: mhuang@math.carleton.ca [Carleton University, School of Mathematics and Statistics (Canada); Nguyen, Son Luu, E-mail: sonluu.nguyen@upr.edu [University of Puerto Rico, Department of Mathematics (United States)
2016-12-15
This paper considers continuous time stochastic growth-consumption optimization in a mean field game setting. The individual capital stock evolution is determined by a Cobb–Douglas production function, consumption and stochastic depreciation. The individual utility functional combines an own utility and a relative utility with respect to the population. The use of the relative utility reflects human psychology, leading to a natural pattern of mean field interaction. The fixed point equation of the mean field game is derived with the aid of some ordinary differential equations. Due to the relative utility interaction, our performance analysis depends on some ratio based approximation error estimate.
Mean Field Games for Stochastic Growth with Relative Utility
International Nuclear Information System (INIS)
Huang, Minyi; Nguyen, Son Luu
2016-01-01
This paper considers continuous time stochastic growth-consumption optimization in a mean field game setting. The individual capital stock evolution is determined by a Cobb–Douglas production function, consumption and stochastic depreciation. The individual utility functional combines an own utility and a relative utility with respect to the population. The use of the relative utility reflects human psychology, leading to a natural pattern of mean field interaction. The fixed point equation of the mean field game is derived with the aid of some ordinary differential equations. Due to the relative utility interaction, our performance analysis depends on some ratio based approximation error estimate.
Stochastic Local Search for Core Membership Checking in Hedonic Games
Keinänen, Helena
Hedonic games have emerged as an important tool in economics and show promise as a useful formalism to model multi-agent coalition formation in AI as well as group formation in social networks. We consider a coNP-complete problem of core membership checking in hedonic coalition formation games. No previous algorithms to tackle the problem have been presented. In this work, we overcome this by developing two stochastic local search algorithms for core membership checking in hedonic games. We demonstrate the usefulness of the algorithms by showing experimentally that they find solutions efficiently, particularly for large agent societies.
Stochastic heterogeneous interaction promotes cooperation in spatial prisoner's dilemma game.
Directory of Open Access Journals (Sweden)
Ping Zhu
Full Text Available Previous studies mostly investigate player's cooperative behavior as affected by game time-scale or individual diversity. In this paper, by involving both time-scale and diversity simultaneously, we explore the effect of stochastic heterogeneous interaction. In our model, the occurrence of game interaction between each pair of linked player obeys a random probability, which is further described by certain distributions. Simulations on a 4-neighbor square lattice show that the cooperation level is remarkably promoted when stochastic heterogeneous interaction is considered. The results are then explained by investigating the mean payoffs, the mean boundary payoffs and the transition probabilities between cooperators and defectors. We also show some typical snapshots and evolution time series of the system. Finally, the 8-neighbor square lattice and BA scale-free network results indicate that the stochastic heterogeneous interaction can be robust against different network topologies. Our work may sharpen the understanding of the joint effect of game time-scale and individual diversity on spatial games.
Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games
Jaleel, Hassan
2018-04-08
Stochastic stability is a popular solution concept for stochastic learning dynamics in games. However, a critical limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We address this limitation for the first time and develop a framework for the comparative analysis of stochastic learning dynamics with different update rules but same steady-state behavior. We present the framework in the context of two learning dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through an example setup of sensor coverage game that for each of these dynamics, the paths to stochastically stable states exhibit distinctive behaviors. Therefore, we propose multiple criteria to analyze and quantify the differences in the short and medium run behavior of stochastic learning dynamics. We derive and compare upper bounds on the expected hitting time to the set of Nash equilibria for both LLL and ML. For the medium to long-run behavior, we identify a set of tools from the theory of perturbed Markov chains that result in a hierarchical decomposition of the state space into collections of states called cycles. We compare LLL and ML based on the proposed criteria and develop invaluable insights into the comparative behavior of the two dynamics.
Fixation and escape times in stochastic game learning
International Nuclear Information System (INIS)
Realpe-Gomez, John; Szczesny, Bartosz; Galla, Tobias; Dall’Asta, Luca
2012-01-01
Evolutionary dynamics in finite populations is known to fixate eventually in the absence of mutation. We here show that a similar phenomenon can be found in stochastic game dynamical batch learning, and investigate fixation in learning processes in a simple 2×2 game, for two-player games with cyclic interaction, and in the context of the best-shot network game. The analogues of finite populations in evolution are here finite batches of observations between strategy updates. We study when and how such fixation can occur, and present results on the average time-to-fixation from numerical simulations. Simple cases are also amenable to analytical approaches and we provide estimates of the behaviour of so-called escape times as a function of the batch size. The differences and similarities with escape and fixation in evolutionary dynamics are discussed. (paper)
Pursit-evasion game analysis in a line of sight coordinate system
Shinar, J.; Davidovitz, A.
1985-01-01
The paper proposes to use line of sight coordinates for the analysis of pursuit-evasion games. The advantage of this method for two-target games is shown to be evident. As a demonstrative example the game of two identical cars is formulated and solved in such coordinate systems. A new type of singular surface, overlooked in a previous study of the same problem, is discovered as a consequence of the simplicity of the solution.
Solving simple stochastic games with few coin toss positions
DEFF Research Database (Denmark)
Ibsen-Jensen, Rasmus; Miltersen, Peter Bro
2011-01-01
Gimbert and Horn gave an algorithm for solving simple stochastic games with running time O(r! n) where n is the number of positions of the simple stochastic game and r is the number of its coin toss positions. Chatterjee et al. pointed out that a variant of strategy iteration can be implemented...... to solve this problem in time 4^r r^{O(1)} n^{O(1)}. In this paper, we show that an algorithm combining value iteration with retrograde analysis achieves a time bound of O(r 2^r (r log r + n)), thus improving both time bounds. While the algorithm is simple, the analysis leading to this time bound...
Solving Simple Stochastic Games with Few Coin Toss Positions
DEFF Research Database (Denmark)
Ibsen-Jensen, Rasmus; Miltersen, Peter Bro
2012-01-01
Gimbert and Horn gave an algorithm for solving simple stochastic games with running time O(r! n) where n is the number of positions of the simple stochastic game and r is the number of its coin toss positions. Chatterjee et al. pointed out that a variant of strategy iteration can be implemented...... to solve this problem in time 4 r n O(1). In this paper, we show that an algorithm combining value iteration with retrograde analysis achieves a time bound of O(r 2 r (r logr + n)), thus improving both time bounds. We also improve the analysis of Chatterjee et al. and show that their algorithm in fact has...
Directory of Open Access Journals (Sweden)
Shaolin Ji
2013-01-01
Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.
A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type
Energy Technology Data Exchange (ETDEWEB)
Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)
2012-12-15
We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.
A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type
International Nuclear Information System (INIS)
Hosking, John Joseph Absalom
2012-01-01
We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.
Robust synthetic biology design: stochastic game theory approach.
Chen, Bor-Sen; Chang, Chia-Hung; Lee, Hsiao-Ching
2009-07-15
Synthetic biology is to engineer artificial biological systems to investigate natural biological phenomena and for a variety of applications. However, the development of synthetic gene networks is still difficult and most newly created gene networks are non-functioning due to uncertain initial conditions and disturbances of extra-cellular environments on the host cell. At present, how to design a robust synthetic gene network to work properly under these uncertain factors is the most important topic of synthetic biology. A robust regulation design is proposed for a stochastic synthetic gene network to achieve the prescribed steady states under these uncertain factors from the minimax regulation perspective. This minimax regulation design problem can be transformed to an equivalent stochastic game problem. Since it is not easy to solve the robust regulation design problem of synthetic gene networks by non-linear stochastic game method directly, the Takagi-Sugeno (T-S) fuzzy model is proposed to approximate the non-linear synthetic gene network via the linear matrix inequality (LMI) technique through the Robust Control Toolbox in Matlab. Finally, an in silico example is given to illustrate the design procedure and to confirm the efficiency and efficacy of the proposed robust gene design method. http://www.ee.nthu.edu.tw/bschen/SyntheticBioDesign_supplement.pdf.
Stochastic gradient ascent outperforms gamers in the Quantum Moves game
Sels, Dries
2018-04-01
In a recent work on quantum state preparation, Sørensen and co-workers [Nature (London) 532, 210 (2016), 10.1038/nature17620] explore the possibility of using video games to help design quantum control protocols. The authors present a game called "Quantum Moves" (https://www.scienceathome.org/games/quantum-moves/) in which gamers have to move an atom from A to B by means of optical tweezers. They report that, "players succeed where purely numerical optimization fails." Moreover, by harnessing the player strategies, they can "outperform the most prominent established numerical methods." The aim of this Rapid Communication is to analyze the problem in detail and show that those claims are untenable. In fact, without any prior knowledge and starting from a random initial seed, a simple stochastic local optimization method finds near-optimal solutions which outperform all players. Counterdiabatic driving can even be used to generate protocols without resorting to numeric optimization. The analysis results in an accurate analytic estimate of the quantum speed limit which, apart from zero-point motion, is shown to be entirely classical in nature. The latter might explain why gamers are reasonably good at the game. A simple modification of the BringHomeWater challenge is proposed to test this hypothesis.
Set-Theoretic Inequalities in Stochastic Noncooperative Games with Coalition
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Ailada Treerattrakoon
2008-04-01
Full Text Available We model and analyze antagonistic stochastic games of three players, two of whom form a coalition against the third one. The actions of the players are modeled by random walk processes recording the cumulative damages to each player at any moment of time. The game continues until the single player or the coalition is defeated. The defeat of any particular player takes place when the associated process (representing the collateral damage crosses a fixed threshold. Once the threshold is exceeded at some time, the associated player exits the game. All involved processes are being Ã¢Â€Âœobserved by a third party processÃ¢Â€Â so that the information regarding the status of all players is restricted to those special epochs. Furthermore, all processed are modulated (with their parameters being modified in due course of the game. We obtain a closed form joint functional of the named processes at key reference points.
Balancing Two-Player Stochastic Games with Soft Q-Learning
Grau-Moya, Jordi; Leibfried, Felix; Bou-Ammar, Haitham
2018-01-01
Within the context of video games the notion of perfectly rational agents can be undesirable as it leads to uninteresting situations, where humans face tough adversarial decision makers. Current frameworks for stochastic games and reinforcement learning prohibit tuneable strategies as they seek optimal performance. In this paper, we enable such tuneable behaviour by generalising soft Q-learning to stochastic games, where more than one agent interact strategically. We contribute both theoretic...
Bayesian analysis of deterministic and stochastic prisoner's dilemma games
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Howard Kunreuther
2009-08-01
Full Text Available This paper compares the behavior of individuals playing a classic two-person deterministic prisoner's dilemma (PD game with choice data obtained from repeated interdependent security prisoner's dilemma games with varying probabilities of loss and the ability to learn (or not learn about the actions of one's counterpart, an area of recent interest in experimental economics. This novel data set, from a series of controlled laboratory experiments, is analyzed using Bayesian hierarchical methods, the first application of such methods in this research domain. We find that individuals are much more likely to be cooperative when payoffs are deterministic than when the outcomes are probabilistic. A key factor explaining this difference is that subjects in a stochastic PD game respond not just to what their counterparts did but also to whether or not they suffered a loss. These findings are interpreted in the context of behavioral theories of commitment, altruism and reciprocity. The work provides a linkage between Bayesian statistics, experimental economics, and consumer psychology.
Chen, Bor-Sen; Yeh, Chin-Hsun
2017-12-01
We review current static and dynamic evolutionary game strategies of biological networks and discuss the lack of random genetic variations and stochastic environmental disturbances in these models. To include these factors, a population of evolving biological networks is modeled as a nonlinear stochastic biological system with Poisson-driven genetic variations and random environmental fluctuations (stimuli). To gain insight into the evolutionary game theory of stochastic biological networks under natural selection, the phenotypic robustness and network evolvability of noncooperative and cooperative evolutionary game strategies are discussed from a stochastic Nash game perspective. The noncooperative strategy can be transformed into an equivalent multi-objective optimization problem and is shown to display significantly improved network robustness to tolerate genetic variations and buffer environmental disturbances, maintaining phenotypic traits for longer than the cooperative strategy. However, the noncooperative case requires greater effort and more compromises between partly conflicting players. Global linearization is used to simplify the problem of solving nonlinear stochastic evolutionary games. Finally, a simple stochastic evolutionary model of a metabolic pathway is simulated to illustrate the procedure of solving for two evolutionary game strategies and to confirm and compare their respective characteristics in the evolutionary process. Copyright © 2017 Elsevier B.V. All rights reserved.
Non-cooperative stochastic differential game theory of generalized Markov jump linear systems
Zhang, Cheng-ke; Zhou, Hai-ying; Bin, Ning
2017-01-01
This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the...
A game-theoretic method for cross-layer stochastic resilient control design in CPS
Shen, Jiajun; Feng, Dongqin
2018-03-01
In this paper, the cross-layer security problem of cyber-physical system (CPS) is investigated from the game-theoretic perspective. Physical dynamics of plant is captured by stochastic differential game with cyber-physical influence being considered. The sufficient and necessary condition for the existence of state-feedback equilibrium strategies is given. The attack-defence cyber interactions are formulated by a Stackelberg game intertwined with stochastic differential game in physical layer. The condition such that the Stackelberg equilibrium being unique and the corresponding analytical solutions are both provided. An algorithm is proposed for obtaining hierarchical security strategy by solving coupled games, which ensures the operational normalcy and cyber security of CPS subject to uncertain disturbance and unexpected cyberattacks. Simulation results are given to show the effectiveness and performance of the proposed algorithm.
A Pumping Algorithm for Ergodic Stochastic Mean Payoff Games with Perfect Information
Boros, Endre; Elbassioni, Khaled; Gurvich, Vladimir; Makino, Kazuhisa
In this paper, we consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph G = (V = V B ∪ V W ∪ V R , E), with local rewards r: E to { R}, and three types of vertices: black V B , white V W , and random V R . The game is played by two players, White and Black: When the play is at a white (black) vertex v, White (Black) selects an outgoing arc (v,u). When the play is at a random vertex v, a vertex u is picked with the given probability p(v,u). In all cases, Black pays White the value r(v,u). The play continues forever, and White aims to maximize (Black aims to minimize) the limiting mean (that is, average) payoff. It was recently shown in [7] that BWR-games are polynomially equivalent with the classical Gillette games, which include many well-known subclasses, such as cyclic games, simple stochastic games (SSG's), stochastic parity games, and Markov decision processes. In this paper, we give a new algorithm for solving BWR-games in the ergodic case, that is when the optimal values do not depend on the initial position. Our algorithm solves a BWR-game by reducing it, using a potential transformation, to a canonical form in which the optimal strategies of both players and the value for every initial position are obvious, since a locally optimal move in it is optimal in the whole game. We show that this algorithm is pseudo-polynomial when the number of random nodes is constant. We also provide an almost matching lower bound on its running time, and show that this bound holds for a wider class of algorithms. Let us add that the general (non-ergodic) case is at least as hard as SSG's, for which no pseudo-polynomial algorithm is known.
Stochastic Perron's method and elementary strategies for zero-sum differential games
Sîrbu, Mihai
2013-01-01
We develop here the Stochastic Perron Method in the framework of two-player zero-sum differential games. We consider the formulation of the game where both players play, symmetrically, feed-back strategies (as in [CR09] or [PZ12]) as opposed to the Elliott-Kalton formulation prevalent in the literature. The class of feed-back strategies we use is carefully chosen so that the state equation admits strong solutions and the technicalities involved in the Stochastic Perron Method carry through in...
Stochastic evolutionary dynamics in minimum-effort coordination games
Li, Kun; Cong, Rui; Wang, Long
2016-08-01
The minimum-effort coordination game draws recently more attention for the fact that human behavior in this social dilemma is often inconsistent with the predictions of classical game theory. Here, we combine evolutionary game theory and coalescence theory to investigate this game in finite populations. Both analytic results and individual-based simulations show that effort costs play a key role in the evolution of contribution levels, which is in good agreement with those observed experimentally. Besides well-mixed populations, set structured populations have also been taken into consideration. Therein we find that large number of sets and moderate migration rate greatly promote effort levels, especially for high effort costs.
On Stochastic Fishery Games with Endogenous Stage-Payoffs and Transition Probabilities
Joosten, Reinoud A.M.G.; Samuel, Llea; Li, Deng-Feng; Yang, Xiao-Guang; Uetz, Marc; Xu, Gen-Jiu
2017-01-01
We engineered a stochastic fishery game in which overfishing has a twofold effect: it gradually damages the fish stock inducing lower catches in states High and Low, and it gradually causes the system to spend more time in the latter state with lower landings. To analyze the effects of this ‘double
Strategy Complexity of Finite-Horizon Markov Decision Processes and Simple Stochastic Games
DEFF Research Database (Denmark)
Ibsen-Jensen, Rasmus; Chatterjee, Krishnendu
2012-01-01
Markov decision processes (MDPs) and simple stochastic games (SSGs) provide a rich mathematical framework to study many important problems related to probabilistic systems. MDPs and SSGs with finite-horizon objectives, where the goal is to maximize the probability to reach a target state in a given...
Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia
2017-11-23
Traditional replication dynamic model and the corresponding concept of evolutionary stable strategy (ESS) only takes into account whether the system can return to the equilibrium after being subjected to a small disturbance. In the real world, due to continuous noise, the ESS of the system may not be stochastically stable. In this paper, a model of voluntary public goods game with punishment is studied in a stochastic situation. Unlike the existing model, we describe the evolutionary process of strategies in the population as a generalized quasi-birth-and-death process. And we investigate the stochastic stable equilibrium (SSE) instead. By numerical experiments, we get all possible SSEs of the system for any combination of parameters, and investigate the influence of parameters on the probabilities of the system to select different equilibriums. It is found that in the stochastic situation, the introduction of the punishment and non-participation strategies can change the evolutionary dynamics of the system and equilibrium of the game. There is a large range of parameters that the system selects the cooperative states as its SSE with a high probability. This result provides us an insight and control method for the evolution of cooperation in the public goods game in stochastic situations.
Path to Stochastic Stability: Comparative Analysis of Stochastic Learning Dynamics in Games
Jaleel, Hassan; Shamma, Jeff S.
2018-01-01
dynamics: Log-Linear Learning (LLL) and Metropolis Learning (ML). Although both of these dynamics have the same stochastically stable states, LLL and ML correspond to different behavioral models for decision making. Moreover, we demonstrate through
Chang, Shuhua; Wang, Xinyu; Wang, Zheng
2015-01-01
Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM). We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB) equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions' cooperative and noncooperative optimal emission paths, which maximize the regions' discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games.
Directory of Open Access Journals (Sweden)
Shuhua Chang
Full Text Available Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading. More generally, the process of emission permits price is assumed to be stochastic and to follow a geometric Brownian motion (GBM. We make use of stochastic optimal control theory to derive the system of Hamilton-Jacobi-Bellman (HJB equations satisfied by the value functions for the cooperative and the noncooperative games, respectively, and then propose a so-called fitted finite volume method to solve it. The efficiency and the usefulness of this method are illustrated by the numerical experiments. The two regions' cooperative and noncooperative optimal emission paths, which maximize the regions' discounted streams of the net revenues, together with the value functions, are obtained. Additionally, we can also obtain the threshold conditions for the two regions to decide whether they cooperate or not in different cases. The effects of parameters in the established model on the results have been also examined. All the results demonstrate that the stochastic emission permits prices can motivate the players to make more flexible strategic decisions in the games.
Mapping of the stochastic Lotka-Volterra model to models of population genetics and game theory
Constable, George W. A.; McKane, Alan J.
2017-08-01
The relationship between the M -species stochastic Lotka-Volterra competition (SLVC) model and the M -allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection, and the Moran model with frequency-dependent selection (equivalently a game-theoretic formulation of the Moran model). We demonstrate how these mappings can be used to calculate extinction probabilities and the times until a species' extinction in the SLVC model.
Efficient computation of discounted asymmetric information zero-sum stochastic games
Li, Lichun; Shamma, Jeff S.
2015-01-01
In asymmetric information zero-sum games, one player has superior information about the game over the other. Asymmetric information games are particularly relevant for security problems, e.g., where an attacker knows its own skill set or alternatively a system administrator knows the state of its resources. In such settings, the informed player is faced with the tradeoff of exploiting its superior information at the cost of revealing its superior information. This tradeoff is typically addressed through randomization, in an effort to keep the uninformed player informationally off balance. A lingering issue is the explicit computation of such strategies. This paper, building on prior work for repeated games, presents an LP formulation to compute suboptimal strategies for the informed player in discounted asymmetric information stochastic games in which state transitions are not affected by the uninformed player. Furthermore, the paper presents bounds between the security level guaranteed by the sub-optimal strategy and the optimal value. The results are illustrated on a stochastic intrusion detection problem.
Efficient computation of discounted asymmetric information zero-sum stochastic games
Li, Lichun
2015-12-15
In asymmetric information zero-sum games, one player has superior information about the game over the other. Asymmetric information games are particularly relevant for security problems, e.g., where an attacker knows its own skill set or alternatively a system administrator knows the state of its resources. In such settings, the informed player is faced with the tradeoff of exploiting its superior information at the cost of revealing its superior information. This tradeoff is typically addressed through randomization, in an effort to keep the uninformed player informationally off balance. A lingering issue is the explicit computation of such strategies. This paper, building on prior work for repeated games, presents an LP formulation to compute suboptimal strategies for the informed player in discounted asymmetric information stochastic games in which state transitions are not affected by the uninformed player. Furthermore, the paper presents bounds between the security level guaranteed by the sub-optimal strategy and the optimal value. The results are illustrated on a stochastic intrusion detection problem.
Governance Mechanism for Global Greenhouse Gas Emissions: A Stochastic Differential Game Approach
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Wei Yu
2013-01-01
Full Text Available Today developed and developing countries have to admit the fact that global warming is affecting the earth, but the fundamental problem of how to divide up necessary greenhouse gas reductions between developed and developing countries remains. In this paper, we propose cooperative and noncooperative stochastic differential game models to describe greenhouse gas emissions decision makings of developed and developing countries, calculate their feedback Nash equilibrium and the Pareto optimal solution, characterize parameter spaces that developed and developing countries can cooperate, design cooperative conditions under which participants buy the cooperative payoff, and distribute the cooperative payoff with Nash bargaining solution. Lastly, numerical simulations are employed to illustrate the above results.
Nonzero-Sum Stochastic Differential Portfolio Games under a Markovian Regime Switching Model
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Chaoqun Ma
2015-01-01
Full Text Available We consider a nonzero-sum stochastic differential portfolio game problem in a continuous-time Markov regime switching environment when the price dynamics of the risky assets are governed by a Markov-modulated geometric Brownian motion (GBM. The market parameters, including the bank interest rate and the appreciation and volatility rates of the risky assets, switch over time according to a continuous-time Markov chain. We formulate the nonzero-sum stochastic differential portfolio game problem as two utility maximization problems of the sum process between two investors’ terminal wealth. We derive a pair of regime switching Hamilton-Jacobi-Bellman (HJB equations and two systems of coupled HJB equations at different regimes. We obtain explicit optimal portfolio strategies and Feynman-Kac representations of the two value functions. Furthermore, we solve the system of coupled HJB equations explicitly in a special case where there are only two states in the Markov chain. Finally we provide comparative statics and numerical simulation analysis of optimal portfolio strategies and investigate the impact of regime switching on optimal portfolio strategies.
Yu, Qian; Fang, Debin; Zhang, Xiaoling; Jin, Chen; Ren, Qiyu
2016-06-27
Stochasticity plays an important role in the evolutionary dynamic of cyclic dominance within a finite population. To investigate the stochastic evolution process of the behaviour of bounded rational individuals, we model the Rock-Scissors-Paper (RSP) game as a finite, state dependent Quasi Birth and Death (QBD) process. We assume that bounded rational players can adjust their strategies by imitating the successful strategy according to the payoffs of the last round of the game, and then analyse the limiting distribution of the QBD process for the game stochastic evolutionary dynamic. The numerical experiments results are exhibited as pseudo colour ternary heat maps. Comparisons of these diagrams shows that the convergence property of long run equilibrium of the RSP game in populations depends on population size and the parameter of the payoff matrix and noise factor. The long run equilibrium is asymptotically stable, neutrally stable and unstable respectively according to the normalised parameters in the payoff matrix. Moreover, the results show that the distribution probability becomes more concentrated with a larger population size. This indicates that increasing the population size also increases the convergence speed of the stochastic evolution process while simultaneously reducing the influence of the noise factor.
Analysis for Ad Hoc Network Attack-Defense Based on Stochastic Game Model
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Yuanjie LI
2014-06-01
Full Text Available The attack actions analysis for Ad Hoc networks can provide a reference for the design security mechanisms. This paper presents an analysis method of security of Ad Hoc networks based on Stochastic Game Nets (SGN. This method can establish a SGN model of Ad Hoc networks and calculate to get the Nash equilibrium strategy. After transforming the SGN model into a continuous-time Markov Chain (CTMC, the security of Ad Hoc networks can be evaluated and analyzed quantitatively by calculating the stationary probability of CTMC. Finally, the Matlab simulation results show that the probability of successful attack is related to the attack intensity and expected payoffs, but not attack rate.
International Nuclear Information System (INIS)
Quan Ji; Wang Xianjia
2013-01-01
Traditional evolutionary games assume uniform interaction rate, which means that the rate at which individuals meet and interact is independent of their strategies. But in some systems, especially biological systems, the players interact with each other discriminately. Taylor and Nowak (2006) were the first to establish the corresponding non-uniform interaction rate model by allowing the interaction rates to depend on strategies. Their model is based on replicator dynamics which assumes an infinite size population. But in reality, the number of individuals in the population is always finite, and there will be some random interference in the individuals' strategy selection process. Therefore, it is more practical to establish the corresponding stochastic evolutionary model in finite populations. In fact, the analysis of evolutionary games in a finite size population is more difficult. Just as Taylor and Nowak said in the outlook section of their paper, ''The analysis of non-uniform interaction rates should be extended to stochastic game dynamics of finite populations''. In this paper, we are exactly doing this work. We extend Taylor and Nowak's model from infinite to finite case, especially focusing on the infiuence of non-uniform connection characteristics on the evolutionary stable state of the system. We model the strategy evolutionary process of the population by a continuous ergodic Markov process. Based on the limit distribution of the process, we can give the evolutionary stable state of the system. We make a complete classification of the symmetric 2 × 2 games. For each case game, the corresponding limit distribution of the Markov-based process is given when noise intensity is small enough. In contrast with most literatures in evolutionary games using the simulation method, all our results obtained are analytical. Especially, in the dominant-case game, coexistence of the two strategies may become evolutionary stable states in our model. This result can be
International Nuclear Information System (INIS)
Si Tieyan
2012-01-01
Highlights: ► Using a photon propagating through a designed array of beam splitters to simulate Parrondo’s game paradox. ► Design the optical flowchart for implementing Parrondo history-dependent game paradox. ► Design new game with long-term memory on a designed tree lattice and loop lattice. - Abstract: An optical model for a photon propagating through a designed array of beam splitters is developed to give a physical implementation of Parrondo’s game and Parrondo’s history-dependent game. The winner in this optical model is a photon passed the beam splitter. The loser is a photon being reflected by the beam splitter. The optical beam splitter is the coin-tosser. We designed new games with long-term memory by using this optical diagram method. The optical output of the combined game of two losing games could be a win, or a loss, or an oscillation between win and loss. The modern technology to implement this optical model is well developed. A circularly polarized photon is a possible candidate for this physical implementation in laboratory.
Sandell, N. R., Jr.; Athans, M.
1975-01-01
The development of the theory of the finite - state, finite - memory (FSFM) stochastic control problem is discussed. The sufficiency of the FSFM minimum principle (which is in general only a necessary condition) was investigated. By introducing the notion of a signaling strategy as defined in the literature on games, conditions under which the FSFM minimum principle is sufficient were determined. This result explicitly interconnects the information structure of the FSFM problem with its optimality conditions. The min-H algorithm for the FSFM problem was studied. It is demonstrated that a version of the algorithm always converges to a particular type of local minimum termed a person - by - person extremal.
DEFF Research Database (Denmark)
Hansen, Thomas Dueholm; Miltersen, Peter Bro; Zwick, Uri
2011-01-01
Ye showed recently that the simplex method with Dantzig pivoting rule, as well as Howard's policy iteration algorithm, solve discounted Markov decision processes (MDPs), with a constant discount factor, in strongly polynomial time. More precisely, Ye showed that both algorithms terminate after...... iterations. Second, and more importantly, we show that the same bound applies to the number of iterations performed by the strategy iteration (or strategy improvement) algorithm, a generalization of Howard's policy iteration algorithm used for solving 2-player turn-based stochastic games with discounted zero...
International Nuclear Information System (INIS)
De Santis, Emilio; Marinelli, Carlo
2007-01-01
We introduce and study a class of infinite-horizon non-zero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions, the existence of a strategy that allows any player to eliminate losses after a finite random time. In the special case of symmetric interactions, we also prove that, as time goes to infinity, the game converges to a Nash equilibrium. Moreover, assuming that all agents adopt the same strategy, using arguments related to those leading to perfect simulation algorithms, spatial mixing and ergodicity are proved. In turn, ergodicity allows us to prove 'fixation', i.e. players will adopt a constant strategy after a finite time. The resulting dynamics is related to zero-temperature Glauber dynamics on random graphs of possibly infinite volume
Construction of Barrier in a Fishing Game With Point Capture.
Zha, Wenzhong; Chen, Jie; Peng, Zhihong; Gu, Dongbing
2017-06-01
This paper addresses a particular pursuit-evasion game, called as "fishing game" where a faster evader attempts to pass the gap between two pursuers. We are concerned with the conditions under which the evader or pursuers can win the game. This is a game of kind in which an essential aspect, barrier, separates the state space into disjoint parts associated with each player's winning region. We present a method of explicit policy to construct the barrier. This method divides the fishing game into two subgames related to the included angle and the relative distances between the evader and the pursuers, respectively, and then analyzes the possibility of capture or escape for each subgame to ascertain the analytical forms of the barrier. Furthermore, we fuse the games of kind and degree by solving the optimal control strategies in the minimum time for each player when the initial state lies in their winning regions. Along with the optimal strategies, the trajectories of the players are delineated and the upper bounds of their winning times are also derived.
Application of differential game theory to role-determination in aerial combat
Merz, A. W.
1975-01-01
The development of criteria which specify the roles of pursuer and evader as functions of the relative geometry and of the important parameters of the problem are discussed. A reduced-order model of the relative motion is derived and discussed. In this model, the two aircraft move in the same plane at unequal but constant speeds, and with different maximum turn rates. The equations of relative motion are of third order, the dependent variables being the relative range, bearing, and heading of the two aircraft. Termination of the pursuit-evasion game is defined by either the heading-limited or the range-limited end condition. These are geometric conditions for which the evading aircraft is in front of the other, with the relative heading and relative range satisfying certain inequalities. Retrograde solutions to the equations of relative motion were used with the derived optimal terminal maneuvers to find where an assumed set of end conditions could have begun.
Solving Stochastic Büchi Games on Infinite Arenas with a Finite Attractor
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Nathalie Bertrand
2013-06-01
Full Text Available We consider games played on an infinite probabilistic arena where the first player aims at satisfying generalized Büchi objectives almost surely, i.e., with probability one. We provide a fixpoint characterization of the winning sets and associated winning strategies in the case where the arena satisfies the finite-attractor property. From this we directly deduce the decidability of these games on probabilistic lossy channel systems.
DEFF Research Database (Denmark)
Hansen, Thomas Dueholm; Miltersen, Peter Bro; Zwick, Uri
2013-01-01
Ye [2011] showed recently that the simplex method with Dantzig’s pivoting rule, as well as Howard’s policy iteration algorithm, solve discounted Markov decision processes (MDPs), with a constant discount factor, in strongly polynomial time. More precisely, Ye showed that both algorithms terminate...... terminates after at most O(m1−γ log n1−γ) iterations. Second, and more importantly, we show that the same bound applies to the number of iterations performed by the strategy iteration (or strategy improvement) algorithm, a generalization of Howard’s policy iteration algorithm used for solving 2-player turn-based...... for 2-player turn-based stochastic games; it is strongly polynomial for a fixed discount factor, and exponential otherwise....
A sampling-based approach to probabilistic pursuit evasion
Mahadevan, Aditya; Amato, Nancy M.
2012-01-01
Probabilistic roadmaps (PRMs) are a sampling-based approach to motion-planning that encodes feasible paths through the environment using a graph created from a subset of valid positions. Prior research has shown that PRMs can be augmented
A sampling-based approach to probabilistic pursuit evasion
Mahadevan, Aditya
2012-05-01
Probabilistic roadmaps (PRMs) are a sampling-based approach to motion-planning that encodes feasible paths through the environment using a graph created from a subset of valid positions. Prior research has shown that PRMs can be augmented with useful information to model interesting scenarios related to multi-agent interaction and coordination. © 2012 IEEE.
New Results on a Stochastic Duel Game with Each Force Consisting of Heterogeneous Units
2013-02-01
study of duel models dates back to the 1910s, when Lanchester (1916) proposed differential equations that govern the strength of each force through time...which gave rise to what later became known as Lanchester models. A stream of works extended the Lanchester models—which are deterministic in nature...869. Kress, M. and Talmor, I. (1999). A new look at the 3:1 rule of combat through markov stochastic lanchester models. The Journal of the Operational
Clemens, Joshua William
Game theory has application across multiple fields, spanning from economic strategy to optimal control of an aircraft and missile on an intercept trajectory. The idea of game theory is fascinating in that we can actually mathematically model real-world scenarios and determine optimal decision making. It may not always be easy to mathematically model certain real-world scenarios, nonetheless, game theory gives us an appreciation for the complexity involved in decision making. This complexity is especially apparent when the players involved have access to different information upon which to base their decision making (a nonclassical information pattern). Here we will focus on the class of adversarial two-player games (sometimes referred to as pursuit-evasion games) with nonclassical information pattern. We present a two-sided (simultaneous) optimization solution method for the two-player linear quadratic Gaussian (LQG) multistage game. This direct solution method allows for further interpretation of each player's decision making (strategy) as compared to previously used formal solution methods. In addition to the optimal control strategies, we present a saddle point proof and we derive an expression for the optimal performance index value. We provide some numerical results in order to further interpret the optimal control strategies and to highlight real-world application of this game-theoretic optimal solution.
The complexity of interior point methods for solving discounted turn-based stochastic games
DEFF Research Database (Denmark)
Hansen, Thomas Dueholm; Ibsen-Jensen, Rasmus
2013-01-01
for general 2TBSGs. This implies that a number of interior point methods can be used to solve 2TBSGs. We consider two such algorithms: the unified interior point method of Kojima, Megiddo, Noma, and Yoshise, and the interior point potential reduction algorithm of Kojima, Megiddo, and Ye. The algorithms run...... states and discount factor γ we get κ=Θ(n(1−γ)2) , −δ=Θ(n√1−γ) , and 1/θ=Θ(n(1−γ)2) in the worst case. The lower bounds for κ, − δ, and 1/θ are all obtained using the same family of deterministic games....
Stochastic Equilibria under Imprecise Deviations in Terminal-Reward Concurrent Games
Directory of Open Access Journals (Sweden)
Patricia Bouyer
2016-09-01
Full Text Available We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward objectives, and their existence is undecidable with qualitative reachability objectives (and only three players. However, these results rely on the fact that the players can enforce infinite plays while trying to improve their payoffs. In this paper, we introduce a relaxed notion of equilibria, where deviations are imprecise. We prove that contrary to Nash equilibria, such (stationary equilibria always exist, and we develop a PSPACE algorithm to compute one.
Li, Lichun
2017-11-07
This paper considers a zero-sum two-player asymmetric information stochastic game where only one player knows the system state, and the transition law is controlled by the informed player only. For the informed player, it has been shown that the security strategy only depends on the belief and the current stage. We provide LP formulations whose size is only linear in the size of the uninformed player\\'s action set to compute both history based and belief based security strategies. For the uninformed player, we focus on the regret, the difference between 0 and the future payoff guaranteed by the uninformed player in every possible state. Regret is a real vector of the same size as the belief, and depends only on the action of the informed player and the strategy of the uninformed player. This paper shows that the uninformed player has a security strategy that only depends on the regret and the current stage. LP formulations are then given to compute the history based security strategy, the regret at every stage, and the regret based security strategy. The size of the LP formulations are again linear in the size of the uninformed player action set. Finally, an intrusion detection problem is studied to demonstrate the main results in this paper.
Eksin, Ceyhun
2017-03-14
Individuals change their behavior during an epidemic in response to whether they and/or those they interact with are healthy or sick. Healthy individuals may utilize protective measures to avoid contracting a disease. Sick individuals may utilize preemptive measures to avoid spreading a disease. Yet, in practice both protective and preemptive changes in behavior come with costs. This paper proposes a stochastic network disease game model that captures the self-interests of individuals during the spread of a susceptible-infected-susceptible disease. In this model, individuals strategically modify their behavior based on current disease conditions. These reactions influence disease spread. We show that there is a critical level of concern, i.e., empathy, by the sick individuals above which disease is eradicated rapidly. Furthermore, we find that risk averse behavior by the healthy individuals cannot eradicate the disease without the preemptive measures of the sick individuals. Empathy is more effective than risk-aversion because when infectious individuals change behavior, they reduce all of their potential infections, whereas when healthy individuals change behavior, they reduce only a small portion of potential infections. This imbalance in the role played by the response of the infected versus the susceptible individuals on disease eradication affords critical policy insights.
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
Energy Technology Data Exchange (ETDEWEB)
Wei, Qingda, E-mail: weiqd@hqu.edu.cn [Huaqiao University, School of Economics and Finance (China); Chen, Xian, E-mail: chenxian@amss.ac.cn [Peking University, School of Mathematical Sciences (China)
2016-10-15
In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.
Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion
International Nuclear Information System (INIS)
Wei, Qingda; Chen, Xian
2016-01-01
In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation and obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.
Directory of Open Access Journals (Sweden)
YouHua Chen
2014-06-01
Full Text Available In the present report, the coexistence of Prisoners' Dilemma game players (cooperators and defectors were explored in an individual-based framework with the consideration of the impacts of deterministic and stochastic waiting time (WT for triggering mortality and/or colonization events. For the type of deterministic waiting time, the time step for triggering a mortality and/or colonization event is fixed. For the type of stochastic waiting time, whether a mortality and/or colonization event should be triggered for each time step of a simulation is randomly determined by a given acceptance probability (the event takes place when a variate drawn from a uniform distribution [0,1] is smaller than the acceptance probability. The two strategies of modeling waiting time are considered simultaneously and applied to both quantities (mortality: WTm, colonization: WTc. As such, when WT (WTm and/or WTc is an integral >=1, it indicated a deterministically triggering strategy. In contrast, when 1>WT>0, it indicated a stochastically triggering strategy and the WT value itself is used as the acceptance probability. The parameter space between the waiting time for mortality (WTm-[0.1,40] and colonization (WTc-[0.1,40] was traversed to explore the coexistence and non-coexistence regions. The role of defense award was evaluated. My results showed that, one non-coexistence region is identified consistently, located at the area where 1>=WTm>=0.3 and 40>=WTc>=0.1. As a consequence, it was found that the coexistence of cooperators and defectors in the community is largely dependent on the waiting time of mortality events, regardless of the defense or cooperation rewards. When the mortality events happen in terms of stochastic waiting time (1>=WTm>=0.3, extinction of either cooperators or defectors or both could be very likely, leading to the emergence of non-coexistence scenarios. However, when the mortality events occur in forms of relatively long deterministic
Duke, Richard D
2014-01-01
Als Richard Duke sein Buch ""Gaming: The Future's Language"" 1974 veröffentlichte, war er ein Pionier für die Entwicklung und Anwendung von Planspielen in Politik, Strategieentwicklung und Management. Das Buch wurde zu einem viel zitierten Standardwerk. 2014 feiert die von Richard D. Duke gegründete International Simulation and Gaming Association (ISAGA) ihr 45-jähriges Bestehen. Gleichzeitig legt Richard D. Duke eine überarbeitete Auflage seines Klassikers vor. Inhaltsverzeichnis TABLE OF CONTENTSAcknowledgments Preface SECTION I1. The ProblemSECTION II2. Modes of Human Communication3. Mode
Deterministic Graphical Games Revisited
DEFF Research Database (Denmark)
Andersson, Daniel; Hansen, Kristoffer Arnsfelt; Miltersen, Peter Bro
2008-01-01
We revisit the deterministic graphical games of Washburn. A deterministic graphical game can be described as a simple stochastic game (a notion due to Anne Condon), except that we allow arbitrary real payoffs but disallow moves of chance. We study the complexity of solving deterministic graphical...... games and obtain an almost-linear time comparison-based algorithm for computing an equilibrium of such a game. The existence of a linear time comparison-based algorithm remains an open problem....
Complimentary Advanced Fusion Exploration
National Research Council Canada - National Science Library
Alford, Mark G; Jones, Eric C; Bubalo, Adnan; Neumann, Melissa; Greer, Michael J
2005-01-01
.... The focus areas were in the following regimes: multi-tensor homographic computer vision image fusion, out-of-sequence measurement and track data handling, Nash bargaining approaches to sensor management, pursuit-evasion game theoretic modeling...
Toward realistic pursuit-evasion using a roadmap-based approach
Rodriguez, Samuel; Denny, Jory; Burgos, Juan; Mahadevan, Aditya; Manavi, Kasra; Murray, Luke; Kodochygov, Anton; Zourntos, Takis; Amato, Nancy M.
2011-01-01
be applied to more realistic scenarios than are typically studied in most previous work, including agents moving in 3D environments such as terrains, multi-story buildings, and dynamic environments. We also support more realistic three-dimensional visibility
Stochastic volatility and stochastic leverage
DEFF Research Database (Denmark)
Veraart, Almut; Veraart, Luitgard A. M.
This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...
Mathematical games, abstract games
Neto, Joao Pedro
2013-01-01
User-friendly, visually appealing collection offers both new and classic strategic board games. Includes abstract games for two and three players and mathematical games such as Nim and games on graphs.
A Monetary Policy Simulation Game
Lengwiler, Yvan
2004-01-01
The author presents a computer game that puts the player in the role of a central bank governor. The game is a stochastic simulation of a standard reduced form macro model, and the user interacts with this simulation by manipulating the interest rate. The problem the player faces is in many ways quite realistic--just as a real monetary authority,…
Institute of Scientific and Technical Information of China (English)
何涛; 赵国杰
2011-01-01
风险分担是PPP项目融资模式需要解决的核心问题之一,不合理的风险分担不仅增加投资成本,甚至将造成项目融资的失败.基于随机合作博弈理论,构建了政府与私人集团的最优合作博弈模型.该模型在考虑参与方风险偏好的基础上实现了风险在双方之间的转移.数值分析表明,该模型既可以确定双方最优风险分担的比例,又可以使经过风险转移后的项目总风险有明显下降,实现了合作效率.%Risk allocation is one of the core issues in the Public Private Partnerships (PPP)project financing model, not only increasing the project cost but also causing the failure of the project financing when allocated inappropriately. Based on the theory of stochastic cooperative games, this paper constructed an optimal model of cooperative game between public and private sectors, which can realize risk transfer between the two sides, based on the risk preference of the participants. The numerical analysis indicates that it can not only decide the optimal risk allocation ratio, but also decrease the total risk of the project after the process of risk transfer so as to enhance the cooperation efficiency.
Parzen, Emanuel
1962-01-01
Well-written and accessible, this classic introduction to stochastic processes and related mathematics is appropriate for advanced undergraduate students of mathematics with a knowledge of calculus and continuous probability theory. The treatment offers examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models, and it develops the methods of probability model-building.Chapter 1 presents precise definitions of the notions of a random variable and a stochastic process and introduces the Wiener and Poisson processes. Subsequent chapters examine
International Nuclear Information System (INIS)
Klauder, J.R.
1983-01-01
The author provides an introductory survey to stochastic quantization in which he outlines this new approach for scalar fields, gauge fields, fermion fields, and condensed matter problems such as electrons in solids and the statistical mechanics of quantum spins. (Auth.)
Evolutionary stability concepts in a stochastic environment
Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi
2017-09-01
Over the past 30 years, evolutionary game theory and the concept of an evolutionarily stable strategy have been not only extensively developed and successfully applied to explain the evolution of animal behaviors, but also widely used in economics and social sciences. Nonetheless, the stochastic dynamical properties of evolutionary games in randomly fluctuating environments are still unclear. In this study, we investigate conditions for stochastic local stability of fixation states and constant interior equilibria in a two-phenotype model with random payoffs following pairwise interactions. Based on this model, we develop the concepts of stochastic evolutionary stability (SES) and stochastic convergence stability (SCS). We show that the condition for a pure strategy to be SES and SCS is more stringent than in a constant environment, while the condition for a constant mixed strategy to be SES is less stringent than the condition to be SCS, which is less stringent than the condition in a constant environment.
Some Topics in Stochastic Control
2010-10-14
assimilation problems. (a) Papers published in peer-reviewed journals (N/A for none) 1. R. Atar and A. Budhiraja. A stochastic differential game for...the inhomogeneous infinity-Laplace equation. Ann. Prob., 38 (2010), no. 2, 498--531. 2. R. Atar and A. Budhiraja. On near optimal trajectories for a...G. Aronsson. A mathematical model in sand mechanics: presentation and analysis. SIAM J. Appl. Math., 22 (1972), 437-458 [3] R. Atar and A. Budhiraja
STOCHASTIC ASSESSMENT OF NIGERIAN STOCHASTIC ...
African Journals Online (AJOL)
eobe
STOCHASTIC ASSESSMENT OF NIGERIAN WOOD FOR BRIDGE DECKS ... abandoned bridges with defects only in their decks in both rural and urban locations can be effectively .... which can be seen as the detection of rare physical.
Chang, Mou-Hsiung
2015-01-01
The classical probability theory initiated by Kolmogorov and its quantum counterpart, pioneered by von Neumann, were created at about the same time in the 1930s, but development of the quantum theory has trailed far behind. Although highly appealing, the quantum theory has a steep learning curve, requiring tools from both probability and analysis and a facility for combining the two viewpoints. This book is a systematic, self-contained account of the core of quantum probability and quantum stochastic processes for graduate students and researchers. The only assumed background is knowledge of the basic theory of Hilbert spaces, bounded linear operators, and classical Markov processes. From there, the book introduces additional tools from analysis, and then builds the quantum probability framework needed to support applications to quantum control and quantum information and communication. These include quantum noise, quantum stochastic calculus, stochastic quantum differential equations, quantum Markov semigrou...
Kerr, Aphra; Ivory, James D.
2015-01-01
When we agreed to edit the theme on online games for this Encyclopedia our first question was, “What is meant by online games?” Scholars of games distinguish between nondigital games (such as board games) and digital games, rather than between online and offline games. With networked consoles and smartphones it is becoming harder and harder to find players in the wealthy industrialized countries who play “offline” digital games. Most games developers now include ...
International Nuclear Information System (INIS)
Bisognano, J.; Leemann, C.
1982-03-01
Stochastic cooling is the damping of betatron oscillations and momentum spread of a particle beam by a feedback system. In its simplest form, a pickup electrode detects the transverse positions or momenta of particles in a storage ring, and the signal produced is amplified and applied downstream to a kicker. The time delay of the cable and electronics is designed to match the transit time of particles along the arc of the storage ring between the pickup and kicker so that an individual particle receives the amplified version of the signal it produced at the pick-up. If there were only a single particle in the ring, it is obvious that betatron oscillations and momentum offset could be damped. However, in addition to its own signal, a particle receives signals from other beam particles. In the limit of an infinite number of particles, no damping could be achieved; we have Liouville's theorem with constant density of the phase space fluid. For a finite, albeit large number of particles, there remains a residue of the single particle damping which is of practical use in accumulating low phase space density beams of particles such as antiprotons. It was the realization of this fact that led to the invention of stochastic cooling by S. van der Meer in 1968. Since its conception, stochastic cooling has been the subject of much theoretical and experimental work. The earliest experiments were performed at the ISR in 1974, with the subsequent ICE studies firmly establishing the stochastic cooling technique. This work directly led to the design and construction of the Antiproton Accumulator at CERN and the beginnings of p anti p colliding beam physics at the SPS. Experiments in stochastic cooling have been performed at Fermilab in collaboration with LBL, and a design is currently under development for a anti p accumulator for the Tevatron
Eichhorn, Ralf; Aurell, Erik
2014-04-01
'Stochastic thermodynamics as a conceptual framework combines the stochastic energetics approach introduced a decade ago by Sekimoto [1] with the idea that entropy can consistently be assigned to a single fluctuating trajectory [2]'. This quote, taken from Udo Seifert's [3] 2008 review, nicely summarizes the basic ideas behind stochastic thermodynamics: for small systems, driven by external forces and in contact with a heat bath at a well-defined temperature, stochastic energetics [4] defines the exchanged work and heat along a single fluctuating trajectory and connects them to changes in the internal (system) energy by an energy balance analogous to the first law of thermodynamics. Additionally, providing a consistent definition of trajectory-wise entropy production gives rise to second-law-like relations and forms the basis for a 'stochastic thermodynamics' along individual fluctuating trajectories. In order to construct meaningful concepts of work, heat and entropy production for single trajectories, their definitions are based on the stochastic equations of motion modeling the physical system of interest. Because of this, they are valid even for systems that are prevented from equilibrating with the thermal environment by external driving forces (or other sources of non-equilibrium). In that way, the central notions of equilibrium thermodynamics, such as heat, work and entropy, are consistently extended to the non-equilibrium realm. In the (non-equilibrium) ensemble, the trajectory-wise quantities acquire distributions. General statements derived within stochastic thermodynamics typically refer to properties of these distributions, and are valid in the non-equilibrium regime even beyond the linear response. The extension of statistical mechanics and of exact thermodynamic statements to the non-equilibrium realm has been discussed from the early days of statistical mechanics more than 100 years ago. This debate culminated in the development of linear response
Crisan, Dan
2011-01-01
"Stochastic Analysis" aims to provide mathematical tools to describe and model high dimensional random systems. Such tools arise in the study of Stochastic Differential Equations and Stochastic Partial Differential Equations, Infinite Dimensional Stochastic Geometry, Random Media and Interacting Particle Systems, Super-processes, Stochastic Filtering, Mathematical Finance, etc. Stochastic Analysis has emerged as a core area of late 20th century Mathematics and is currently undergoing a rapid scientific development. The special volume "Stochastic Analysis 2010" provides a sa
Borodin, Andrei N
2017-01-01
This book provides a rigorous yet accessible introduction to the theory of stochastic processes. A significant part of the book is devoted to the classic theory of stochastic processes. In turn, it also presents proofs of well-known results, sometimes together with new approaches. Moreover, the book explores topics not previously covered elsewhere, such as distributions of functionals of diffusions stopped at different random times, the Brownian local time, diffusions with jumps, and an invariance principle for random walks and local times. Supported by carefully selected material, the book showcases a wealth of examples that demonstrate how to solve concrete problems by applying theoretical results. It addresses a broad range of applications, focusing on concrete computational techniques rather than on abstract theory. The content presented here is largely self-contained, making it suitable for researchers and graduate students alike.
Brandstätter , Ulrich; Sommerer , Christa
2016-01-01
Part 4: Short Papers; International audience; Video games can be appropriated for productive purposes. Commercial games and game engines are often used for video productions, and game development companies provide development kits and modding environments to gaming communities and independent developers. With gamification, game principles are deployed in non-game contexts for benefits beyond pure entertainment. Most approaches are more focused on using games and their design elements rather t...
Statistical mechanics of spatial evolutionary games
International Nuclear Information System (INIS)
Miekisz, Jacek
2004-01-01
We discuss the long-run behaviour of stochastic dynamics of many interacting players in spatial evolutionary games. In particular, we investigate the effect of the number of players and the noise level on the stochastic stability of Nash equilibria. We discuss similarities and differences between systems of interacting players maximizing their individual payoffs and particles minimizing their interaction energy. We use concepts and techniques of statistical mechanics to study game-theoretic models. In order to obtain results in the case of the so-called potential games, we analyse the thermodynamic limit of the appropriate models of interacting particles
Supermodular Games and Potential Games
Brânzei, R.; Mallozzi, L.; Tijs, S.H.
2001-01-01
Potential games and supermodular games are attractive games, especially because under certain conditions they possess pure Nash equilibria. Subclasses of games with a potential are considered which are also strategically equivalent to supermodular games. The focus is on two-person zero-sum games and
Mean-Potential Law in Evolutionary Games
Nałecz-Jawecki, Paweł; Miekisz, Jacek
2018-01-01
The Letter presents a novel way to connect random walks, stochastic differential equations, and evolutionary game theory. We introduce a new concept of a potential function for discrete-space stochastic systems. It is based on a correspondence between one-dimensional stochastic differential equations and random walks, which may be exact not only in the continuous limit but also in finite-state spaces. Our method is useful for computation of fixation probabilities in discrete stochastic dynamical systems with two absorbing states. We apply it to evolutionary games, formulating two simple and intuitive criteria for evolutionary stability of pure Nash equilibria in finite populations. In particular, we show that the 1 /3 law of evolutionary games, introduced by Nowak et al. [Nature, 2004], follows from a more general mean-potential law.
International Nuclear Information System (INIS)
Colombino, A.; Mosiello, R.; Norelli, F.; Jorio, V.M.; Pacilio, N.
1975-01-01
A nuclear system kinetics is formulated according to a stochastic approach. The detailed probability balance equations are written for the probability of finding the mixed population of neutrons and detected neutrons, i.e. detectrons, at a given level for a given instant of time. Equations are integrated in search of a probability profile: a series of cases is analyzed through a progressive criterium. It tends to take into account an increasing number of physical processes within the chosen model. The most important contribution is that solutions interpret analytically experimental conditions of equilibrium (moise analysis) and non equilibrium (pulsed neutron measurements, source drop technique, start up procedures)
Directory of Open Access Journals (Sweden)
Romanu Ekaterini
2006-01-01
Full Text Available This article shows the similarities between Claude Debussy’s and Iannis Xenakis’ philosophy of music and work, in particular the formers Jeux and the latter’s Metastasis and the stochastic works succeeding it, which seem to proceed parallel (with no personal contact to what is perceived as the evolution of 20th century Western music. Those two composers observed the dominant (German tradition as outsiders, and negated some of its elements considered as constant or natural by "traditional" innovators (i.e. serialists: the linearity of musical texture, its form and rhythm.
Game theory : Noncooperative games
van Damme, E.E.C.; Wright, J.
2015-01-01
We describe noncooperative game models and discuss game theoretic solution concepts. Some applications are also noted. Conventional theory focuses on the question ‘how will rational players play?’, and has the Nash equilibrium at its core. We discuss this concept and its interpretations, as well as
Friedman, Avner
2006-01-01
This volume lays the mathematical foundations for the theory of differential games, developing a rigorous mathematical framework with existence theorems. It begins with a precise definition of a differential game and advances to considerations of games of fixed duration, games of pursuit and evasion, the computation of saddle points, games of survival, and games with restricted phase coordinates. Final chapters cover selected topics (including capturability and games with delayed information) and N-person games.Geared toward graduate students, Differential Games will be of particular interest
Lanchier, Nicolas
2017-01-01
Three coherent parts form the material covered in this text, portions of which have not been widely covered in traditional textbooks. In this coverage the reader is quickly introduced to several different topics enriched with 175 exercises which focus on real-world problems. Exercises range from the classics of probability theory to more exotic research-oriented problems based on numerical simulations. Intended for graduate students in mathematics and applied sciences, the text provides the tools and training needed to write and use programs for research purposes. The first part of the text begins with a brief review of measure theory and revisits the main concepts of probability theory, from random variables to the standard limit theorems. The second part covers traditional material on stochastic processes, including martingales, discrete-time Markov chains, Poisson processes, and continuous-time Markov chains. The theory developed is illustrated by a variety of examples surrounding applications such as the ...
Convex games versus clan games
Brânzei, R.; Dimitrov, D.A.; Tijs, S.H.
2008-01-01
In this paper we provide characterizations of convex games and total clan games by using properties of their corresponding marginal games. We show that a "dualize and restrict" procedure transforms total clan games with zero worth for the clan into monotonic convex games. Furthermore, each monotonic
Convex Games versus Clan Games
Brânzei, R.; Dimitrov, D.A.; Tijs, S.H.
2006-01-01
In this paper we provide characterizations of convex games and total clan games by using properties of their corresponding marginal games.We show that a "dualize and restrict" procedure transforms total clan games with zero worth for the clan into monotonic convex games.Furthermore, each monotonic
Game on! : Evaluation malaria games
Rob Willems
2014-01-01
The goal of GameOn! is to develop a serious video game. The object: to develop a serious game that aims to change behavior through awareness. The setup A multidisciplinary group which unites expertise from didactic and game production backgrounds produces an educational game for an international
Game mechanics : advanced game design
Adams, Ernest; Dormans, Joris
2012-01-01
Game Mechanics is aimed at game design students and industry professionals who want to improve their understanding of how to design, build, and test the mechanics of a game. Game Mechanics will show you how to design, test, and tune the core mechanics of a game—any game, from a huge role-playing
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
In this paper, the stochastic flow of mappings generated by a Feller convolution semigroup on a compact metric space is studied. This kind of flow is the generalization of superprocesses of stochastic flows and stochastic diffeomorphism induced by the strong solutions of stochastic differential equations.
Stochastic Averaging and Stochastic Extremum Seeking
Liu, Shu-Jun
2012-01-01
Stochastic Averaging and Stochastic Extremum Seeking develops methods of mathematical analysis inspired by the interest in reverse engineering and analysis of bacterial convergence by chemotaxis and to apply similar stochastic optimization techniques in other environments. The first half of the text presents significant advances in stochastic averaging theory, necessitated by the fact that existing theorems are restricted to systems with linear growth, globally exponentially stable average models, vanishing stochastic perturbations, and prevent analysis over infinite time horizon. The second half of the text introduces stochastic extremum seeking algorithms for model-free optimization of systems in real time using stochastic perturbations for estimation of their gradients. Both gradient- and Newton-based algorithms are presented, offering the user the choice between the simplicity of implementation (gradient) and the ability to achieve a known, arbitrary convergence rate (Newton). The design of algorithms...
Stochastic control theory dynamic programming principle
Nisio, Makiko
2015-01-01
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provides the Hamilton–Jacobi–Bellman (HJB) equation, and we characterize the value function via the nonlinear semigroup, besides the viscosity solution theory. When we control not only the dynamics of a system but also the terminal time of its evolution, control-stopping problems arise. This problem is treated in the same frameworks, via the nonlinear semigroup. Its results are applicable to the American option price problem. Zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games are studied via a nonlinear semigroup related to DPP (the min-ma...
Kaveh, Kamran; Veller, Carl; Nowak, Martin A
2016-08-21
Evolutionary game dynamics are often studied in the context of different population structures. Here we propose a new population structure that is inspired by simple multicellular life forms. In our model, cells reproduce but can stay together after reproduction. They reach complexes of a certain size, n, before producing single cells again. The cells within a complex derive payoff from an evolutionary game by interacting with each other. The reproductive rate of cells is proportional to their payoff. We consider all two-strategy games. We study deterministic evolutionary dynamics with mutations, and derive exact conditions for selection to favor one strategy over another. Our main result has the same symmetry as the well-known sigma condition, which has been proven for stochastic game dynamics and weak selection. For a maximum complex size of n=2 our result holds for any intensity of selection. For n≥3 it holds for weak selection. As specific examples we study the prisoner's dilemma and hawk-dove games. Our model advances theoretical work on multicellularity by allowing for frequency-dependent interactions within groups. Copyright © 2016 Elsevier Ltd. All rights reserved.
Bakkes, S.; Tan, C.T.; Pisan, Y.
2012-01-01
This article focuses on personalised games, which we define as games that utilise player models for the purpose of tailoring the game experience to the individual player. The main contribution of the article is a motivation for personalised gaming, supported by an extensive overview of scientific
Raessens, J.F.F.
2016-01-01
This entry describes game studies as a dynamic interdisciplinary field of academic study and research that focuses on digital games and play in a wide variety of social and cultural contexts. It examines the history of game studies from its prehistory, when games were looked at as part of other
DEFF Research Database (Denmark)
Hendricks, Vincent F.
Game Theory is a collection of short interviews based on 5 questions presented to some of the most influential and prominent scholars in game theory. We hear their views on game theory, its aim, scope, use, the future direction of game theory and how their work fits in these respects....
International Nuclear Information System (INIS)
Wellens, Thomas; Shatokhin, Vyacheslav; Buchleitner, Andreas
2004-01-01
We are taught by conventional wisdom that the transmission and detection of signals is hindered by noise. However, during the last two decades, the paradigm of stochastic resonance (SR) proved this assertion wrong: indeed, addition of the appropriate amount of noise can boost a signal and hence facilitate its detection in a noisy environment. Due to its simplicity and robustness, SR has been implemented by mother nature on almost every scale, thus attracting interdisciplinary interest from physicists, geologists, engineers, biologists and medical doctors, who nowadays use it as an instrument for their specific purposes. At the present time, there exist a lot of diversified models of SR. Taking into account the progress achieved in both theoretical understanding and practical application of this phenomenon, we put the focus of the present review not on discussing in depth technical details of different models and approaches but rather on presenting a general and clear physical picture of SR on a pedagogical level. Particular emphasis will be given to the implementation of SR in generic quantum systems-an issue that has received limited attention in earlier review papers on the topic. The major part of our presentation relies on the two-state model of SR (or on simple variants thereof), which is general enough to exhibit the main features of SR and, in fact, covers many (if not most) of the examples of SR published so far. In order to highlight the diversity of the two-state model, we shall discuss several examples from such different fields as condensed matter, nonlinear and quantum optics and biophysics. Finally, we also discuss some situations that go beyond the generic SR scenario but are still characterized by a constructive role of noise
Stochastic tools in turbulence
Lumey, John L
2012-01-01
Stochastic Tools in Turbulence discusses the available mathematical tools to describe stochastic vector fields to solve problems related to these fields. The book deals with the needs of turbulence in relation to stochastic vector fields, particularly, on three-dimensional aspects, linear problems, and stochastic model building. The text describes probability distributions and densities, including Lebesgue integration, conditional probabilities, conditional expectations, statistical independence, lack of correlation. The book also explains the significance of the moments, the properties of the
Writerly Gaming: Political Gaming
DEFF Research Database (Denmark)
Andersen, Christian Ulrik
2007-01-01
software for private entertainment (looking/feeling real) or they can be pragmatic software used for training of professionals (affecting soldiers’, pilots’, etc. perception of the real). A third, and less debated game-reality relationship, based on public awareness and typically a socio-political agenda...
A Probabilistic-Numerical Approximation for an Obstacle Problem Arising in Game Theory
International Nuclear Information System (INIS)
Grün, Christine
2012-01-01
We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given by the solution of a quasilinear partial differential equation with obstacle.
A Probabilistic-Numerical Approximation for an Obstacle Problem Arising in Game Theory
Energy Technology Data Exchange (ETDEWEB)
Gruen, Christine, E-mail: christine.gruen@univ-brest.fr [Laboratoire de Mathematiques de Brest UMR 6205 (France)
2012-12-15
We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given by the solution of a quasilinear partial differential equation with obstacle.
Stochastic Online Learning in Dynamic Networks under Unknown Models
2016-08-02
The key is to develop online learning strategies at each individual node. Specifically, through local information exchange with its neighbors, each...infinitely repeated game with incomplete information and developed a dynamic pricing strategy referred to as Competitive and Cooperative Demand Learning...Stochastic Online Learning in Dynamic Networks under Unknown Models This research aims to develop fundamental theories and practical algorithms for
African Journals Online (AJOL)
Dr Obe
participants make decisions with or without the intervention of ... formulation of game theory started in 1944 with the publication of the book ... Nearly all games require seeing patterns, making plans, searching ..... utility/ outcome. •. Players will ...
Mori, Akio; Iwadate, Masako; Minakawa, Nahoko T; Kawashima, Satoshi
2015-09-01
The purpose of this article is to analyze the South Korea and China of computer game research, and the current state of research in Japan. Excessive game actions were analyzed by PET-MRI, MRI, fMRI, NIRS, EEG. These results showed that the prefrontal cortical activity decreased during game play. Also, game addiction causes damage to the prefrontal cortex. The NIRS-EEG and simultaneous recording, during game play correspond well with the decrease of β band and oxygen-hemoglobin. The α band did not change with game play. However, oxygen-hemoglobin decreased during game play. South Korea, game addiction measures have been analyzed since 2002, but in Japan the research is recent.
Ogawa, Shigeyoshi
2017-01-01
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Professor Kiyoshi Itô. As is generally known, Itô Calculus is essentially based on the "hypothesis of causality", asking random functions to be adapted to a natural filtration generated by Brownian motion or more generally by square integrable martingale. The intention in this book is to establish a stochastic calculus that is free from this "hypothesis of causality". To be more precise, a noncausal theory of stochastic calculus is developed in this book, based on the noncausal integral introduced by the author in 1979. After studying basic properties of the noncausal stochastic integral, various concrete problems of noncausal nature are considered, mostly concerning stochastic functional equations such as SDE, SIE, SPDE, and others, to show not only the necessity of such theory of noncausal stochastic calculus but ...
DEFF Research Database (Denmark)
Hansen, Ole Ertløv
2015-01-01
Casual games have become a widespread activity that fills our leisure time. This article introduces to the phenomenon casual games – their definition and the history. Furthermore the article presents and discusses the experience of and engagement or immersion in playing these games as it is put...... forward by recent research. The theoretical approach is based on media psychology, phenomenology and reversal theory. Finally it is argued that playing casual games is fundamental pleasurable to both paratelic as well as telic metamotivational states....
DEFF Research Database (Denmark)
Kristiansen, Erik
2015-01-01
, called “pervasive games.” These are games that are based on computer technology, but use a physical space as the game space as opposed to video games. Coupling spatial configuration with performance theory of rituals as liminal phenomena, I put forward a model and a new understanding of the magic circle......When we play games of any kind, from tennis to board games, it is easy to notice that games seem to be configured in space, often using stripes or a kind of map on a board. Some games are clearly performed within this marked border, while it may be difficult to pinpoint such a border in games like...... hide-and-seek, but even these games are still spatially configured. The border (visible or not) both seem to separate and uphold the game that it is meant for. This chapter sets out to analyse the possible border that separates a game from the surrounding world. Johan Huizinga noted this “separateness...
Dufwenberg, Martin
2011-03-01
Game theory is a toolkit for examining situations where decision makers influence each other. I discuss the nature of game-theoretic analysis, the history of game theory, why game theory is useful for understanding human psychology, and why game theory has played a key role in the recent explosion of interest in the field of behavioral economics. WIREs Cogni Sci 2011 2 167-173 DOI: 10.1002/wcs.119 For further resources related to this article, please visit the WIREs website. Copyright © 2010 John Wiley & Sons, Ltd.
Funk, Jeanne B
2005-06-01
The video game industry insists that it is doing everything possible to provide information about the content of games so that parents can make informed choices; however, surveys indicate that ratings may not reflect consumer views of the nature of the content. This article describes some of the currently popular video games, as well as developments that are on the horizon, and discusses the status of research on the positive and negative impacts of playing video games. Recommendations are made to help parents ensure that children play games that are consistent with their values.
On search games that include ambush
Alpern, S.; Fokkink, R.; Gal, S.; Timmer, M.
2013-01-01
We present a stochastic game that models ambush/search in a finite region Q which has area but no other structure. The searcher can search a unit area of Q in unit time or adopt an "ambush" mode for a certain period. The searcher "captures" the hider when the searched region contains the hider's
Elitism and Stochastic Dominance
Bazen, Stephen; Moyes, Patrick
2011-01-01
Stochastic dominance has typically been used with a special emphasis on risk and inequality reduction something captured by the concavity of the utility function in the expected utility model. We claim that the applicability of the stochastic dominance approach goes far beyond risk and inequality measurement provided suitable adpations be made. We apply in the paper the stochastic dominance approach to the measurment of elitism which may be considered the opposite of egalitarianism. While the...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Hefetz, Dan; Stojaković, Miloš; Szabó, Tibor
2014-01-01
This text serves as a thorough introduction to the rapidly developing field of positional games. This area constitutes an important branch of combinatorics, whose aim it is to systematically develop an extensive mathematical basis for a variety of two-player perfect information games. These range from such popular games as Tic-Tac-Toe and Hex to purely abstract games played on graphs and hypergraphs. The subject of positional games is strongly related to several other branches of combinatorics such as Ramsey theory, extremal graph and set theory, and the probabilistic method. These notes cover a variety of topics in positional games, including both classical results and recent important developments. They are presented in an accessible way and are accompanied by exercises of varying difficulty, helping the reader to better understand the theory. The text will benefit both researchers and graduate students in combinatorics and adjacent fields.
Madeira, Filipa; Arriaga, Patrícia; Adrião, Joana; Lopes, Ricardo; Esteves, Francisco
2013-01-01
In recent years, research on the psychology of gaming has examined the negative and positive outcomes of playing video games. Thus far, a variety of affective phenomena have been investigated. In this chapter we will continue this exploration by examining the emotions elicited by the act of playing video games. Because the study of emotions must rely on different type of methods, including subjective self-reports (e.g., description of feelings), neuropsychophysiological measurements ...
Giddings, S.
2013-01-01
This chapter outlines the conventions and pleasures of simulation games as a category, and explores the complicated and contested term simulation. This concept goes to the heart of what computer games and video games are, and the ways in which they articulate ideas, processes, and phenomena between their virtual worlds and the actual world. It has been argued that simulations generate and communicate knowledge and events quite differently from the long-dominant cultural mode of narrative. Th...
Eberly, David H
2010-01-01
""Game Physics, 2nd Edition"" provides clear descriptions of the mathematics and algorithms needed to create a powerful physics engine - while providing a solid reference for all of the math you will encounter anywhere in game development: quaternions, linear algebra, and calculus. Implementing physical simulations for real-time games is a complex task that requires a solid understanding of a wide range of concepts from the fields of mathematics and physics. Previously, the relevant information could only be gleaned through obscure research papers. Thanks to ""Game Physics"", all this informa
DEFF Research Database (Denmark)
Andersen, Christian Ulrik
2006-01-01
T hese days one of the buzzwords in computer game industry and research is ‘Serious Games’ – games where the actions of the player are not limited to the virtual world but are somehow related to the real world. Computer games can be strong environments for learning and training skills in the real...... world. Computer games can also be persuasive – they can be used for advertising (‘adver-gaming’) and induce the players to buy a particular product in the real world or they can propagate a particular political viewpoint or a critique of the real world. The area of ‘serious gaming’ is vast and varied....
DEFF Research Database (Denmark)
Johansson, Martin Wetterstrand
2007-01-01
In this paper design games are discussed as an approach to managing design sessions. The focus is on the collaborative design session and more particular on how to set up the collaboration and reinsure progress. Design games have the advantage of framing the collaborative assignment at hand....... Experiments can be set up to explore possible futures and design games has the qualities of elegantly focus the work at the same time as it lessens the burden for the process facilitator. The present paper goes into detail about how design games can be set up to facilitate collaboration and how the design...
Kolář, Vojtěch
2012-01-01
This thesis is based on a detailed analysis of various topics related to the question of whether video games can be art. In the first place it analyzes the current academic discussion on this subject and confronts different opinions of both supporters and objectors of the idea, that video games can be a full-fledged art form. The second point of this paper is to analyze the properties, that are inherent to video games, in order to find the reason, why cultural elite considers video games as i...
Stochastic analytic regularization
International Nuclear Information System (INIS)
Alfaro, J.
1984-07-01
Stochastic regularization is reexamined, pointing out a restriction on its use due to a new type of divergence which is not present in the unregulated theory. Furthermore, we introduce a new form of stochastic regularization which permits the use of a minimal subtraction scheme to define the renormalized Green functions. (author)
Instantaneous stochastic perturbation theory
International Nuclear Information System (INIS)
Lüscher, Martin
2015-01-01
A form of stochastic perturbation theory is described, where the representative stochastic fields are generated instantaneously rather than through a Markov process. The correctness of the procedure is established to all orders of the expansion and for a wide class of field theories that includes all common formulations of lattice QCD.
Gottwald, G.A.; Crommelin, D.T.; Franzke, C.L.E.; Franzke, C.L.E.; O'Kane, T.J.
2017-01-01
In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations contain a Markov term, a memory term and a term suggestive of
Meyer, Joerg M.
2018-01-01
The contrary of stochastic independence splits up into two cases: pairs of events being favourable or being unfavourable. Examples show that both notions have quite unexpected properties, some of them being opposite to intuition. For example, transitivity does not hold. Stochastic dependence is also useful to explain cases of Simpson's paradox.
Symposium of the International Society of Dynamic Games
Haurie, Alain; Annals of the International Society of Dynamic Games
1994-01-01
Recent years have witnessed a surge of activity in the field of dynamic both theory and applications. Theoretical as well as practical games, in problems in zero-sum and nonzero-sum games, continuous time differential and discrete time multistage games, and deterministic and stochastic games games are currently being investigated by researchers in diverse disciplines, such as engineering, mathematics, biology, economics, management science, and political science. This surge of interest has led to the formation of the International Society of Dynamic Games (ISDG) in 1990, whose primary goal is to foster the development of advanced research and applications in the field of game theory. One important activity of the Society is to organize biannually an international symposium which aims at bringing together all those who contribute to the development of this active field of applied science. In 1992 the symposium was organized in Grimentz, Switzerland, under the supervision of an international scientific committe...
Stochastic quantization and gravity
International Nuclear Information System (INIS)
Rumpf, H.
1984-01-01
We give a preliminary account of the application of stochastic quantization to the gravitational field. We start in Section I from Nelson's formulation of quantum mechanics as Newtonian stochastic mechanics and only then introduce the Parisi-Wu stochastic quantization scheme on which all the later discussion will be based. In Section II we present a generalization of the scheme that is applicable to fields in physical (i.e. Lorentzian) space-time and treat the free linearized gravitational field in this manner. The most remarkable result of this is the noncausal propagation of conformal gravitons. Moreover the concept of stochastic gauge-fixing is introduced and a complete discussion of all the covariant gauges is given. A special symmetry relating two classes of covariant gauges is exhibited. Finally Section III contains some preliminary remarks on full nonlinear gravity. In particular we argue that in contrast to gauge fields the stochastic gravitational field cannot be transformed to a Gaussian process. (Author)
Greenwood, Priscilla E
2016-01-01
This book describes a large number of open problems in the theory of stochastic neural systems, with the aim of enticing probabilists to work on them. This includes problems arising from stochastic models of individual neurons as well as those arising from stochastic models of the activities of small and large networks of interconnected neurons. The necessary neuroscience background to these problems is outlined within the text, so readers can grasp the context in which they arise. This book will be useful for graduate students and instructors providing material and references for applying probability to stochastic neuron modeling. Methods and results are presented, but the emphasis is on questions where additional stochastic analysis may contribute neuroscience insight. An extensive bibliography is included. Dr. Priscilla E. Greenwood is a Professor Emerita in the Department of Mathematics at the University of British Columbia. Dr. Lawrence M. Ward is a Professor in the Department of Psychology and the Brain...
Fast distributed strategic learning for global optima in queueing access games
Tembine, Hamidou
2014-01-01
In this paper we examine combined fully distributed payoff and strategy learning (CODIPAS) in a queue-aware access game over a graph. The classical strategic learning analysis relies on vanishing or small learning rate and uses stochastic
Shaffer, David Williamson
2005-01-01
In an article in this issue of "Innovate", Jim Gee asks the question "What would a state of the art instructional video game look like?" Based on the game "Full Spectrum Warrior", he concludes that one model is "to pick [a] domain of authentic professionalism well, intelligently select the skills and knowledge to…
Sequential stochastic optimization
Cairoli, Renzo
1996-01-01
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-paramet
Remarks on stochastic acceleration
International Nuclear Information System (INIS)
Graeff, P.
1982-12-01
Stochastic acceleration and turbulent diffusion are strong turbulence problems since no expansion parameter exists. Hence the problem of finding rigorous results is of major interest both for checking approximations and for reference models. Since we have found a way of constructing such models in the turbulent diffusion case the question of the extension to stochastic acceleration now arises. The paper offers some possibilities illustrated by the case of 'stochastic free fall' which may be particularly interesting in the context of linear response theory. (orig.)
Stochastic processes inference theory
Rao, Malempati M
2014-01-01
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
Introduction to stochastic calculus
Karandikar, Rajeeva L
2018-01-01
This book sheds new light on stochastic calculus, the branch of mathematics that is most widely applied in financial engineering and mathematical finance. The first book to introduce pathwise formulae for the stochastic integral, it provides a simple but rigorous treatment of the subject, including a range of advanced topics. The book discusses in-depth topics such as quadratic variation, Ito formula, and Emery topology. The authors briefly address continuous semi-martingales to obtain growth estimates and study solution of a stochastic differential equation (SDE) by using the technique of random time change. Later, by using Metivier–Pellumail inequality, the solutions to SDEs driven by general semi-martingales are discussed. The connection of the theory with mathematical finance is briefly discussed and the book has extensive treatment on the representation of martingales as stochastic integrals and a second fundamental theorem of asset pricing. Intended for undergraduate- and beginning graduate-level stud...
Doberkat, Ernst-Erich
2009-01-01
Combining coalgebraic reasoning, stochastic systems and logic, this volume presents the principles of coalgebraic logic from a categorical perspective. Modal logics are also discussed, including probabilistic interpretations and an analysis of Kripke models.
Optimization of stochastic discrete systems and control on complex networks computational networks
Lozovanu, Dmitrii
2014-01-01
This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors' new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decision problems in the context of computational networks. First, the book studies the finite state space of Markov processes and reviews the existing methods and algorithms for determining the main characteristics in Markov chains, before proposing new approaches based on dynamic programming and combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision problems with average and expected total discounted optimization criteria, while Chapter three develops a special game-theoretical approach to Markov decision processes and stochastic discrete optimal control problems. In closing, the book's final chapter is devoted to finite horizon stochastic con...
Approximating Preemptive Stochastic Scheduling
Megow Nicole; Vredeveld Tjark
2009-01-01
We present constant approximative policies for preemptive stochastic scheduling. We derive policies with a guaranteed performance ratio of 2 for scheduling jobs with release dates on identical parallel machines subject to minimizing the sum of weighted completion times. Our policies as well as their analysis apply also to the recently introduced more general model of stochastic online scheduling. The performance guarantee we give matches the best result known for the corresponding determinist...
The stochastic goodwill problem
Marinelli, Carlo
2003-01-01
Stochastic control problems related to optimal advertising under uncertainty are considered. In particular, we determine the optimal strategies for the problem of maximizing the utility of goodwill at launch time and minimizing the disutility of a stream of advertising costs that extends until the launch time for some classes of stochastic perturbations of the classical Nerlove-Arrow dynamics. We also consider some generalizations such as problems with constrained budget and with discretionar...
International Nuclear Information System (INIS)
Hueffel, H.
1990-01-01
After a brief review of the BRST formalism and of the Parisi-Wu stochastic quantization method we introduce the BRST stochastic quantization scheme. It allows the second quantization of constrained Hamiltonian systems in a manifestly gauge symmetry preserving way. The examples of the relativistic particle, the spinning particle and the bosonic string are worked out in detail. The paper is closed by a discussion on the interacting field theory associated to the relativistic point particle system. 58 refs. (Author)
Cooperative Game for Fish Harvesting and Pollution Control
Dia, Ben Mansour
2015-01-07
We study fishery strategies in a shallow river subject to agricultural and industrial pollution. The flowing pollutants in the river are modeled by a nonlinear stochastic differential equation in a general manner. The logistic growth model for the fish population is modified to cover the pollution impact on the fish growth rate. A stochastic cooperative game is formulated to design strategies for preserving the fish population by controlling the pollution as well as the harvesting fish.
Systematizing game learning analytics for serious games
Alonso-Fernandez, Cristina; Calvo Morata, Antonio; Freire, Manuel; Martinez-Ortiz, Ivan; Fernandez-Manjon, Baltasar
2017-01-01
Applying games in education provides multiple benefits clearly visible in entertainment games: their engaging, goal-oriented nature encourages students to improve while they play. Educational games, also known as Serious Games (SGs) are video games designed with a main purpose other than
Anttila, Jani; Annila, Arto
2011-10-01
A course of a game is formulated as a physical process that will consume free energy in the least time. Accordingly, the rate of entropy increase is the payoff function that will subsume all forms of free energy that motivate diverse decisions. Also other concepts of game theory are related to their profound physical counterparts. When the physical portrayal of behavior is mathematically analyzed, the course of a game is found to be inherently unpredictable because each move affects motives in the future. Despite the non-holonomic character of the natural process, the objective of consuming free energy in the least time will direct an extensive-form game toward a Lyapunov-stable point that satisfies the minimax theorem.
Institute of Scientific and Technical Information of China (English)
LI XIAO
2010-01-01
@@ China is not expected to sweep the Vancouver 2010 Olympic Winter Games the way it dominated the 2008 Beijing Summer Olympics.However,it has made Chinese Olympic history after winning three gold medals when the Games passed the halfway point of scheduled competition on February 20.On that day,18-year-old Zhou Yang overcame three South Korean rivals to win the women's short-track speed skating 1,500-meter final.
Playing Games with Timed Games
DEFF Research Database (Denmark)
David, Alexandre; Larsen, Kim Guldstrand; Chatain, Thomas
2009-01-01
In this paper we focus on property-preserving preorders between timed game automata and their application to control of partially observable systems. Following the example of timed simulation between timed automata, we define timed alternating simulation as a preorder between timed game automata......, which preserves controllability. We define a method to reduce the timed alternating simulation problem to a safety game. We show how timed alternating simulation can be used to control efficiently a partially observable system. This method is illustrated by a generic case study....
International Nuclear Information System (INIS)
Anttila, Jani; Annila, Arto
2011-01-01
A course of a game is formulated as a physical process that will consume free energy in the least time. Accordingly, the rate of entropy increase is the payoff function that will subsume all forms of free energy that motivate diverse decisions. Also other concepts of game theory are related to their profound physical counterparts. When the physical portrayal of behavior is mathematically analyzed, the course of a game is found to be inherently unpredictable because each move affects motives in the future. Despite the non-holonomic character of the natural process, the objective of consuming free energy in the least time will direct an extensive-form game toward a Lyapunov-stable point that satisfies the minimax theorem. -- Highlights: → Behavior in the context of game theory is described as a natural process. → The rate of entropy increase, derived from statistical physics of open systems, is identified as the payoff function. → Entropy as the payoff function also clarifies motives of collaboration and subjective nature of decision making. → Evolutionary equation of motion that accounts for the course of a game is inherently unpredictable.
Game development tool essentials
Berinstein, Paula; Ardolino, Alessandro; Franco, Simon; Herubel, Adrien; McCutchan, John; Nedelcu, Nicusor; Nitschke, Benjamin; Olmstead, Don; Robinet, Fabrice; Ronchi, Christian; Turkowski, Rita; Walter, Robert; Samour, Gustavo
2014-01-01
Offers game developers new techniques for streamlining the critical game tools pipeline. Inspires game developers to share their secrets and improve the productivity of the entire industry. Helps game industry practitioners compete in a hyper-competitive environment.
Levy's zero-one law in game-theoretic probability
Shafer, Glenn; Vovk, Vladimir; Takemura, Akimichi
2009-01-01
We prove a game-theoretic version of Levy's zero-one law, and deduce several corollaries from it, including non-stochastic versions of Kolmogorov's zero-one law, the ergodicity of Bernoulli shifts, and a zero-one law for dependent trials. Our secondary goal is to explore the basic definitions of game-theoretic probability theory, with Levy's zero-one law serving a useful role.
Magnusson, Lars V
2011-01-01
Game logic and game rules exists in all computer games, but they are created di erently for all game engines. This game engine dependency exists because of how the internal object model is implemented in the engine, as a place where game logic data is intermingled with the data needed by the low- level subsystems. This thesis propose a game object model design, based on existing theory, that removes this dependency and establish a general game logic framework. The thesis the...
Distinguishing humans from computers in the game of go: A complex network approach
Coquidé, C.; Georgeot, B.; Giraud, O.
2017-08-01
We compare complex networks built from the game of go and obtained from databases of human-played games with those obtained from computer-played games. Our investigations show that statistical features of the human-based networks and the computer-based networks differ, and that these differences can be statistically significant on a relatively small number of games using specific estimators. We show that the deterministic or stochastic nature of the computer algorithm playing the game can also be distinguished from these quantities. This can be seen as a tool to implement a Turing-like test for go simulators.
International Nuclear Information System (INIS)
Haran, O.; Shvarts, D.; Thieberger, R.
1998-01-01
Classical transport of neutral particles in a binary, scattering, stochastic media is discussed. It is assumed that the cross-sections of the constituent materials and their volume fractions are known. The inner structure of the media is stochastic, but there exist a statistical knowledge about the lump sizes, shapes and arrangement. The transmission through the composite media depends on the specific heterogeneous realization of the media. The current research focuses on the averaged transmission through an ensemble of realizations, frm which an effective cross-section for the media can be derived. The problem of one dimensional transport in stochastic media has been studied extensively [1]. In the one dimensional description of the problem, particles are transported along a line populated with alternating material segments of random lengths. The current work discusses transport in two-dimensional stochastic media. The phenomenon that is unique to the multi-dimensional description of the problem is obstacle bypassing. Obstacle bypassing tends to reduce the opacity of the media, thereby reducing its effective cross-section. The importance of this phenomenon depends on the manner in which the obstacles are arranged in the media. Results of transport simulations in multi-dimensional stochastic media are presented. Effective cross-sections derived from the simulations are compared against those obtained for the one-dimensional problem, and against those obtained from effective multi-dimensional models, which are partially based on a Markovian assumption
Risk-sensitive mean-field games
Tembine, Hamidou
2014-04-01
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.
Risk-sensitive mean-field games
Tembine, Hamidou; Zhu, Quanyan; Başar, Tamer
2014-01-01
In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.
DEFF Research Database (Denmark)
Debus, Michael S.
2016-01-01
The paper examines research on drinking game participation from a game studies ontological perspective, covering definition, classification and problems with the, in the studies implied, underlying ontology of drinking games.......The paper examines research on drinking game participation from a game studies ontological perspective, covering definition, classification and problems with the, in the studies implied, underlying ontology of drinking games....
Gamers on Games and Gaming : Implications for Educational Game Design
Van Staalduinen, J.P.
2012-01-01
In the past two decades, there has been a steadily increasing interest in the use of games for educational purposes. This has led to an increased design, use and study of educational games; games where the players learn through playing. However, experiments with the educational use of games have not
Stochastic approach to microphysics
Energy Technology Data Exchange (ETDEWEB)
Aron, J.C.
1987-01-01
The presently widespread idea of ''vacuum population'', together with the quantum concept of vacuum fluctuations leads to assume a random level below that of matter. This stochastic approach starts by a reminder of the author's previous work, first on the relation of diffusion laws with the foundations of microphysics, and then on hadron spectrum. Following the latter, a random quark model is advanced; it gives to quark pairs properties similar to those of a harmonic oscillator or an elastic string, imagined as an explanation to their asymptotic freedom and their confinement. The stochastic study of such interactions as electron-nucleon, jets in e/sup +/e/sup -/ collisions, or pp -> ..pi../sup 0/ + X, gives form factors closely consistent with experiment. The conclusion is an epistemological comment (complementarity between stochastic and quantum domains, E.P.R. paradox, etc...).
Stochastic dynamics and irreversibility
Tomé, Tânia
2015-01-01
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models displaying phase transitions and critical phenomema both in thermodynamic equilibrium and out of equilibrium. These models include the linear Glauber model, the Glauber-Ising model, lattice models with absorbing states such as the contact process and those used in population dynamic and spreading of epidemic, probabilistic cellular automata, reaction-diffusion processes, random sequential adsorption and dynamic percolation. A stochastic approach to chemical reaction is also presented.The textbook is intended for students of ...
Stochastic optimization methods
Marti, Kurt
2005-01-01
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data, and using decision theoretical concepts, optimization problems under stochastic uncertainty are converted into deterministic substitute problems. Due to the occurring probabilities and expectations, approximative solution techniques must be applied. Deterministic and stochastic approximation methods and their analytical properties are provided: Taylor expansion, regression and response surface methods, probability inequalities, First Order Reliability Methods, convex approximation/deterministic descent directions/efficient points, stochastic approximation methods, differentiation of probability and mean value functions. Convergence results of the resulting iterative solution procedures are given.
International Nuclear Information System (INIS)
Rumpf, H.
1987-01-01
We begin with a naive application of the Parisi-Wu scheme to linearized gravity. This will lead into trouble as one peculiarity of the full theory, the indefiniteness of the Euclidean action, shows up already at this level. After discussing some proposals to overcome this problem, Minkowski space stochastic quantization will be introduced. This will still not result in an acceptable quantum theory of linearized gravity, as the Feynman propagator turns out to be non-causal. This defect will be remedied only after a careful analysis of general covariance in stochastic quantization has been performed. The analysis requires the notion of a metric on the manifold of metrics, and a natural candidate for this is singled out. With this a consistent stochastic quantization of Einstein gravity becomes possible. It is even possible, at least perturbatively, to return to the Euclidean regime. 25 refs. (Author)
Separable quadratic stochastic operators
International Nuclear Information System (INIS)
Rozikov, U.A.; Nazir, S.
2009-04-01
We consider quadratic stochastic operators, which are separable as a product of two linear operators. Depending on properties of these linear operators we classify the set of the separable quadratic stochastic operators: first class of constant operators, second class of linear and third class of nonlinear (separable) quadratic stochastic operators. Since the properties of operators from the first and second classes are well known, we mainly study the properties of the operators of the third class. We describe some Lyapunov functions of the operators and apply them to study ω-limit sets of the trajectories generated by the operators. We also compare our results with known results of the theory of quadratic operators and give some open problems. (author)
Stochastic cooling at Fermilab
International Nuclear Information System (INIS)
Marriner, J.
1986-08-01
The topics discussed are the stochastic cooling systems in use at Fermilab and some of the techniques that have been employed to meet the particular requirements of the anti-proton source. Stochastic cooling at Fermilab became of paramount importance about 5 years ago when the anti-proton source group at Fermilab abandoned the electron cooling ring in favor of a high flux anti-proton source which relied solely on stochastic cooling to achieve the phase space densities necessary for colliding proton and anti-proton beams. The Fermilab systems have constituted a substantial advance in the techniques of cooling including: large pickup arrays operating at microwave frequencies, extensive use of cryogenic techniques to reduce thermal noise, super-conducting notch filters, and the development of tools for controlling and for accurately phasing the system
Stochastic Feedforward Control Technique
Halyo, Nesim
1990-01-01
Class of commanded trajectories modeled as stochastic process. Advanced Transport Operating Systems (ATOPS) research and development program conducted by NASA Langley Research Center aimed at developing capabilities for increases in capacities of airports, safe and accurate flight in adverse weather conditions including shear, winds, avoidance of wake vortexes, and reduced consumption of fuel. Advances in techniques for design of modern controls and increased capabilities of digital flight computers coupled with accurate guidance information from Microwave Landing System (MLS). Stochastic feedforward control technique developed within context of ATOPS program.
Markov stochasticity coordinates
International Nuclear Information System (INIS)
Eliazar, Iddo
2017-01-01
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
DEFF Research Database (Denmark)
Simonsen, Maria
This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially in a simple framework given in the form of stochastic differential equations and, later, in an extended form which fits into the framework of sliding...... mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution...
Stochastic dynamics and control
Sun, Jian-Qiao; Zaslavsky, George
2006-01-01
This book is a result of many years of author's research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress proc
CSIR Research Space (South Africa)
Roux, FS
2013-09-01
Full Text Available Roux Presented at the International Conference on Correlation Optics 2013 Chernivtsi, Ukraine 18-20 September 2013 CSIR National Laser Centre, Pretoria, South Africa – p. 1/24 Contents ⊲ Defining Stochastic Singular Optics (SSO) ⊲ Tools of Stochastic... of vortices: topological charge ±1 (higher order are unstable). Positive and negative vortex densities np(x, y, z) and nn(x, y, z) ⊲ Vortex density: V = np + nn ⊲ Topological charge density: T = np − nn – p. 4/24 Subfields of SSO ⊲ Homogeneous, normally...
Foundations of stochastic analysis
Rao, M M; Lukacs, E
1981-01-01
Foundations of Stochastic Analysis deals with the foundations of the theory of Kolmogorov and Bochner and its impact on the growth of stochastic analysis. Topics covered range from conditional expectations and probabilities to projective and direct limits, as well as martingales and likelihood ratios. Abstract martingales and their applications are also discussed. Comprised of five chapters, this volume begins with an overview of the basic Kolmogorov-Bochner theorem, followed by a discussion on conditional expectations and probabilities containing several characterizations of operators and mea
Markov stochasticity coordinates
Energy Technology Data Exchange (ETDEWEB)
Eliazar, Iddo, E-mail: iddo.eliazar@intel.com
2017-01-15
Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.
Stochastic models, estimation, and control
Maybeck, Peter S
1982-01-01
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Genesereth, Michael
2014-01-01
General game players are computer systems able to play strategy games based solely on formal game descriptions supplied at ""runtime"" (n other words, they don't know the rules until the game starts). Unlike specialized game players, such as Deep Blue, general game players cannot rely on algorithms designed in advance for specific games; they must discover such algorithms themselves. General game playing expertise depends on intelligence on the part of the game player and not just intelligence of the programmer of the game player.GGP is an interesting application in its own right. It is intell
DEFF Research Database (Denmark)
Christensen, Jens
Serious Games er et nyt it-forretningsområde, der siden årtusindskiftet er vokset frem, først i USA og dernæst i Vesteuropa og and i-lande. Til forskel fra computerspil er serious games ikke underholdning, men tænkt som et værktøj til støtte for statens og erhvervslivets forskellige funktioner. Det...... amerikanske militær har været fødselshjælper for den nye teknologi. Herfra har serious games bredt sig til andre sektorer og og i-lande, inkl. Danmark. Bogen skildrer, hvordan det nye forretningsområde er i færd med at blive udkrystalliseret af en række beslægtede industrigrene, og hvordan udviklingen er...
DEFF Research Database (Denmark)
Salovaara-Moring, Inka
There has recently been considerable attention paid to the gamification of digital journalism. Where the current technological and social affordances of web 2.0 storytelling have proved less attractive to younger users, the persuasive features of game logics have added new dimensions to interactive......, participatory journalism. This notion refers to realitybased news games that can act both as an independent medium for news content and as a supplement to traditional forms of coverage. Simultaneously, persuasive logics of gamification offer new ways to engage actuality through media space’s augmented reality....... This paper1 explores the new spatio-epistemological realities of two journalistic games, asking how the spatial, operational, and procedural realities of storytelling change through ‘gamification’. It reflects on the spatial dimension of digital journalism in order to challenge the traditional, generic...
Stochastic quantisation: theme and variation
International Nuclear Information System (INIS)
Klauder, J.R.; Kyoto Univ.
1987-01-01
The paper on stochastic quantisation is a contribution to the book commemorating the sixtieth birthday of E.S. Fradkin. Stochastic quantisation reformulates Euclidean quantum field theory in the language of Langevin equations. The generalised free field is discussed from the viewpoint of stochastic quantisation. An artificial family of highly singular model theories wherein the space-time derivatives are dropped altogether is also examined. Finally a modified form of stochastic quantisation is considered. (U.K.)
A subexponential lower bound for the Random Facet algorithm for Parity Games
DEFF Research Database (Denmark)
Friedmann, Oliver; Hansen, Thomas Dueholm; Zwick, Uri
2011-01-01
Parity Games form an intriguing family of infinite duration games whose solution is equivalent to the solution of important problems in automatic verification and automata theory. They also form a very natural subclass of Deterministic Mean Payoff Games, which in turn is a very natural subclass...... of turn-based Stochastic Mean Payoff Games. It is a major open problem whether these game families can be solved in polynomial time. The currently theoretically fastest algorithms for the solution of all these games are adaptations of the randomized algorithms of Kalai and of Matouˇsek, Sharir and Welzl...... for LP-type problems, an abstract generalization of linear programming. The expected running time of both algorithms is subexponential in the size of the game, i.e., 2O(√n log n), where n is the number of vertices in the game. We focus in this paper on the algorithm of Matouˇsek, Sharir and Welzl...
Stochastic quantization of Proca field
International Nuclear Information System (INIS)
Lim, S.C.
1981-03-01
We discuss the complications that arise in the application of Nelson's stochastic quantization scheme to classical Proca field. One consistent way to obtain spin-one massive stochastic field is given. It is found that the result of Guerra et al on the connection between ground state stochastic field and the corresponding Euclidean-Markov field extends to the spin-one case. (author)
Stochastic Estimation via Polynomial Chaos
2015-10-01
AFRL-RW-EG-TR-2015-108 Stochastic Estimation via Polynomial Chaos Douglas V. Nance Air Force Research...COVERED (From - To) 20-04-2015 – 07-08-2015 4. TITLE AND SUBTITLE 5a. CONTRACT NUMBER Stochastic Estimation via Polynomial Chaos ...This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic
Energy Technology Data Exchange (ETDEWEB)
Tollestrup, A.V.; Dugan, G
1983-12-01
Major headings in this review include: proton sources; antiproton production; antiproton sources and Liouville, the role of the Debuncher; transverse stochastic cooling, time domain; the accumulator; frequency domain; pickups and kickers; Fokker-Planck equation; calculation of constants in the Fokker-Planck equation; and beam feedback. (GHT)
Schrager, D.F.
2006-01-01
We propose a new model for stochastic mortality. The model is based on the literature on affine term structure models. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing
Composite stochastic processes
Kampen, N.G. van
Certain problems in physics and chemistry lead to the definition of a class of stochastic processes. Although they are not Markovian they can be treated explicitly to some extent. In particular, the probability distribution for large times can be found. It is shown to obey a master equation. This
Entropy Production in Stochastics
Directory of Open Access Journals (Sweden)
Demetris Koutsoyiannis
2017-10-01
Full Text Available While the modern definition of entropy is genuinely probabilistic, in entropy production the classical thermodynamic definition, as in heat transfer, is typically used. Here we explore the concept of entropy production within stochastics and, particularly, two forms of entropy production in logarithmic time, unconditionally (EPLT or conditionally on the past and present having been observed (CEPLT. We study the theoretical properties of both forms, in general and in application to a broad set of stochastic processes. A main question investigated, related to model identification and fitting from data, is how to estimate the entropy production from a time series. It turns out that there is a link of the EPLT with the climacogram, and of the CEPLT with two additional tools introduced here, namely the differenced climacogram and the climacospectrum. In particular, EPLT and CEPLT are related to slopes of log-log plots of these tools, with the asymptotic slopes at the tails being most important as they justify the emergence of scaling laws of second-order characteristics of stochastic processes. As a real-world application, we use an extraordinary long time series of turbulent velocity and show how a parsimonious stochastic model can be identified and fitted using the tools developed.
Stochastic modelling of turbulence
DEFF Research Database (Denmark)
Sørensen, Emil Hedevang Lohse
previously been shown to be closely connected to the energy dissipation. The incorporation of the small scale dynamics into the spatial model opens the door to a fully fledged stochastic model of turbulence. Concerning the interaction of wind and wind turbine, a new method is proposed to extract wind turbine...
Research in Stochastic Processes.
1982-10-31
Office of Scientific Research Grant AFOSR F49620 82 C 0009 Period: 1 Noveber 1981 through 31 October 1982 Title: Research in Stochastic Processes Co...STA4ATIS CAMBANIS The work briefly described here was developed in connection with problems arising from and related to the statistical comunication
Stochastic Control - External Models
DEFF Research Database (Denmark)
Poulsen, Niels Kjølstad
2005-01-01
This note is devoted to control of stochastic systems described in discrete time. We are concerned with external descriptions or transfer function model, where we have a dynamic model for the input output relation only (i.e.. no direct internal information). The methods are based on LTI systems...
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
Serious Games: Video Games for Good?
Sanford, Kathy; Starr, Lisa J.; Merkel, Liz; Bonsor Kurki, Sarah
2015-01-01
As video games become a ubiquitous part of today's culture internationally, as educators and parents we need to turn our attention to how video games are being understood and used in informal and formal settings. Serious games have developed as a genre of video games marketed for educating youth about a range of world issues. At face value this…
van Bottenburg, Maarten
2001-01-01
Why is soccer the sport of choice in South America, while baseball has soared to popularity in the Carribean? How did cricket become India's national sport, while China is a stronghold of table tennis? In Global Games, Maarten van Bottenburg asserts that it is the 'hidden competition' of social and
DEFF Research Database (Denmark)
Nielsen, Rune; Løssing, Tobias
2004-01-01
Games, er ikke produktudvikling i traditionel forstand, men derimod en reflekteret designproces, der forsøger at optage spilteoretiske og HCI-relaterede problemstillinger. I denne artikel vil vi koncentrere os om udvalgte principielle overvejelser i udviklingen af især forhandlings- og debatspil, som...
Fletcher, Robert
2017-01-01
This article explores the role of digital (video and computer) games in the rise of what Büscher (2014) calls "nature 2.0": new web-related media that allow users to move beyond passive voyeurism to actively "co-create" or "prosume" the images and processes promoted by organizations committed to
[Lecture Games] Python programming game
Johnsen, Andreas Lyngstad; Ushakov, Georgy
2011-01-01
Pythia is a programming game that allows the player to change pieces of theirenvironment through use of the programming language Python. The idea is that thegame could be used as a part of teaching simple programming to ﬁrst year universitystudents. The game should be fun enough for the students to keep playing, teachenough for it to earn a place as a teaching tool, and it should be usable by allstudents. It should also be possible for a teacher to create their own content for theg...
The Hamming distance in the minority game
D'hulst, R.; Rodgers, G. J.
1999-08-01
We investigate different versions of the minority game, a toy model for agents buying and selling a commodity. The Hamming distance between the strategies used by agents to make decisions is introduced as an analytical tool to determine several properties of these models. The success rate of the agents in an adaptive version of the game is compared with the rate from a stochastic version. It is shown numerically and analytically that the adaptive process is inefficient, increasing the success rate of the unused strategies while decreasing the success rate of the strategies used by the agents. The agents do not do as well as if they were forced to use only one strategy permanently. A version of the game in which the agents strategies evolve is also analysed using the notion of distance. The agents evolve into a state in which they are all using one strategy, which is again the state that yields the maximum success rate.
Flache, A.
2002-01-01
Concerns about models of cultural adaptation as analogs of genetic selection have led cognitive game theorists to explore learning-theoretic specifications. Two prominent examples, the Bush-Mosteller stochastic learning model and the Roth-Erev payoff-matching model, are aligned and integrated as
A theory of Markovian time-inconsistent stochastic control in discrete time
DEFF Research Database (Denmark)
Bjork, Tomas; Murgoci, Agatha
2014-01-01
We develop a theory for a general class of discrete-time stochastic control problems that, in various ways, are time-inconsistent in the sense that they do not admit a Bellman optimality principle. We attack these problems by viewing them within a game theoretic framework, and we look for subgame...
Directory of Open Access Journals (Sweden)
2006-01-01
Full Text Available We show the existence of a solution for the double-barrier reflected BSDE when the barriers are completely separate and the generator is continuous with quadratic growth. As an application, we solve the risk-sensitive mixed zero-sum stochastic differential game. In addition we deal with recallable options under Knightian uncertainty.
DEFF Research Database (Denmark)
Jørgensen, Ida Kathrine Hammeleff
2017-01-01
Recently self-referentiality have occurred as a trend among game designers and have also enjoyed sporadic attention in academia. However, in academia, discussions of self-referential games often rest on proceduralist arguments and a too exclusive focus on the game object. This paper draws...... on the typology of meta-pictures developed by art historian J.W.T. Mitchell. Based on this typology, this paper discusses the notion of meta-games and suggest a broad conception of such games that includes not only the game object, but also the player and the discourse in which it is interpreted....
Stochastic processes in cell biology
Bressloff, Paul C
2014-01-01
This book develops the theory of continuous and discrete stochastic processes within the context of cell biology. A wide range of biological topics are covered including normal and anomalous diffusion in complex cellular environments, stochastic ion channels and excitable systems, stochastic calcium signaling, molecular motors, intracellular transport, signal transduction, bacterial chemotaxis, robustness in gene networks, genetic switches and oscillators, cell polarization, polymerization, cellular length control, and branching processes. The book also provides a pedagogical introduction to the theory of stochastic process – Fokker Planck equations, stochastic differential equations, master equations and jump Markov processes, diffusion approximations and the system size expansion, first passage time problems, stochastic hybrid systems, reaction-diffusion equations, exclusion processes, WKB methods, martingales and branching processes, stochastic calculus, and numerical methods. This text is primarily...
DEFF Research Database (Denmark)
Sicart (Vila), Miguel Angel
2008-01-01
This article defins game mechanics in relation to rules and challenges. Game mechanics are methods invoked by agents for interacting with the game world. I apply this definition to a comparative analysis of the games Rez, Every Extend Extra and Shadow of the Colossus that will show the relevance...... of a formal definition of game mechanics. Udgivelsesdato: Dec 2008...
Väänänen, J.
2011-01-01
This gentle introduction to logic and model theory is based on a systematic use of three important games in logic: the semantic game; the Ehrenfeucht–Fraïssé game; and the model existence game. The third game has not been isolated in the literature before but it underlies the concepts of Beth
Miller, Lee Dee; Shell, Duane; Khandaker, Nobel; Soh, Leen-Kiat
2011-01-01
Computer games have long been used for teaching. Current reviews lack categorization and analysis using learning models which would help instructors assess the usefulness of computer games. We divide the use of games into two classes: game playing and game development. We discuss the Input-Process-Outcome (IPO) model for the learning process when…
Dovurkaev, Karu; Churyumov, Anton
2015-01-01
Alena talks about traditional games, including khorma khotn, tsagan monda, mongn bus, nyarn shinj, and games played with ankle bones. Tsagan monda was a game played at night by several people. The rule is simple: A ball made of white cow skin is pushed into a hole. Games with ankle bones were reserved only for boys. Girls did not play such games. Arcadia
Fixation times in evolutionary games under weak selection
International Nuclear Information System (INIS)
Altrock, Philipp M; Traulsen, Arne
2009-01-01
In evolutionary game dynamics, reproductive success increases with the performance in an evolutionary game. If strategy A performs better than strategy B, strategy A will spread in the population. Under stochastic dynamics, a single mutant will sooner or later take over the entire population or go extinct. We analyze the mean exit times (or average fixation times) associated with this process. We show analytically that these times depend on the payoff matrix of the game in an amazingly simple way under weak selection, i.e. strong stochasticity: the payoff difference Δπ is a linear function of the number of A individuals i, Δπ=u i+v. The unconditional mean exit time depends only on the constant term v. Given that a single A mutant takes over the population, the corresponding conditional mean exit time depends only on the density dependent term u. We demonstrate this finding for two commonly applied microscopic evolutionary processes.
Dynamics in atomic signaling games
Fox, Michael J.
2015-04-08
We study an atomic signaling game under stochastic evolutionary dynamics. There are a finite number of players who repeatedly update from a finite number of available languages/signaling strategies. Players imitate the most fit agents with high probability or mutate with low probability. We analyze the long-run distribution of states and show that, for sufficiently small mutation probability, its support is limited to efficient communication systems. We find that this behavior is insensitive to the particular choice of evolutionary dynamic, a property that is due to the game having a potential structure with a potential function corresponding to average fitness. Consequently, the model supports conclusions similar to those found in the literature on language competition. That is, we show that efficient languages eventually predominate the society while reproducing the empirical phenomenon of linguistic drift. The emergence of efficiency in the atomic case can be contrasted with results for non-atomic signaling games that establish the non-negligible possibility of convergence, under replicator dynamics, to states of unbounded efficiency loss.
Dynamics in atomic signaling games
Fox, Michael J.; Touri, Behrouz; Shamma, Jeff S.
2015-01-01
We study an atomic signaling game under stochastic evolutionary dynamics. There are a finite number of players who repeatedly update from a finite number of available languages/signaling strategies. Players imitate the most fit agents with high probability or mutate with low probability. We analyze the long-run distribution of states and show that, for sufficiently small mutation probability, its support is limited to efficient communication systems. We find that this behavior is insensitive to the particular choice of evolutionary dynamic, a property that is due to the game having a potential structure with a potential function corresponding to average fitness. Consequently, the model supports conclusions similar to those found in the literature on language competition. That is, we show that efficient languages eventually predominate the society while reproducing the empirical phenomenon of linguistic drift. The emergence of efficiency in the atomic case can be contrasted with results for non-atomic signaling games that establish the non-negligible possibility of convergence, under replicator dynamics, to states of unbounded efficiency loss.
Stochastic calculus and applications
Cohen, Samuel N
2015-01-01
Completely revised and greatly expanded, the new edition of this text takes readers who have been exposed to only basic courses in analysis through the modern general theory of random processes and stochastic integrals as used by systems theorists, electronic engineers and, more recently, those working in quantitative and mathematical finance. Building upon the original release of this title, this text will be of great interest to research mathematicians and graduate students working in those fields, as well as quants in the finance industry. New features of this edition include: End of chapter exercises; New chapters on basic measure theory and Backward SDEs; Reworked proofs, examples and explanatory material; Increased focus on motivating the mathematics; Extensive topical index. "Such a self-contained and complete exposition of stochastic calculus and applications fills an existing gap in the literature. The book can be recommended for first-year graduate studies. It will be useful for all who intend to wo...
Some illustrations of stochasticity
International Nuclear Information System (INIS)
Laslett, L.J.
1977-01-01
A complex, and apparently stochastic, character frequently can be seen to occur in the solutions to simple Hamiltonian problems. Such behavior is of interest, and potentially of importance, to designers of particle accelerators--as well as to workers in other fields of physics and related disciplines. Even a slow development of disorder in the motion of particles in a circular accelerator or storage ring could be troublesome, because a practical design requires the beam particles to remain confined in an orderly manner within a narrow beam tube for literally tens of billions of revolutions. The material presented is primarily the result of computer calculations made to investigate the occurrence of ''stochasticity,'' and is organized in a manner similar to that adopted for presentation at a 1974 accelerator conference
Stochastic ice stream dynamics.
Mantelli, Elisa; Bertagni, Matteo Bernard; Ridolfi, Luca
2016-08-09
Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution.
Fractional Stochastic Field Theory
Honkonen, Juha
2018-02-01
Models describing evolution of physical, chemical, biological, social and financial processes are often formulated as differential equations with the understanding that they are large-scale equations for averages of quantities describing intrinsically random processes. Explicit account of randomness may lead to significant changes in the asymptotic behaviour (anomalous scaling) in such models especially in low spatial dimensions, which in many cases may be captured with the use of the renormalization group. Anomalous scaling and memory effects may also be introduced with the use of fractional derivatives and fractional noise. Construction of renormalized stochastic field theory with fractional derivatives and fractional noise in the underlying stochastic differential equations and master equations and the interplay between fluctuation-induced and built-in anomalous scaling behaviour is reviewed and discussed.
Essentials of stochastic processes
Durrett, Richard
2016-01-01
Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatm...
Dynamic stochastic optimization
Ermoliev, Yuri; Pflug, Georg
2004-01-01
Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective an...
Stochastic porous media equations
Barbu, Viorel; Röckner, Michael
2016-01-01
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.
Stochastic stacking without filters
International Nuclear Information System (INIS)
Johnson, R.P.; Marriner, J.
1982-12-01
The rate of accumulation of antiprotons is a critical factor in the design of p anti p colliders. A design of a system to accumulate higher anti p fluxes is presented here which is an alternative to the schemes used at the CERN AA and in the Fermilab Tevatron I design. Contrary to these stacking schemes, which use a system of notch filters to protect the dense core of antiprotons from the high power of the stack tail stochastic cooling, an eddy current shutter is used to protect the core in the region of the stack tail cooling kicker. Without filters one can have larger cooling bandwidths, better mixing for stochastic cooling, and easier operational criteria for the power amplifiers. In the case considered here a flux of 1.4 x 10 8 per sec is achieved with a 4 to 8 GHz bandwidth
Multistage stochastic optimization
Pflug, Georg Ch
2014-01-01
Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas. They describe decision situations under uncertainty and with a longer planning horizon. This book contains a comprehensive treatment of today’s state of the art in multistage stochastic optimization. It covers the mathematical backgrounds of approximation theory as well as numerous practical algorithms and examples for the generation and handling of scenario trees. A special emphasis is put on estimation and bounding of the modeling error using novel distance concepts, on time consistency and the role of model ambiguity in the decision process. An extensive treatment of examples from electricity production, asset liability management and inventory control concludes the book
Dynamics of stochastic systems
Klyatskin, Valery I
2005-01-01
Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''''oil slicks''''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of ...
Optimal guidance law in quantum mechanics
International Nuclear Information System (INIS)
Yang, Ciann-Dong; Cheng, Lieh-Lieh
2013-01-01
Following de Broglie’s idea of a pilot wave, this paper treats quantum mechanics as a problem of stochastic optimal guidance law design. The guidance scenario considered in the quantum world is that an electron is the flight vehicle to be guided and its accompanying pilot wave is the guidance law to be designed so as to guide the electron to a random target driven by the Wiener process, while minimizing a cost-to-go function. After solving the stochastic optimal guidance problem by differential dynamic programming, we point out that the optimal pilot wave guiding the particle’s motion is just the wavefunction Ψ(t,x), a solution to the Schrödinger equation; meanwhile, the closed-loop guidance system forms a complex state–space dynamics for Ψ(t,x), from which quantum operators emerge naturally. Quantum trajectories under the action of the optimal guidance law are solved and their statistical distribution is shown to coincide with the prediction of the probability density function Ψ ∗ Ψ. -- Highlights: •Treating quantum mechanics as a pursuit-evasion game. •Reveal an interesting analogy between guided flight motion and guided quantum motion. •Solve optimal quantum guidance problem by dynamic programming. •Gives a formal proof of de Broglie–Bohm’s idea of a pilot wave. •The optimal pilot wave is shown to be a wavefunction solved from Schrödinger equation
Optimal guidance law in quantum mechanics
Energy Technology Data Exchange (ETDEWEB)
Yang, Ciann-Dong, E-mail: cdyang@mail.ncku.edu.tw; Cheng, Lieh-Lieh, E-mail: leo8101@hotmail.com
2013-11-15
Following de Broglie’s idea of a pilot wave, this paper treats quantum mechanics as a problem of stochastic optimal guidance law design. The guidance scenario considered in the quantum world is that an electron is the flight vehicle to be guided and its accompanying pilot wave is the guidance law to be designed so as to guide the electron to a random target driven by the Wiener process, while minimizing a cost-to-go function. After solving the stochastic optimal guidance problem by differential dynamic programming, we point out that the optimal pilot wave guiding the particle’s motion is just the wavefunction Ψ(t,x), a solution to the Schrödinger equation; meanwhile, the closed-loop guidance system forms a complex state–space dynamics for Ψ(t,x), from which quantum operators emerge naturally. Quantum trajectories under the action of the optimal guidance law are solved and their statistical distribution is shown to coincide with the prediction of the probability density function Ψ{sup ∗}Ψ. -- Highlights: •Treating quantum mechanics as a pursuit-evasion game. •Reveal an interesting analogy between guided flight motion and guided quantum motion. •Solve optimal quantum guidance problem by dynamic programming. •Gives a formal proof of de Broglie–Bohm’s idea of a pilot wave. •The optimal pilot wave is shown to be a wavefunction solved from Schrödinger equation.
Authoring of digital games via card games
DEFF Research Database (Denmark)
Valente, Andrea; Marchetti, Emanuela
2014-01-01
Literature and previous studies show that creative play is easy to emerge when children interact with tangible, low-tech toys and games than with digital games. This paradoxical situation is linked to the long-standing problem of end-users (or players) authoring of digital contents and systems. We...... are to show how card games can represent digital games, how playful play can emerge in card games and digital games, and to begin defining a new way to express game behavior without the use of universal programming languages....... propose a new scenario in which trading card games help making sense and re-design computer games, to support players express themselves aesthetically and in a highly creative way. Our aim is to look for a middle ground between players becoming programmers and simply editing levels. The main contributions...
Identifiability in stochastic models
1992-01-01
The problem of identifiability is basic to all statistical methods and data analysis, occurring in such diverse areas as Reliability Theory, Survival Analysis, and Econometrics, where stochastic modeling is widely used. Mathematics dealing with identifiability per se is closely related to the so-called branch of ""characterization problems"" in Probability Theory. This book brings together relevant material on identifiability as it occurs in these diverse fields.
Stochastic split determinant algorithms
International Nuclear Information System (INIS)
Horvatha, Ivan
2000-01-01
I propose a large class of stochastic Markov processes associated with probability distributions analogous to that of lattice gauge theory with dynamical fermions. The construction incorporates the idea of approximate spectral split of the determinant through local loop action, and the idea of treating the infrared part of the split through explicit diagonalizations. I suggest that exact algorithms of practical relevance might be based on Markov processes so constructed
Stochasticity Modeling in Memristors
Naous, Rawan; Al-Shedivat, Maruan; Salama, Khaled N.
2015-01-01
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochasticity Modeling in Memristors
Naous, Rawan
2015-10-26
Diverse models have been proposed over the past years to explain the exhibiting behavior of memristors, the fourth fundamental circuit element. The models varied in complexity ranging from a description of physical mechanisms to a more generalized mathematical modeling. Nonetheless, stochasticity, a widespread observed phenomenon, has been immensely overlooked from the modeling perspective. This inherent variability within the operation of the memristor is a vital feature for the integration of this nonlinear device into the stochastic electronics realm of study. In this paper, experimentally observed innate stochasticity is modeled in a circuit compatible format. The model proposed is generic and could be incorporated into variants of threshold-based memristor models in which apparent variations in the output hysteresis convey the switching threshold shift. Further application as a noise injection alternative paves the way for novel approaches in the fields of neuromorphic engineering circuits design. On the other hand, extra caution needs to be paid to variability intolerant digital designs based on non-deterministic memristor logic.
Stochastic quantization of instantons
International Nuclear Information System (INIS)
Grandati, Y.; Berard, A.; Grange, P.
1996-01-01
The method of Parisi and Wu to quantize classical fields is applied to instanton solutions var-phi I of euclidian non-linear theory in one dimension. The solution var-phi var-epsilon of the corresponding Langevin equation is built through a singular perturbative expansion in var-epsilon=h 1/2 in the frame of the center of the mass of the instanton, where the difference var-phi var-epsilon -var-phi I carries only fluctuations of the instanton form. The relevance of the method is shown for the stochastic K dV equation with uniform noise in space: the exact solution usually obtained by the inverse scattering method is retrieved easily by the singular expansion. A general diagrammatic representation of the solution is then established which makes a thorough use of regrouping properties of stochastic diagrams derived in scalar field theory. Averaging over the noise and in the limit of infinite stochastic time, the authors obtain explicit expressions for the first two orders in var-epsilon of the pertrubed instanton of its Green function. Specializing to the Sine-Gordon and var-phi 4 models, the first anaharmonic correction is obtained analytically. The calculation is carried to second order for the var-phi 4 model, showing good convergence. 21 refs., 5 fig
DEFF Research Database (Denmark)
Olsen, Jesper Lind
2003-01-01
Flow Game er et dialogspil, der kan bruges som ledelsesværktøj, ledertræning, samtaletræning, coachingtræning og ideudvikling m.m. Gennem dilemmakort provokeres en dialog og teori-U inspireret afklaring- og udviklingsproces, hvor der enten arbejdes på en gruppes eller et individs vision/innovatio......Flow Game er et dialogspil, der kan bruges som ledelsesværktøj, ledertræning, samtaletræning, coachingtræning og ideudvikling m.m. Gennem dilemmakort provokeres en dialog og teori-U inspireret afklaring- og udviklingsproces, hvor der enten arbejdes på en gruppes eller et individs vision...
Haggard, Gary; Schonberger, Ann Koch
1977-01-01
The paper-and-pencil game "Tri" is described. The authors argue that students gain logical skills by playing the game, and that the game lends itself to the introduction of diverse mathematical ideas. (SD)
... Teachers' Questionnaire MRI Play MRI the Magnetic Miracle Game About the game In the MRI imaging technique, strong magnets and ... last will in Paris. Play the Blood Typing Game Try to save some patients and learn about ...
Play the Electrocardiogram Game
... and Work Teachers' Questionnaire Electrocardiogram Play the ECG Game About the game ECG is used for diagnosing heart conditions by ... last will in Paris. Play the Blood Typing Game Try to save some patients and learn about ...
Philipp Hoffmann
2015-01-01
Negotiations, a model of concurrency with multi party negotiation as primitive, have been recently introduced by J. Desel and J. Esparza. We initiate the study of games for this model. We study coalition problems: can a given coalition of agents force that a negotiation terminates (resp. block the negotiation so that it goes on forever)?; can the coalition force a given outcome of the negotiation? We show that for arbitrary negotiations the problems are EXPTIME-complete. Then we show that for...
DEFF Research Database (Denmark)
Gammeltoft-Hansen, Thomas
This book offers an in-depth examination of the strategic use of State sovereignty in contemporary European and international affairs and the consequences of this for authority relations in Europe and beyond. It suggests a new approach to the study of State sovereignty, proposing to understand th...... the use of sovereignty as games where States are becoming more instrumental in their claims to sovereignty and skilled in adapting it to the challenges that they face....
International Nuclear Information System (INIS)
Brennan, N.S.
1982-01-01
A board game comprises a board, a number of counters and two dice. The board is marked to provide a central area, representing the nucleus of an atom, and six or more annular rings extending concentrically around the central area, the rings being divided into 2,8,18,32,48 and 72 squares. Each ring represents an electron shell, and some of the squares are numbered, the number representing the atomic number of different elements. (author)
DEFF Research Database (Denmark)
Ejsing-Duun, Stine
2011-01-01
This chapter analyses the relationship between players, the game world, and the ordinary world in alternative reality games (ARGs) and location-based games (LBGs). These games use technology to create a game world in the everyday scene. The topic of this chapter is the concept of the 'magic circle......', which defines the relationship between play and the ordinary world, and how this concept relates to a new kind of game....
Computer Games and Instruction
Tobias, Sigmund, Ed.; Fletcher, J. D., Ed.
2011-01-01
There is intense interest in computer games. A total of 65 percent of all American households play computer games, and sales of such games increased 22.9 percent last year. The average amount of game playing time was found to be 13.2 hours per week. The popularity and market success of games is evident from both the increased earnings from games,…
2016-03-01
Robot, in order to explore automated strategies ). The Game Client receives level data from the Game Server and implements the game as the player sees...formal verification domain. If formal verification problems could be turned into entertaining video games , those games could be crowd- sourced to a large...style gates that would destroy the Circuitbots. As the game evolved we found no good strategies for constraint ordering that worked significantly
Mechanizing Exploratory Game Design
Smith, Adam Marshall
2012-01-01
Game design is an art form that deals with inherently interactive artifacts. Game designers craft games (assembled from rule systems and content), but they really seek to manipulate play: the interaction between games and players. When developing new games that are similar to past games, a designer may rely on previous experience with related designs and relatively easy access to players familiar with conventional design choices. When exploratorily venturing into uncharted territory, uncoveri...
Stochastic and non-stochastic effects - a conceptual analysis
International Nuclear Information System (INIS)
Karhausen, L.R.
1980-01-01
The attempt to divide radiation effects into stochastic and non-stochastic effects is discussed. It is argued that radiation or toxicological effects are contingently related to radiation or chemical exposure. Biological effects in general can be described by general laws but these laws never represent a necessary connection. Actually stochastic effects express contingent, or empirical, connections while non-stochastic effects represent semantic and non-factual connections. These two expressions stem from two different levels of discourse. The consequence of this analysis for radiation biology and radiation protection is discussed. (author)
Directory of Open Access Journals (Sweden)
A. Andrade
2015-11-01
Full Text Available Due to hardware limitations at the origin of the video game industry, each new game was generally coded from the ground up. Years later, from the evolution of hardware and the need for quick game development cycles, spawned the concept of game engine. A game engine is a reusable software layer allowing the separation of common game concepts from the game assets (levels, graphics, etc.. This paper surveys fourteen different game engines relevant today, ranging from the industry-level to the newcomer-friendlier ones.
Games, theory and applications
Thomas, L C
2011-01-01
Anyone with a knowledge of basic mathematics will find this an accessible and informative introduction to game theory. It opens with the theory of two-person zero-sum games, two-person non-zero sum games, and n-person games, at a level between nonmathematical introductory books and technical mathematical game theory books. Succeeding sections focus on a variety of applications - including introductory explanations of gaming and meta games - that offer nonspecialists information about new areas of game theory at a comprehensible level. Numerous exercises appear with full solutions, in addition
Beasley, John D
2006-01-01
""Mind-exercising and thought-provoking.""-New ScientistIf playing games is natural for humans, analyzing games is equally natural for mathematicians. Even the simplest of games involves the fundamentals of mathematics, such as figuring out the best move or the odds of a certain chance event. This entertaining and wide-ranging guide demonstrates how simple mathematical analysis can throw unexpected light on games of every type-games of chance, games of skill, games of chance and skill, and automatic games.Just how random is a card shuffle or a throw of the dice? Is bluffing a valid poker strat
A retrodictive stochastic simulation algorithm
International Nuclear Information System (INIS)
Vaughan, T.G.; Drummond, P.D.; Drummond, A.J.
2010-01-01
In this paper we describe a simple method for inferring the initial states of systems evolving stochastically according to master equations, given knowledge of the final states. This is achieved through the use of a retrodictive stochastic simulation algorithm which complements the usual predictive stochastic simulation approach. We demonstrate the utility of this new algorithm by applying it to example problems, including the derivation of likely ancestral states of a gene sequence given a Markovian model of genetic mutation.
Stochastic processes and quantum theory
International Nuclear Information System (INIS)
Klauder, J.R.
1975-01-01
The author analyses a variety of stochastic processes, namely real time diffusion phenomena, which are analogues of imaginary time quantum theory and convariant imaginary time quantum field theory. He elaborates some standard properties involving probability measures and stochastic variables and considers a simple class of examples. Finally he develops the fact that certain stochastic theories actually exhibit divergences that simulate those of covariant quantum field theory and presents examples of both renormaizable and unrenormalizable behavior. (V.J.C.)
Stochastic Analysis with Financial Applications
Kohatsu-Higa, Arturo; Sheu, Shuenn-Jyi
2011-01-01
Stochastic analysis has a variety of applications to biological systems as well as physical and engineering problems, and its applications to finance and insurance have bloomed exponentially in recent times. The goal of this book is to present a broad overview of the range of applications of stochastic analysis and some of its recent theoretical developments. This includes numerical simulation, error analysis, parameter estimation, as well as control and robustness properties for stochastic equations. This book also covers the areas of backward stochastic differential equations via the (non-li
Stochastic processes an introduction
Jones, Peter Watts
2009-01-01
Some Background on ProbabilityIntroduction Probability Conditional probability and independence Discrete random variables Continuous random variables Mean and variance Some standard discrete probability distributions Some standard continuous probability distributions Generating functions Conditional expectationSome Gambling ProblemsGambler's ruin Probability of ruin Some numerical simulations Duration of the game Some variations of gambler's ruinRandom WalksIntroduction Unrestricted random walks The probability distribution after n steps First returns of the symmetric random walkMarkov ChainsS
DEFF Research Database (Denmark)
Kristiansen, Erik
2011-01-01
Playing games of any kind, from tennis to board games, it is easy to notice that games are configured in space, often using stripes or a kind of map on a board. Some games are clearly performed within this marked border, while it may be difficult to pinpoint such a visual border in a game like hide....... This makes sense, but also demands that play and non-play can be easily separated. I will examine how games make use of space, and show that the magic circle not only is a viable, though criticized, concept but should be understood as a spatial concept. In order to do this several games are examined, leading...... to introduce a spatial model of the game performance comprising a primary and secondary game space. I will show how new game genres can profit from using this model when designing new games....
Directory of Open Access Journals (Sweden)
Huiying Sun
2014-01-01
Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.
Energy Technology Data Exchange (ETDEWEB)
Hardwick, Robert J.; Vennin, Vincent; Wands, David [Institute of Cosmology and Gravitation, University of Portsmouth, Dennis Sciama Building, Burnaby Road, Portsmouth, PO1 3FX (United Kingdom); Byrnes, Christian T.; Torrado, Jesús, E-mail: robert.hardwick@port.ac.uk, E-mail: vincent.vennin@port.ac.uk, E-mail: c.byrnes@sussex.ac.uk, E-mail: jesus.torrado@sussex.ac.uk, E-mail: david.wands@port.ac.uk [Department of Physics and Astronomy, University of Sussex, Brighton BN1 9QH (United Kingdom)
2017-10-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
International Nuclear Information System (INIS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David; Byrnes, Christian T.; Torrado, Jesús
2017-01-01
We study the stochastic distribution of spectator fields predicted in different slow-roll inflation backgrounds. Spectator fields have a negligible energy density during inflation but may play an important dynamical role later, even giving rise to primordial density perturbations within our observational horizon today. During de-Sitter expansion there is an equilibrium solution for the spectator field which is often used to estimate the stochastic distribution during slow-roll inflation. However slow roll only requires that the Hubble rate varies slowly compared to the Hubble time, while the time taken for the stochastic distribution to evolve to the de-Sitter equilibrium solution can be much longer than a Hubble time. We study both chaotic (monomial) and plateau inflaton potentials, with quadratic, quartic and axionic spectator fields. We give an adiabaticity condition for the spectator field distribution to relax to the de-Sitter equilibrium, and find that the de-Sitter approximation is never a reliable estimate for the typical distribution at the end of inflation for a quadratic spectator during monomial inflation. The existence of an adiabatic regime at early times can erase the dependence on initial conditions of the final distribution of field values. In these cases, spectator fields acquire sub-Planckian expectation values. Otherwise spectator fields may acquire much larger field displacements than suggested by the de-Sitter equilibrium solution. We quantify the information about initial conditions that can be obtained from the final field distribution. Our results may have important consequences for the viability of spectator models for the origin of structure, such as the simplest curvaton models.
The standard set game of a cooperative game
Bumb, A.F.; Hoede, C.
2003-01-01
We show that for every cooperative game a corresponding set game can be defined, called the standard set game. Values for set games can be applied to this standard game and determine allocations for the cooperative game. On the other hand, notions for cooperative games, like the Shapley value, the
Portfolio Optimization with Stochastic Dividends and Stochastic Volatility
Varga, Katherine Yvonne
2015-01-01
We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…
Stochastic ontogenetic growth model
West, B. J.; West, D.
2012-02-01
An ontogenetic growth model (OGM) for a thermodynamically closed system is generalized to satisfy both the first and second law of thermodynamics. The hypothesized stochastic ontogenetic growth model (SOGM) is shown to entail the interspecies allometry relation by explicitly averaging the basal metabolic rate and the total body mass over the steady-state probability density for the total body mass (TBM). This is the first derivation of the interspecies metabolic allometric relation from a dynamical model and the asymptotic steady-state distribution of the TBM is fit to data and shown to be inverse power law.
Stochastic calculus in physics
International Nuclear Information System (INIS)
Fox, R.F.
1987-01-01
The relationship of Ito-Stratonovich stochastic calculus to studies of weakly colored noise is explained. A functional calculus approach is used to obtain an effective Fokker-Planck equation for the weakly colored noise regime. In a smooth limit, this representation produces the Stratonovich version of the Ito-Stratonovich calculus for white noise. It also provides an approach to steady state behavior for strongly colored noise. Numerical simulation algorithms are explored, and a novel suggestion is made for efficient and accurate simulation of white noise equations
The stochastic quality calculus
DEFF Research Database (Denmark)
Zeng, Kebin; Nielson, Flemming; Nielson, Hanne Riis
2014-01-01
We introduce the Stochastic Quality Calculus in order to model and reason about distributed processes that rely on each other in order to achieve their overall behaviour. The calculus supports broadcast communication in a truly concurrent setting. Generally distributed delays are associated...... with the outputs and at the same time the inputs impose constraints on the waiting times. Consequently, the expected inputs may not be available when needed and therefore the calculus allows to express the absence of data.The communication delays are expressed by general distributions and the resulting semantics...
Stochastic conditional intensity processes
DEFF Research Database (Denmark)
Bauwens, Luc; Hautsch, Nikolaus
2006-01-01
model allows for a wide range of (cross-)autocorrelation structures in multivariate point processes. The model is estimated by simulated maximum likelihood (SML) using the efficient importance sampling (EIS) technique. By modeling price intensities based on NYSE trading, we provide significant evidence......In this article, we introduce the so-called stochastic conditional intensity (SCI) model by extending Russell’s (1999) autoregressive conditional intensity (ACI) model by a latent common dynamic factor that jointly drives the individual intensity components. We show by simulations that the proposed...... for a joint latent factor and show that its inclusion allows for an improved and more parsimonious specification of the multivariate intensity process...
Stochastic cooling for beginners
International Nuclear Information System (INIS)
Moehl, D.
1984-01-01
These two lectures have been prepared to give a simple introduction to the principles. In Part I we try to explain stochastic cooling using the time-domain picture which starts from the pulse response of the system. In Part II the discussion is repeated, looking more closely at the frequency-domain response. An attempt is made to familiarize the beginners with some of the elementary cooling equations, from the 'single particle case' up to equations which describe the evolution of the particle distribution. (orig.)
The Gauss-Seidel Numerical Procedure for Markov Stochastic Games
National Research Council Canada - National Science Library
Kushner, Harold J
2004-01-01
.... The convergence of the Gauss-Seidel form of this procedure is shown for both the discounted and ergodic cost problems, under appropriate conditions, with extensions to problems where one stops...
Harmonizing interoperability - Emergent Serious Gaming in Playful Stochastic CAD Environments
Kosmadoudi, Z.; Lim, T.; Ritchie, J.M.; Liu, Y.; Sung, R.; Hauge, J.B.; Garbaya, S.; Wendrich, Robert E.; Stanescu, I.A.; De Gloria, Alessandro
2014-01-01
Computer-Aided Design (CAD) applications often promote memorable experiences for the wrong reasons. Coupled with complex functionality and poor user experience the learning curve is often steep and overwhelming. Invoking design creativity remains limited to conveying established geometry. Gameplay
N-Player Stochastic Differential Games. [control theory
Varaiya, P.
1974-01-01
Conditions are described which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information. It was found that when the set of instantaneous joint costs and velocity vectors is convex, the conditions are necessary.
The Bullwhip Effect: Applying Stochastic Models on Beer Distribution Game
Yohannes Yebabe
2014-01-01
Supply chain management is a fledgling science which concerned with synchronization of both material flow and information flow by integrating companies for a common objective to meet the requirements of the end customer. Bullwhip effect is an important research topic of the supply chain management. The Bullwhip effect is precarious to both short and long run competitive advantage, the dependability sustainability advantage of the chain. This paper proposes to show the impact of the Bullwhip e...
DEFF Research Database (Denmark)
Kiniry, Joseph Roland; Zimmerman, Daniel
2011-01-01
---falls every year and any mention of mathematics in the classroom seems to frighten students away. So the question is: How do we attract new students in computing to the area of dependable software systems? Over the past several years at three universities we have experimented with the use of computer games......In recent years, several Grand Challenges (GCs) of computing have been identified and expounded upon by various professional organizations in the U.S. and England. These GCs are typically very difficult problems that will take many hundreds, or perhaps thousands, of man-years to solve. Researchers...
Trajectory averaging for stochastic approximation MCMC algorithms
Liang, Faming
2010-01-01
to the stochastic approximation Monte Carlo algorithm [Liang, Liu and Carroll J. Amer. Statist. Assoc. 102 (2007) 305-320]. The application of the trajectory averaging estimator to other stochastic approximationMCMC algorithms, for example, a stochastic
Beating Cheaters at Their Own Game
Rauch, Joseph; Kondev, Jane; Sanchez, Alvaro
2014-03-01
Public goods games occur over many different scales in nature, from microbial biofilms to the human commons. On each scale stable populations of cooperators (members who invest into producing some good shared by the entire population) and cheaters (members who make no investment yet still share the common goods) has been observed. This observation raises interesting questions, like how do cooperators maintain their presence in a game that seems to heavily favor cheaters, and what strategies for cooperation could populations employ to increase their success? We propose a model of a public goods game with two different player populations, S and D, which employ two different strategies: the D population always cheats and the S population makes a stochastic decision whether to cooperate or not. We find that stochastic cooperation improves the success of the S population over the competing D population, but at a price. As the probability of cheating by the S players increases they outcompete the D players but the total population becomes more ecologically unstable (i.e., the likelihood of its extinction grows). We investigate this trade off between evolutionary success and ecological stability and propose experiments using populations of yeast cells to test our predictions.
HackAttack: Game-Theoretic Analysis of Realistic Cyber Conflicts
Energy Technology Data Exchange (ETDEWEB)
Ferragut, Erik M [ORNL; Brady, Andrew C [Jefferson Middle School, Oak Ridge, TN; Brady, Ethan J [Oak Ridge High School, Oak Ridge, TN; Ferragut, Jacob M [Oak Ridge High School, Oak Ridge, TN; Ferragut, Nathan M [Oak Ridge High School, Oak Ridge, TN; Wildgruber, Max C [ORNL
2016-01-01
Game theory is appropriate for studying cyber conflict because it allows for an intelligent and goal-driven adversary. Applications of game theory have led to a number of results regarding optimal attack and defense strategies. However, the overwhelming majority of applications explore overly simplistic games, often ones in which each participant s actions are visible to every other participant. These simplifications strip away the fundamental properties of real cyber conflicts: probabilistic alerting, hidden actions, unknown opponent capabilities. In this paper, we demonstrate that it is possible to analyze a more realistic game, one in which different resources have different weaknesses, players have different exploits, and moves occur in secrecy, but they can be detected. Certainly, more advanced and complex games are possible, but the game presented here is more realistic than any other game we know of in the scientific literature. While optimal strategies can be found for simpler games using calculus, case-by-case analysis, or, for stochastic games, Q-learning, our more complex game is more naturally analyzed using the same methods used to study other complex games, such as checkers and chess. We define a simple evaluation function and employ multi-step searches to create strategies. We show that such scenarios can be analyzed, and find that in cases of extreme uncertainty, it is often better to ignore one s opponent s possible moves. Furthermore, we show that a simple evaluation function in a complex game can lead to interesting and nuanced strategies.
Spike-based decision learning of Nash equilibria in two-player games.
Directory of Open Access Journals (Sweden)
Johannes Friedrich
Full Text Available Humans and animals face decision tasks in an uncertain multi-agent environment where an agent's strategy may change in time due to the co-adaptation of others strategies. The neuronal substrate and the computational algorithms underlying such adaptive decision making, however, is largely unknown. We propose a population coding model of spiking neurons with a policy gradient procedure that successfully acquires optimal strategies for classical game-theoretical tasks. The suggested population reinforcement learning reproduces data from human behavioral experiments for the blackjack and the inspector game. It performs optimally according to a pure (deterministic and mixed (stochastic Nash equilibrium, respectively. In contrast, temporal-difference(TD-learning, covariance-learning, and basic reinforcement learning fail to perform optimally for the stochastic strategy. Spike-based population reinforcement learning, shown to follow the stochastic reward gradient, is therefore a viable candidate to explain automated decision learning of a Nash equilibrium in two-player games.
Mobile Game for Learning Bacteriology
Sugimura, Ryo; Kawazu, Sotaro; Tamari, Hiroki; Watanabe, Kodai; Nishimura, Yohei; Oguma, Toshiki; Watanabe, Katsushiro; Kaneko, Kosuke; Okada, Yoshihiro; Yoshida, Motofumi; Takano, Shigeru; Inoue, Hitoshi
2014-01-01
This paper treats serious games. Recently, one of the game genres called serious game has become popular, which has other purposes besides enjoyments like education, training and so on. Especially, learning games of the serious games seem very attractive for the age of video games so that the authors developed a mobile game for learning…
DEFF Research Database (Denmark)
Hanghøj, Thorkild
2013-01-01
This chapter outlines theoretical and empirical perspectives on how Game-Based Teaching can be integrated within the context of formal schooling. Initially, this is done by describing game scenarios as models for possible actions that need to be translated into curricular knowledge practices...... approaches to game-based teaching, which may or may not correspond with the pedagogical models of particular games....
Gee, James Paul
2013-01-01
Today there is a great deal of interest in and a lot of hype about using video games in schools. Video games are a new silver bullet. Games can create good learning because they teach in powerful ways. The theory behind game-based learning is not really new, but a traditional and well-tested approach to deep and effective learning, often…
Hiroshi Uno
2007-01-01
This paper proposes a new class of potential games, the nested potential games, which generalize the potential games defined in Monderer and Shapley (1996), as well as the pseudo-potential games defined in Dubey et al. (2006). We show that each maximizer of a nested potential is a Nash equilibrium.
DEFF Research Database (Denmark)
Hansen, Kristoffer Arnsfelt; Ibsen-Jensen, Rasmus; Podolskii, Vladimir V.
2013-01-01
For matrix games we study how small nonzero probability must be used in optimal strategies. We show that for image win–lose–draw games (i.e. image matrix games) nonzero probabilities smaller than image are never needed. We also construct an explicit image win–lose game such that the unique optimal...
Learning with Calculator Games
Frahm, Bruce
2013-01-01
Educational games provide a fun introduction to new material and a review of mathematical algorithms. Specifically, games can be designed to assist students in developing mathematical skills as an incidental consequence of the game-playing process. The programs presented in this article are adaptations of board games or television shows that…
... and Work Teachers' Questionnaire Malaria Play the Mosquito Game Play the Parasite Game About the games Malaria is one of the world's most common ... last will in Paris. Play the Blood Typing Game Try to save some patients and learn about ...
A General Theory of Markovian Time Inconsistent Stochastic Control Problems
DEFF Research Database (Denmark)
Björk, Tomas; Murgochi, Agatha
We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for Nash subgame perfect equilibrium points...... examples of time inconsistency in the literature are easily seen to be special cases of the present theory. We also prove that for every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the optimal value function for the consistent problem...
Stochastic Blind Motion Deblurring
Xiao, Lei
2015-05-13
Blind motion deblurring from a single image is a highly under-constrained problem with many degenerate solutions. A good approximation of the intrinsic image can therefore only be obtained with the help of prior information in the form of (often non-convex) regularization terms for both the intrinsic image and the kernel. While the best choice of image priors is still a topic of ongoing investigation, this research is made more complicated by the fact that historically each new prior requires the development of a custom optimization method. In this paper, we develop a stochastic optimization method for blind deconvolution. Since this stochastic solver does not require the explicit computation of the gradient of the objective function and uses only efficient local evaluation of the objective, new priors can be implemented and tested very quickly. We demonstrate that this framework, in combination with different image priors produces results with PSNR values that match or exceed the results obtained by much more complex state-of-the-art blind motion deblurring algorithms.
Schilstra, Maria J; Martin, Stephen R
2009-01-01
Stochastic simulations may be used to describe changes with time of a reaction system in a way that explicitly accounts for the fact that molecules show a significant degree of randomness in their dynamic behavior. The stochastic approach is almost invariably used when small numbers of molecules or molecular assemblies are involved because this randomness leads to significant deviations from the predictions of the conventional deterministic (or continuous) approach to the simulation of biochemical kinetics. Advances in computational methods over the three decades that have elapsed since the publication of Daniel Gillespie's seminal paper in 1977 (J. Phys. Chem. 81, 2340-2361) have allowed researchers to produce highly sophisticated models of complex biological systems. However, these models are frequently highly specific for the particular application and their description often involves mathematical treatments inaccessible to the nonspecialist. For anyone completely new to the field to apply such techniques in their own work might seem at first sight to be a rather intimidating prospect. However, the fundamental principles underlying the approach are in essence rather simple, and the aim of this article is to provide an entry point to the field for a newcomer. It focuses mainly on these general principles, both kinetic and computational, which tend to be not particularly well covered in specialist literature, and shows that interesting information may even be obtained using very simple operations in a conventional spreadsheet.
AA, stochastic precooling pickup
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling". In this picture of a precooling pickup, the injection orbit is to the left, the stack orbit to the far right. After several seconds of precooling with the system's kickers (in momentum and in the vertical plane), the precooled antiprotons were transferred, by means of RF, to the stack tail, where they were subjected to further stochastic cooling in momentum and in both transverse planes, until they ended up, deeply cooled, in the stack core. During precooling, a shutter near the central orbit shielded the pickups from the signals emanating from the stack-core, whilst the stack-core was shielded from the violent action of the precooling kickers by a shutter on these. All shutters were opened briefly during transfer of the precooled antiprotons to the stack tail. Here, the shutter is not yet mounted. Precooling pickups and kickers had the same design, except that the kickers had cooling circuits and the pickups had none. Peering th...
Behavioral Stochastic Resonance
Freund, Jan A.; Schimansky-Geier, Lutz; Beisner, Beatrix; Neiman, Alexander; Russell, David F.; Yakusheva, Tatyana; Moss, Frank
2001-03-01
Zooplankton emit weak electric fields into the surrounding water that originate from their own muscular activities associated with swimming and feeding. Juvenile paddlefish prey upon single zooplankton by detecting and tracking these weak electric signatures. The passive electric sense in the fish is provided by an elaborate array of electroreceptors, Ampullae Lorenzini, spread over the surface of an elongated rostrum. We have previously shown that the fish use stochastic resonance to enhance prey capture near the detection threshold of their sensory system. But stochastic resonance requires an external source of electrical noise in order to function. The required noise can be provided by a swarm of plankton, for example Daphnia. Thus juvenile paddlefish can detect and attack single Daphnia as outliers in the vicinity of the swarm by making use of noise from the swarm itself. From the power spectral density of the noise plus the weak signal from a single Daphnia we calculate the signal-to-noise ratio and the Fisher information at the surface of the paddlefish's rostrum. The results predict a specific attack pattern for the paddlefish that appears to be experimentally testable.
Stochastic programming with integer recourse
van der Vlerk, Maarten Hendrikus
1995-01-01
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic
Thermal mixtures in stochastic mechanics
Energy Technology Data Exchange (ETDEWEB)
Guerra, F [Rome Univ. (Italy). Ist. di Matematica; Loffredo, M I [Salerno Univ. (Italy). Ist. di Fisica
1981-01-17
Stochastic mechanics is extended to systems in thermal equilibrium. The resulting stochastic processes are mixtures of Nelson processes. Their Markov property is investigated in some simple cases. It is found that in order to inforce Markov property the algebra of observable associated to the present must be suitably enlarged.
Stochastic Pi-calculus Revisited
DEFF Research Database (Denmark)
Cardelli, Luca; Mardare, Radu Iulian
2013-01-01
We develop a version of stochastic Pi-calculus with a semantics based on measure theory. We dene the behaviour of a process in a rate environment using measures over the measurable space of processes induced by structural congruence. We extend the stochastic bisimulation to include the concept of...
Alternative Asymmetric Stochastic Volatility Models
M. Asai (Manabu); M.J. McAleer (Michael)
2010-01-01
textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is
Stochastic ferromagnetism analysis and numerics
Brzezniak, Zdzislaw; Neklyudov, Mikhail; Prohl, Andreas
2013-01-01
This monograph examines magnetization dynamics at elevated temperatures which can be described by the stochastic Landau-Lifshitz-Gilbert equation (SLLG). Comparative computational studies with the stochastic model are included. Constructive tools such as e.g. finite element methods are used to derive the theoretical results, which are then used for computational studies.
Nurminen, Emilia
2013-01-01
In my thesis, Marketing in Game Design, I wanted to inspect how developing a game from a purely commercial perspective affects on the game design. The purpose of this thesis is to define the valid aspects of product marketing for games, how they are perceived in game industry and how those aspects affect to the game design. The question I am asking is how to make marketing a fluent part of indie game development process. Through my thesis project, Puzzleplatform, I study how the marketing asp...
Directory of Open Access Journals (Sweden)
Anton Sukhov
2015-10-01
Full Text Available This article devoted to the search of relevant sources (primary and secondary and characteristics of computer games that allow to include them in the field of art (such as the creation of artistic games, computer graphics, active interaction with other forms of art, signs of spiritual aesthetic act, own temporality of computer games, “aesthetic illusion”, interactivity. In general, modern computer games can be attributed to commercial art and popular culture (blockbuster games and to elite forms of contemporary media art (author’s games, visionary games.
Variance decomposition in stochastic simulators.
Le Maître, O P; Knio, O M; Moraes, A
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Brownian motion and stochastic calculus
Karatzas, Ioannis
1998-01-01
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large num...
Variance decomposition in stochastic simulators
Energy Technology Data Exchange (ETDEWEB)
Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro
2015-01-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Verification and Performance Evaluation of Timed Game Strategies
DEFF Research Database (Denmark)
David, Alexandre; Fang, Huixing; Larsen, Kim Guldstrand
2014-01-01
Control synthesis techniques, based on timed games, derive strategies to ensure a given control objective, e.g., time-bounded reachability. Model checking verifies correctness properties of systems. Statistical model checking can be used to analyse performance aspects of systems, e.g., energy...... consumption. In this work, we propose to combine these three techniques. In particular, given a strategy synthesized for a timed game and a given control objective, we want to make a deeper examination of the consequences of adopting this strategy. Firstly, we want to apply model checking to the timed game...... under the synthesized strategy in order to verify additional correctness properties. Secondly, we want to apply statistical model checking to evaluate various performance aspects of the synthesized strategy. For this, the underlying timed game is extended with relevant price and stochastic information...
The Uses of Teaching Games in Game Theory Classes and Some Experimental Games.
Shubik, Martin
2002-01-01
Discusses the use of lightly controlled games, primarily in classes in game theory. Considers the value of such games from the viewpoint of both teaching and experimentation and discusses context; control; pros and cons of games in teaching; experimental games; and games in class, including cooperative game theory. (Author/LRW)
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
International Nuclear Information System (INIS)
Ferrari, Giorgio; Riedel, Frank; Steg, Jan-Henrik
2017-01-01
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach
Energy Technology Data Exchange (ETDEWEB)
Ferrari, Giorgio, E-mail: giorgio.ferrari@uni-bielefeld.de; Riedel, Frank, E-mail: frank.riedel@uni-bielefeld.de; Steg, Jan-Henrik, E-mail: jsteg@uni-bielefeld.de [Bielefeld University, Center for Mathematical Economics (Germany)
2017-06-15
In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their expected utility allocating initial wealth over a given time period between private consumption and irreversible contributions to increase the level of some public good. We investigate the corresponding social planner problem and the case of strategic interaction between the agents, i.e. the public good contribution game. We show existence and uniqueness of the social planner’s optimal policy, we characterize it by necessary and sufficient stochastic Kuhn–Tucker conditions and we provide its expression in terms of the unique optional solution of a stochastic backward equation. Similar stochastic first order conditions prove to be very useful for studying any Nash equilibria of the public good contribution game. In the symmetric case they allow us to prove (qualitative) uniqueness of the Nash equilibrium, which we again construct as the unique optional solution of a stochastic backward equation. We finally also provide a detailed analysis of the so-called free rider effect.
Games on Games. Game Design as Critical Reflexive Practice
Giovanni Caruso; Riccardo Fassone; Gabriele Ferri; Stefano Gualeni; Mauro Salvador
2016-01-01
Can video game design be compared to more formalized practices of scientific research or speculation within game studies? And, by virtue of an intellectual leap that in itself calls for discussion, can video games be considered as an efficient vehicle for the presentation of certain kinds of knowledge, in the same way in which papers, conference presentations, and books are? What Ratto defines as critical making (2011), the practice of producing artifacts of different sorts in order to supple...
Directory of Open Access Journals (Sweden)
Philipp Hoffmann
2015-09-01
Full Text Available Negotiations, a model of concurrency with multi party negotiation as primitive, have been recently introduced by J. Desel and J. Esparza. We initiate the study of games for this model. We study coalition problems: can a given coalition of agents force that a negotiation terminates (resp. block the negotiation so that it goes on forever?; can the coalition force a given outcome of the negotiation? We show that for arbitrary negotiations the problems are EXPTIME-complete. Then we show that for sound and deterministic or even weakly deterministic negotiations the problems can be solved in PTIME. Notice that the input of the problems is a negotiation, which can be exponentially more compact than its state space.
DEFF Research Database (Denmark)
Helms, Niels Henrik
2012-01-01
at forsøge at beskrive nogle af de mekanismer, som gør, at nogle af disse kreative industrier bliver netop kreative og innovative, at de ikke alene kan klare sig, men også ændre og udvikle både indhold, form og organisering – at de bliver det der på managementsprog hedder game changers.......Den kreative industri er en statistisk kategori, der omfatter virksomheder, der beskæftiger sig med produktion af krea- tive produkter. Det kan være film, computerspil, grafisk de- sign etc. Men det er ikke nødvendigvis virksomheder, som er særligt kreative. Det, der er anliggendet her, er...
Vitting Andersen, J.; Sornette, D.
2003-01-01
We propose a payoff function extending Minority Games (MG) that captures the competition between agents to make money. In contrast with previous MG, the best strategies are not always targeting the minority but are shifting opportunistically between the minority and the majority. The emergent properties of the price dynamics and of the wealth of agents are strikingly different from those found in MG. As the memory of agents is increased, we find a phase transition between a self-sustained speculative phase in which a ``stubborn majority'' of agents effectively collaborate to arbitrage a market-maker for their mutual benefit and a phase where the market-maker always arbitrages the agents. A subset of agents exhibit a sustained non-equilibrium risk-return profile.
Morgan, Byron JT; Tanner, Martin Abba; Carlin, Bradley P
2008-01-01
Introduction and Examples Introduction Examples of data sets Basic Model Fitting Introduction Maximum-likelihood estimation for a geometric model Maximum-likelihood for the beta-geometric model Modelling polyspermy Which model? What is a model for? Mechanistic models Function Optimisation Introduction MATLAB: graphs and finite differences Deterministic search methods Stochastic search methods Accuracy and a hybrid approach Basic Likelihood ToolsIntroduction Estimating standard errors and correlations Looking at surfaces: profile log-likelihoods Confidence regions from profiles Hypothesis testing in model selectionScore and Wald tests Classical goodness of fit Model selection biasGeneral Principles Introduction Parameterisation Parameter redundancy Boundary estimates Regression and influence The EM algorithm Alternative methods of model fitting Non-regular problemsSimulation Techniques Introduction Simulating random variables Integral estimation Verification Monte Carlo inference Estimating sampling distributi...
Stochastic population theories
Ludwig, Donald
1974-01-01
These notes serve as an introduction to stochastic theories which are useful in population biology; they are based on a course given at the Courant Institute, New York, in the Spring of 1974. In order to make the material. accessible to a wide audience, it is assumed that the reader has only a slight acquaintance with probability theory and differential equations. The more sophisticated topics, such as the qualitative behavior of nonlinear models, are approached through a succession of simpler problems. Emphasis is placed upon intuitive interpretations, rather than upon formal proofs. In most cases, the reader is referred elsewhere for a rigorous development. On the other hand, an attempt has been made to treat simple, useful models in some detail. Thus these notes complement the existing mathematical literature, and there appears to be little duplication of existing works. The authors are indebted to Miss Jeanette Figueroa for her beautiful and speedy typing of this work. The research was supported by the Na...
Propagator of stochastic electrodynamics
International Nuclear Information System (INIS)
Cavalleri, G.
1981-01-01
The ''elementary propagator'' for the position of a free charged particle subject to the zero-point electromagnetic field with Lorentz-invariant spectral density proportionalω 3 is obtained. The nonstationary process for the position is solved by the stationary process for the acceleration. The dispersion of the position elementary propagator is compared with that of quantum electrodynamics. Finally, the evolution of the probability density is obtained starting from an initial distribution confined in a small volume and with a Gaussian distribution in the velocities. The resulting probability density for the position turns out to be equal, to within radiative corrections, to psipsi* where psi is the Kennard wave packet. If the radiative corrections are retained, the present result is new since the corresponding expression in quantum electrodynamics has not yet been found. Besides preceding quantum electrodynamics for this problem, no renormalization is required in stochastic electrodynamics
Nonlinear analysis of the cooperation of strategic alliances through stochastic catastrophe theory
Xu, Yan; Hu, Bin; Wu, Jiang; Zhang, Jianhua
2014-04-01
The excitation intervention of strategic alliance may change with the changes in the parameters of circumstance (e.g., external alliance tasks). As a result, the stable cooperation between members may suffer a complete unplanned betrayal at last. However, current perspectives on strategic alliances cannot adequately explain this transition mechanism. This study is a first attempt to analyze this nonlinear phenomenon through stochastic catastrophe theory (SCT). A stochastic dynamics model is constructed based on the cooperation of strategic alliance from the perspective of evolutionary game theory. SCT explains the discontinuous changes caused by the changes in environmental parameters. Theoretically, we identify conditions where catastrophe can occur in the cooperation of alliance members.
Environmental Noise Could Promote Stochastic Local Stability of Behavioral Diversity Evolution
Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi
2018-05-01
In this Letter, we investigate stochastic stability in a two-phenotype evolutionary game model for an infinite, well-mixed population undergoing discrete, nonoverlapping generations. We assume that the fitness of a phenotype is an exponential function of its expected payoff following random pairwise interactions whose outcomes randomly fluctuate with time. We show that the stochastic local stability of a constant interior equilibrium can be promoted by the random environmental noise even if the system may display a complicated nonlinear dynamics. This result provides a new perspective for a better understanding of how environmental fluctuations may contribute to the evolution of behavioral diversity.
RES: Regularized Stochastic BFGS Algorithm
Mokhtari, Aryan; Ribeiro, Alejandro
2014-12-01
RES, a regularized stochastic version of the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method is proposed to solve convex optimization problems with stochastic objectives. The use of stochastic gradient descent algorithms is widespread, but the number of iterations required to approximate optimal arguments can be prohibitive in high dimensional problems. Application of second order methods, on the other hand, is impracticable because computation of objective function Hessian inverses incurs excessive computational cost. BFGS modifies gradient descent by introducing a Hessian approximation matrix computed from finite gradient differences. RES utilizes stochastic gradients in lieu of deterministic gradients for both, the determination of descent directions and the approximation of the objective function's curvature. Since stochastic gradients can be computed at manageable computational cost RES is realizable and retains the convergence rate advantages of its deterministic counterparts. Convergence results show that lower and upper bounds on the Hessian egeinvalues of the sample functions are sufficient to guarantee convergence to optimal arguments. Numerical experiments showcase reductions in convergence time relative to stochastic gradient descent algorithms and non-regularized stochastic versions of BFGS. An application of RES to the implementation of support vector machines is developed.
Equivalence between quantum simultaneous games and quantum sequential games
Kobayashi, Naoki
2007-01-01
A framework for discussing relationships between different types of games is proposed. Within the framework, quantum simultaneous games, finite quantum simultaneous games, quantum sequential games, and finite quantum sequential games are defined. In addition, a notion of equivalence between two games is defined. Finally, the following three theorems are shown: (1) For any quantum simultaneous game G, there exists a quantum sequential game equivalent to G. (2) For any finite quantum simultaneo...
Mean Field Games with a Dominating Player
Energy Technology Data Exchange (ETDEWEB)
Bensoussan, A., E-mail: axb046100@utdallas.edu [The University of Texas at Dallas, International Center for Decision and Risk Analysis, Jindal School of Management (United States); Chau, M. H. M., E-mail: michaelchaumanho@gmail.com; Yam, S. C. P., E-mail: scpyam@sta.cuhk.edu.hk [The Chinese University of Hong Kong, Department of Statistics (Hong Kong, People’s Republic of China) (China)
2016-08-15
In this article, we consider mean field games between a dominating player and a group of representative agents, each of which acts similarly and also interacts with each other through a mean field term being substantially influenced by the dominating player. We first provide the general theory and discuss the necessary condition for the optimal controls and equilibrium condition by adopting adjoint equation approach. We then present a special case in the context of linear-quadratic framework, in which a necessary and sufficient condition can be asserted by stochastic maximum principle; we finally establish the sufficient condition that guarantees the unique existence of the equilibrium control. The proof of the convergence result of finite player game to mean field counterpart is provided in Appendix.
Mean field games for cognitive radio networks
Tembine, Hamidou
2012-06-01
In this paper we study mobility effect and power saving in cognitive radio networks using mean field games. We consider two types of users: primary and secondary users. When active, each secondary transmitter-receiver uses carrier sensing and is subject to long-term energy constraint. We formulate the interaction between primary user and large number of secondary users as an hierarchical mean field game. In contrast to the classical large-scale approaches based on stochastic geometry, percolation theory and large random matrices, the proposed mean field framework allows one to describe the evolution of the density distribution and the associated performance metrics using coupled partial differential equations. We provide explicit formulas and algorithmic power management for both primary and secondary users. A complete characterization of the optimal distribution of energy and probability of success is given.
Institute of Scientific and Technical Information of China (English)
无
2003-01-01
The basic ideas of game theory were originated from the problems of maximum and minimum given by J.Yon Neumann in 1928. Later, wars accelerated the study of game theory, there are many developments that contributed to the advancement of game theory, many problems of optimum appeared in economic development process. Scientists applied mathematic methods to studying game theory to make the theory more profound and perfect. The axiomatic structure of game theory was nearly complete in 1944. The path of the development of game theory started from finite to infinite, from two players to many players, from expressing gains with quantity to showing the ending of game theory with abstract result, and from certainty problems to random problems. Thus development of game theory is closely related to the economic development. In recent years, the research on the non-differentiability of Shapley value posed by Belgian Mertens is one of the advanced studies in game theory.
Stochastic estimation of electricity consumption
International Nuclear Information System (INIS)
Kapetanovic, I.; Konjic, T.; Zahirovic, Z.
1999-01-01
Electricity consumption forecasting represents a part of the stable functioning of the power system. It is very important because of rationality and increase of control process efficiency and development planning of all aspects of society. On a scientific basis, forecasting is a possible way to solve problems. Among different models that have been used in the area of forecasting, the stochastic aspect of forecasting as a part of quantitative models takes a very important place in applications. ARIMA models and Kalman filter as stochastic estimators have been treated together for electricity consumption forecasting. Therefore, the main aim of this paper is to present the stochastic forecasting aspect using short time series. (author)
Linear stochastic neutron transport theory
International Nuclear Information System (INIS)
Lewins, J.
1978-01-01
A new and direct derivation of the Bell-Pal fundamental equation for (low power) neutron stochastic behaviour in the Boltzmann continuum model is given. The development includes correlation of particle emission direction in induced and spontaneous fission. This leads to generalizations of the backward and forward equations for the mean and variance of neutron behaviour. The stochastic importance for neutron transport theory is introduced and related to the conventional deterministic importance. Defining equations and moment equations are derived and shown to be related to the backward fundamental equation with the detector distribution of the operational definition of stochastic importance playing the role of an adjoint source. (author)
Stochasticity in the Josephson map
International Nuclear Information System (INIS)
Nomura, Y.; Ichikawa, Y.H.; Filippov, A.T.
1996-04-01
The Josephson map describes nonlinear dynamics of systems characterized by standard map with the uniform external bias superposed. The intricate structures of the phase space portrait of the Josephson map are examined on the basis of the tangent map associated with the Josephson map. Numerical observation of the stochastic diffusion in the Josephson map is examined in comparison with the renormalized diffusion coefficient calculated by the method of characteristic function. The global stochasticity of the Josephson map occurs at the values of far smaller stochastic parameter than the case of the standard map. (author)
Introduction to stochastic dynamic programming
Ross, Sheldon M; Lukacs, E
1983-01-01
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters study infinite-stage models: discounting future returns, minimizing nonnegative costs, maximizing nonnegative returns, and maximizing the long-run average return. Each of these chapters first considers whether an optimal policy need exist-providing counterexamples where appropriate-and the
Functional Abstraction of Stochastic Hybrid Systems
Bujorianu, L.M.; Blom, Henk A.P.; Hermanns, H.
2006-01-01
The verification problem for stochastic hybrid systems is quite difficult. One method to verify these systems is stochastic reachability analysis. Concepts of abstractions for stochastic hybrid systems are needed to ease the stochastic reachability analysis. In this paper, we set up different ways
An introduction to probability and stochastic processes
Melsa, James L
2013-01-01
Geared toward college seniors and first-year graduate students, this text is designed for a one-semester course in probability and stochastic processes. Topics covered in detail include probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.
Games on Games. Game Design as Critical Reflexive Practice
Directory of Open Access Journals (Sweden)
Giovanni Caruso
2016-11-01
Full Text Available Can video game design be compared to more formalized practices of scientific research or speculation within game studies? And, by virtue of an intellectual leap that in itself calls for discussion, can video games be considered as an efficient vehicle for the presentation of certain kinds of knowledge, in the same way in which papers, conference presentations, and books are? What Ratto defines as critical making (2011, the practice of producing artifacts of different sorts in order to supplement and extend critical reflection, may apply to video games as well. Forms of research through design (Zimmerman, Forlizzi and Evenson, 2007, of carpentry (Bogost, 2012, and speculative design (Dunne and Raby, 2013 have been analyzed, discussed, and maybe most importantly, put into practice in different fields of cultural and scientific production. To address this gap and to map the current (and future state of self-reflexive games, we asked both researchers and designers to imagine an application of these concepts to video games. Paraphrasing Zimmerman, Forlizzi and Evenson, what does research through game design might mean? What epistemological insights can we derive from the act of designing, making and playing video games?
Silva, Vladimir
2010-01-01
Do you remember landmark games like Wolfenstein 3D, Doom, and Asteroids? Well, here's an exciting opportunity to build and/or port these games to one of the hottest mobile and netbooks platforms today: Google's Android. Pro Android Games teaches you how to build cool games like Space Blaster and the classic Asteroids from scratch on the latest Android platform. This book also shows you how to port other classic freeware/shareware games like Doom and Wolfenstein 3D from C using the Java Native Interface (JNI) for Android. This book is all about a unique perspective in Android game development:
DEFF Research Database (Denmark)
Jessen, Jari Due; Jessen, Carsten
2014-01-01
When interacting with computer games, users are forced to follow the rules of the game in return of the excitement, joy, fun, or other pursued experiences. In this paper, we investigate how games achieve these experiences in the perspective of Actor Network Theory (ANT). Based on a qualitative...... study we conclude that both board games and computer games are actors that produce experiences by exercising power over the user’s abilities, for example their cognitive functions. Games are designed to take advantage of the characteristics of the human players....
Introduction: Changing the Game
DEFF Research Database (Denmark)
Drachen, Anders; Seif El-Nasr, M.; Canossa, Alessandro
2013-01-01
measures in user-oriented game research, has caused a paradigm shift. Historically, game development has not been data-driven, but this is changing as the benefits of adopting and adapting analytics to inform decision making across all levels of the industry are becoming generally known and accepted.......Game Analytics has gained a tremendous amount of attention in game development and game research in recent years. The widespread adoption of data-driven business intelligence practices at operational, tactical and strategic levels in the game industry, combined with the integration of quantitative...
Directory of Open Access Journals (Sweden)
Michael Gathwright
2010-01-01
Full Text Available The purpose of this project was to determine how long the social network game Scratch-Offs, created by game development company Spice Rack Media, will remain financially viable. The game Scratch-Offs is a freeware game (users pay nothing for the actual software and is funded through micro transactions (users must pay small amounts of money to play actual games. This implies a relationship between total games played and revenue earned. Using data provided by Spice Rack, we were able to develop an exponential equation that accurately depicts usage trends over time. This equation was used to determine the date Scratch-Offs will no longer be profitable.
DEFF Research Database (Denmark)
Iversen, Sara Mosberg
Digital games are still to a great degree considered a medium mainly for young boys. However, available statistics on Western media use show that this is far from the case. Increasingly, people of all ages and genders play digital games, also older adults in their early 60s and beyond. The aim...... of the book is to examine, analyse and discuss: 1) What older adults do with digital games and what meanings the use of digital games take on in the everyday life of older adults; 2) How older adults are perceived by society in relation to digital games; 3) How play and games can be used both...
Quantum repeated games revisited
International Nuclear Information System (INIS)
Frąckiewicz, Piotr
2012-01-01
We present a scheme for playing quantum repeated 2 × 2 games based on Marinatto and Weber’s approach to quantum games. As a potential application, we study the twice repeated Prisoner’s Dilemma game. We show that results not available in the classical game can be obtained when the game is played in the quantum way. Before we present our idea, we comment on the previous scheme of playing quantum repeated games proposed by Iqbal and Toor. We point out the drawbacks that make their results unacceptable. (paper)
Stochastic backgrounds of gravitational waves
International Nuclear Information System (INIS)
Maggiore, M.
2001-01-01
We review the motivations for the search for stochastic backgrounds of gravitational waves and we compare the experimental sensitivities that can be reached in the near future with the existing bounds and with the theoretical predictions. (author)
Stochastic theories of quantum mechanics
International Nuclear Information System (INIS)
De la Pena, L.; Cetto, A.M.
1991-01-01
The material of this article is organized into five sections. In Sect. I the basic characteristics of quantum systems are briefly discussed, with emphasis on their stochastic properties. In Sect. II a version of stochastic quantum mechanics is presented, to conclude that the quantum formalism admits an interpretation in terms of stochastic processes. In Sect. III the elements of stochastic electrodynamics are described, and its possibilities and limitations as a fundamental theory of quantum systems are discussed. Section IV contains a recent reformulation that overcomes the limitations of the theory discussed in the foregoing section. Finally, in Sect. V the theorems of EPR, Von Neumann and Bell are discussed briefly. The material is pedagogically presented and includes an ample list of references, but the details of the derivations are generally omitted. (Author)
International Nuclear Information System (INIS)
Faris, W.G.
1981-01-01
Dankel has shown how to incorporate spin into stochastic mechanics. The resulting non-local hidden variable theory gives an appealing picture of spin correlation experiments in which Bell's inequality is violated. (orig.)
Statistical inference for stochastic processes
National Research Council Canada - National Science Library
Basawa, Ishwar V; Prakasa Rao, B. L. S
1980-01-01
The aim of this monograph is to attempt to reduce the gap between theory and applications in the area of stochastic modelling, by directing the interest of future researchers to the inference aspects...
Stochastic singular optics (Conference paper)
CSIR Research Space (South Africa)
Roux, FS
2014-09-01
Full Text Available The study of optical vortices in stochastic optical fields involves various quantities, including the vortex density and topological charge density, that are defined in terms of local expectation values of distributions of optical vortices...
Stochastic massless fields I: Integer spin
International Nuclear Information System (INIS)
Lim, S.C.
1981-04-01
Nelson's stochastic quantization scheme is applied to classical massless tensor potential in ''Coulomb'' gauge. The relationship between stochastic potential field in various gauges is discussed using the case of vector potential as an illustration. It is possible to identify the Euclidean tensor potential with the corresponding stochastic field in physical Minkowski space-time. Stochastic quantization of massless fields can also be carried out in terms of field strength tensors. An example of linearized stochastic gravitational field in vacuum is given. (author)
Transient Response Analysis of Metropolis Learning in Games
Jaleel, Hassan
2017-10-19
The objective of this work is to provide a qualitative description of the transient properties of stochastic learning dynamics like adaptive play, log-linear learning, and Metropolis learning. The solution concept used in these learning dynamics for potential games is that of stochastic stability, which is based on the stationary distribution of the reversible Markov chain representing the learning process. However, time to converge to a stochastically stable state is exponential in the inverse of noise, which limits the use of stochastic stability as an effective solution concept for these dynamics. We propose a complete solution concept that qualitatively describes the state of the system at all times. The proposed concept is prevalent in control systems literature where a solution to a linear or a non-linear system has two parts, transient response and steady state response. Stochastic stability provides the steady state response of stochastic learning rules. In this work, we study its transient properties. Starting from an initial condition, we identify the subsets of the state space called cycles that have small hitting times and long exit times. Over the long time scales, we provide a description of how the distributions over joint action profiles transition from one cycle to another till it reaches the globally optimal state.
Transient Response Analysis of Metropolis Learning in Games
Jaleel, Hassan; Shamma, Jeff S.
2017-01-01
The objective of this work is to provide a qualitative description of the transient properties of stochastic learning dynamics like adaptive play, log-linear learning, and Metropolis learning. The solution concept used in these learning dynamics for potential games is that of stochastic stability, which is based on the stationary distribution of the reversible Markov chain representing the learning process. However, time to converge to a stochastically stable state is exponential in the inverse of noise, which limits the use of stochastic stability as an effective solution concept for these dynamics. We propose a complete solution concept that qualitatively describes the state of the system at all times. The proposed concept is prevalent in control systems literature where a solution to a linear or a non-linear system has two parts, transient response and steady state response. Stochastic stability provides the steady state response of stochastic learning rules. In this work, we study its transient properties. Starting from an initial condition, we identify the subsets of the state space called cycles that have small hitting times and long exit times. Over the long time scales, we provide a description of how the distributions over joint action profiles transition from one cycle to another till it reaches the globally optimal state.
Stochastic theory of fatigue corrosion
Hu, Haiyun
1999-10-01
A stochastic theory of corrosion has been constructed. The stochastic equations are described giving the transportation corrosion rate and fluctuation corrosion coefficient. In addition the pit diameter distribution function, the average pit diameter and the most probable pit diameter including other related empirical formula have been derived. In order to clarify the effect of stress range on the initiation and growth behaviour of pitting corrosion, round smooth specimen were tested under cyclic loading in 3.5% NaCl solution.
Stochastic quantization and gauge theories
International Nuclear Information System (INIS)
Kolck, U. van.
1987-01-01
Stochastic quantization is presented taking the Flutuation-Dissipation Theorem as a guide. It is shown that the original approach of Parisi and Wu to gauge theories fails to give the right results to gauge invariant quantities when dimensional regularization is used. Although there is a simple solution in an abelian theory, in the non-abelian case it is probably necessary to start from a BRST invariant action instead of a gauge invariant one. Stochastic regularizations are also discussed. (author) [pt
Stochasticity induced by coherent wavepackets
International Nuclear Information System (INIS)
Fuchs, V.; Krapchev, V.; Ram, A.; Bers, A.
1983-02-01
We consider the momentum transfer and diffusion of electrons periodically interacting with a coherent longitudinal wavepacket. Such a problem arises, for example, in lower-hybrid current drive. We establish the stochastic threshold, the stochastic region δv/sub stoch/ in velocity space, the associated momentum transfer j, and the diffusion coefficient D. We concentrate principally on the weak-field regime, tau/sub autocorrelation/ < tau/sub bounce/
Stochastic runaway of dynamical systems
International Nuclear Information System (INIS)
Pfirsch, D.; Graeff, P.
1984-10-01
One-dimensional, stochastic, dynamical systems are well studied with respect to their stability properties. Less is known for the higher dimensional case. This paper derives sufficient and necessary criteria for the asymptotic divergence of the entropy (runaway) and sufficient ones for the moments of n-dimensional, stochastic, dynamical systems. The crucial implication is the incompressibility of their flow defined by the equations of motion in configuration space. Two possible extensions to compressible flow systems are outlined. (orig.)
Stochastic Models of Polymer Systems
2016-01-01
Distribution Unlimited Final Report: Stochastic Models of Polymer Systems The views, opinions and/or findings contained in this report are those of the...ADDRESS. Princeton University PO Box 0036 87 Prospect Avenue - 2nd floor Princeton, NJ 08544 -2020 14-Mar-2014 ABSTRACT Number of Papers published in...peer-reviewed journals: Number of Papers published in non peer-reviewed journals: Final Report: Stochastic Models of Polymer Systems Report Title
Stochastic efficiency: five case studies
International Nuclear Information System (INIS)
Proesmans, Karel; Broeck, Christian Van den
2015-01-01
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic efficiency, including the maximum of the large deviation function at the reversible efficiency, are reproduced. The approach to and extrapolation into the asymptotic time regime are documented. (paper)
Optimal Liquidation under Stochastic Liquidity
Becherer, Dirk; Bilarev, Todor; Frentrup, Peter
2016-01-01
We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determines the inter-temporal resilience of the market in spirit of Predoiu, Shaikhet and Shreve (2011), is taken to be stochastic, being driven by own random noise. The optimal contro...
Memory effects on stochastic resonance
Neiman, Alexander; Sung, Wokyung
1996-02-01
We study the phenomenon of stochastic resonance (SR) in a bistable system with internal colored noise. In this situation the system possesses time-dependent memory friction connected with noise via the fluctuation-dissipation theorem, so that in the absence of periodic driving the system approaches the thermodynamic equilibrium state. For this non-Markovian case we find that memory usually suppresses stochastic resonance. However, for a large memory time SR can be enhanced by the memory.
Stochastic optimization: beyond mathematical programming
CERN. Geneva
2015-01-01
Stochastic optimization, among which bio-inspired algorithms, is gaining momentum in areas where more classical optimization algorithms fail to deliver satisfactory results, or simply cannot be directly applied. This presentation will introduce baseline stochastic optimization algorithms, and illustrate their efficiency in different domains, from continuous non-convex problems to combinatorial optimization problem, to problems for which a non-parametric formulation can help exploring unforeseen possible solution spaces.
Stochastic quantization and gauge invariance
International Nuclear Information System (INIS)
Viana, R.L.
1987-01-01
A survey of the fundamental ideas about Parisi-Wu's Stochastic Quantization Method, with applications to Scalar, Gauge and Fermionic theories, is done. In particular, the Analytic Stochastic Regularization Scheme is used to calculate the polarization tensor for Quantum Electrodynamics with Dirac bosons or Fermions. The regularization influence is studied for both theories and an extension of this method for some supersymmetrical models is suggested. (author)
Stochastic Analysis and Related Topics
Ustunel, Ali
1988-01-01
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Soo-Hyun Paik; Hyun Cho; Ji-Won Chun; Jo-Eun Jeong; Dai-Jin Kim
2017-01-01
Gaming behaviors have been significantly influenced by smartphones. This study was designed to explore gaming behaviors and clinical characteristics across different gaming device usage patterns and the role of the patterns on Internet gaming disorder (IGD). Responders of an online survey regarding smartphone and online game usage were classified by different gaming device usage patterns: (1) individuals who played only computer games; (2) individuals who played computer games more than smart...
Directory of Open Access Journals (Sweden)
Niklas Schrape
2014-09-01
Full Text Available James Lovelock’s vision of Earth as a living cybernetic system is popular again. The surprising new preacher of Gaia is Bruno Latour. He uses the concept to refer to a holistic understanding of Earth, in which mankind is situated as integral part. Gaia becomes the catalyst and fundament for his philosophical attempt to design a new believe-system in the time of ecological crisis. But the concept of Gaia is characterised by a tension between the idea of a powerful but indifferent nature and a grandiose vision of total control over it. This tension reveals itself to be deeply rooted in cybernetic thought. It is not only apparent in Lovelock’s own writing, but also in simulation programs based on the Gaia hypothesis such as the Daisyworld model and the computer game “SimEarth: The Living Planet” (1991. The article will distinguish Lovelock’s from Latour’s concept of Gaia and relate them to first- and second order cybernetics as well as to two different approaches to computer simulation: system dynamics and cellular automata.
Phenomenology of stochastic exponential growth
Pirjol, Dan; Jafarpour, Farshid; Iyer-Biswas, Srividya
2017-06-01
Stochastic exponential growth is observed in a variety of contexts, including molecular autocatalysis, nuclear fission, population growth, inflation of the universe, viral social media posts, and financial markets. Yet literature on modeling the phenomenology of these stochastic dynamics has predominantly focused on one model, geometric Brownian motion (GBM), which can be described as the solution of a Langevin equation with linear drift and linear multiplicative noise. Using recent experimental results on stochastic exponential growth of individual bacterial cell sizes, we motivate the need for a more general class of phenomenological models of stochastic exponential growth, which are consistent with the observation that the mean-rescaled distributions are approximately stationary at long times. We show that this behavior is not consistent with GBM, instead it is consistent with power-law multiplicative noise with positive fractional powers. Therefore, we consider this general class of phenomenological models for stochastic exponential growth, provide analytical solutions, and identify the important dimensionless combination of model parameters, which determines the shape of the mean-rescaled distribution. We also provide a prescription for robustly inferring model parameters from experimentally observed stochastic growth trajectories.
... for Kids ▸ Stinging Insect Matching Game Share | Stinging Insect Matching Game Stinging insects can ruin summer fun for those who are ... the difference between the different kinds of stinging insects in order to keep your summer safe and ...
Polymorphic Evolutionary Games.
Fishman, Michael A
2016-06-07
In this paper, I present an analytical framework for polymorphic evolutionary games suitable for explicitly modeling evolutionary processes in diploid populations with sexual reproduction. The principal aspect of the proposed approach is adding diploid genetics cum sexual recombination to a traditional evolutionary game, and switching from phenotypes to haplotypes as the new game׳s pure strategies. Here, the relevant pure strategy׳s payoffs derived by summing the payoffs of all the phenotypes capable of producing gametes containing that particular haplotype weighted by the pertinent probabilities. The resulting game is structurally identical to the familiar Evolutionary Games with non-linear pure strategy payoffs (Hofbauer and Sigmund, 1998. Cambridge University Press), and can be analyzed in terms of an established analytical framework for such games. And these results can be translated into the terms of genotypic, and whence, phenotypic evolutionary stability pertinent to the original game. Copyright © 2016 Elsevier Ltd. All rights reserved.
Haney, Stephen
2015-01-01
If you wish to create and publish fun iOS games using Swift, then this book is for you. You should be familiar with basic programming concepts. However, no prior game development or Apple ecosystem experience is required.
Vermont Center for Geographic Information — Point locations of big game reporting stations. Big game reporting stations are places where hunters can legally report harvested deer, bear, or turkey. These are...
DEFF Research Database (Denmark)
Bjørner, Thomas; Hansen, Charina Benedikte Søgaard
2010-01-01
When designing games with learning purposes used in a classroom, there often occur problems about the lack of learning content or the lack of game contents. Other disadvantages of existing educational games are the difficulty to provide a continual balance between the challenge and the pupils......’ skill to control and solve the given task. In this paper we suggest three different perspectives that need to be communicated across in order to design a useful educational game: teachers, pupils and game designers. It is our intention with this paper to suggest some design principles for educational...... games, and to integrate teachers, pupils and game designers needs and requirements. To set up these design principles for educational games we have used a holistic perspective. This means that the design principles must be seen in coherence within the social and physical environment. The design...
DEFF Research Database (Denmark)
Magnussen, Rikke
2014-01-01
, 2007). Some of these newer formats are developed in partnerships between research and education institutions and game developers and are based on learning theory as well as game design methods. Games well suited for creating narrative framework or simulations where students gain first-hand experience......This paper presents a categorisation of science game formats in relation to the educational possibilities or limitations they offer in science education. This includes discussion of new types of science game formats and gamification of science. Teaching with the use of games and simulations...... in science education dates back to the 1970s and early 80s were the potentials of games and simulations was discussed extensively as the new teaching tool ( Ellington et al. , 1981). In the early 90s the first ITC -based games for exploration of science and technical subjects was developed (Egenfeldt...
DEFF Research Database (Denmark)
Marchetti, Emanuela; Valente, Andrea
2014-01-01
In this paper we argue that there is a need for digital games that could be easy to alter by young learners. Unfortunately it was found that digital games do not enable children to express their creativity at full, in contrast with low-fidelity prototypes and non-digital toys (such as card or table...... top games). Therefore, we propose here a middle ground between digital and traditional table top games, so to grant children more freedom to express themselves, articulate their understanding and difficulties individually or socially; this approach is an alternative to the current trend of associating...... programming with digital creativity. In our preliminary study we transposed a digital game into a card game and observed students while shifting between playing and design thinking. Results from this study suggest that the notion of altering a digital game through a card-based transposition of the same game...
Directory of Open Access Journals (Sweden)
Carlos Vaz de Carvalho
2013-11-01
Full Text Available “Serious games” can be defined as (digital games used for purposes other than mere entertainment. Serious Games can be applied to a broad spectrum of areas, e.g. educational, healthcare, training in hazardous environments or situations. Game-based Learning, one aspect of Serious Games, are also more and more explored for all levels of education in different subjects, such as Ancient History. The SEGAN (SErious GAmes Network will create a Community of Practice on the Serious Games subject. The main objective is to create a stable (but expanding consortium to exchange ideas and experiences related to Serious Games. The SEGAN Network invites the people of the community of Archaeology, Cultural Heritage and Ancient History interested in Serious Games to join the net and to participate in their activities.
DEFF Research Database (Denmark)
Hansen, Søren Tranberg
2011-01-01
improve a person’s overall health, and this thesis investigates how games based on an autonomous, mobile robot platform, can be used to motivate elderly to move physically while playing. The focus of the investigation is on the development of games for an autonomous, mobile robot based on algorithms using...... spatio-temporal information about player behaviour - more specifically, I investigate three types of games each using a different control strategy. The first game is based on basic robot control which allows the robot to detect and follow a person. A field study in a rehabilitation centre and a nursing....... The robot facilitates interaction, and the study suggests that robot based games potentially can be used for training balance and orientation. The second game consists in an adaptive game algorithm which gradually adjusts the game challenge to the mobility skills of the player based on spatio...
International Nuclear Information System (INIS)
Frackiewicz, Piotr
2014-01-01
We present a quantum approach to a signaling game; a special kind of extensive game of incomplete information. Our model is based on quantum schemes for games in strategic form where players perform unitary operators on their own qubits of some fixed initial state and the payoff function is given by a measurement on the resulting final state. We show that the quantum game induced by our scheme coincides with a signaling game as a special case and outputs nonclassical results in general. As an example, we consider a quantum extension of the signaling game in which the chance move is a three-parameter unitary operator whereas the players' actions are equivalent to classical ones. In this case, we study the game in terms of Nash equilibria and refine the pure Nash equilibria adapting to the quantum game the notion of a weak perfect Bayesian equilibrium. (paper)
... Questionnaire Tuberculosis Play Tuberculosis Experiments & Discoveries About the game Discover and experience some of the classic methods ... last will in Paris. Play the Blood Typing Game Try to save some patients and learn about ...
Stochastic Effects in Microstructure
Directory of Open Access Journals (Sweden)
Glicksman M.E.
2002-01-01
Full Text Available We are currently studying microstructural responses to diffusion-limited coarsening in two-phase materials. A mathematical solution to late-stage multiparticle diffusion in finite systems is formulated with account taken of particle-particle interactions and their microstructural correlations, or "locales". The transition from finite system behavior to that for an infinite microstructure is established analytically. Large-scale simulations of late-stage phase coarsening dynamics show increased fluctuations with increasing volume fraction, Vv, of the mean flux entering or leaving particles of a given size class. Fluctuations about the mean flux were found to depend on the scaled particle size, R/, where R is the radius of a particle and is the radius of the dispersoid averaged over the population within the microstructure. Specifically, small (shrinking particles tend to display weak fluctuations about their mean flux, whereas particles of average, or above average size, exhibit strong fluctuations. Remarkably, even in cases of microstructures with a relatively small volume fraction (Vv ~ 10-4, the particle size distribution is broader than that for the well-known Lifshitz-Slyozov limit predicted at zero volume fraction. The simulation results reported here provide some additional surprising insights into the effect of diffusion interactions and stochastic effects during evolution of a microstructure, as it approaches its thermodynamic end-state.
Adaptation in stochastic environments
Clark, Colib
1993-01-01
The classical theory of natural selection, as developed by Fisher, Haldane, and 'Wright, and their followers, is in a sense a statistical theory. By and large the classical theory assumes that the underlying environment in which evolution transpires is both constant and stable - the theory is in this sense deterministic. In reality, on the other hand, nature is almost always changing and unstable. We do not yet possess a complete theory of natural selection in stochastic environ ments. Perhaps it has been thought that such a theory is unimportant, or that it would be too difficult. Our own view is that the time is now ripe for the development of a probabilistic theory of natural selection. The present volume is an attempt to provide an elementary introduction to this probabilistic theory. Each author was asked to con tribute a simple, basic introduction to his or her specialty, including lively discussions and speculation. We hope that the book contributes further to the understanding of the roles of "Cha...
Kallianpur, Gopinath; Hida, Takeyuki
1987-01-01
The use of probabilistic methods in the biological sciences has been so well established by now that mathematical biology is regarded by many as a distinct dis cipline with its own repertoire of techniques. The purpose of the Workshop on sto chastic methods in biology held at Nagoya University during the week of July 8-12, 1985, was to enable biologists and probabilists from Japan and the U. S. to discuss the latest developments in their respective fields and to exchange ideas on the ap plicability of the more recent developments in stochastic process theory to problems in biology. Eighteen papers were presented at the Workshop and have been grouped under the following headings: I. Population genetics (five papers) II. Measure valued diffusion processes related to population genetics (three papers) III. Neurophysiology (two papers) IV. Fluctuation in living cells (two papers) V. Mathematical methods related to other problems in biology, epidemiology, population dynamics, etc. (six papers) An important f...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
AA, stochastic precooling kicker
CERN PhotoLab
1980-01-01
The freshly injected antiprotons were subjected to fast stochastic "precooling", while a shutter shielded the deeply cooled antiproton stack from the violent action of the precooling kicker. In this picture, the injection orbit is to the left, the stack orbit to the far right, the separating shutter is in open position. After several seconds of precooling (in momentum and in the vertical plane), the shutter was opened briefly, so that by means of RF the precooled antiprotons could be transferred to the stack tail, where they were subjected to further cooling in momentum and both transverse planes, until they ended up, deeply cooled, in the stack core. The fast shutter, which had to open and close in a fraction of a second was an essential item of the cooling scheme and a mechanical masterpiece. Here the shutter is in the open position. The precooling pickups were of the same design, with the difference that the kickers had cooling circuits and the pickups not. 8401150 shows a precooling pickup with the shutte...
Stohler, Michael Lehman
2002-01-01
Non-cooperative quantum games have received much attention recently. This thesis defines and divides current works into two major categories of gaming techniques with close attention paid to Nash equilibria, form and possibilities for the payoff functions, and the benefits of using a quantum strategy. In addition to comparing and contrasting these techniques, new applications and calculations are discussed. Finally, the techniques are expanded into 3 x 3 games which allows the study of non-transitive strategies in quantum games.
DEFF Research Database (Denmark)
Kampa, Antonia; Haake, Susanne; Burelli, Paolo
2015-01-01
This chapter about storytelling and interactivity in storytelling first explains on various serious games examples foundations of storytelling. Then storytelling in Interactive Media with regard to serious games is described. Further the current state of the art on Interactive Digital Storytelling...... is presented including example experiences, authoring tools and challenges in the field combined with examples of serious games. This chapter closes concluding with open storytelling challenges and opportunities in serious games development and recommending further literature on the subject....
2013-01-01
the more widely recognized competitive (non-cooperative) game theory. Cooperative game theory focuses on what groups of self-interested agents can...provides immediate justification for using non-cooperative game theory as the basis for modeling the purely competitive agents. 2.4. Superadditive...the competitive and altruistic contributions of the subset team. Definition: Given a payoff function ( ) in a subset team game , the total marginal
Sukhov, Anton
2018-01-01
This paper devoted to the research of educational resources and possibilities of modern computer games. The “internal” educational aspects of computer games include educational mechanism (a separate or integrated “tutorial”) and representation of a real or even fantastic educational process within virtual worlds. The “external” dimension represents educational opportunities of computer games for personal and professional development in different genres of computer games (various transport, so...
Neuheisl, Lukáš
2017-01-01
The bachelor's thesis is dedicated to the in-game marketing: marketing in digital games. Apart from usual mechanics, such as microtransactions, monthly membership payments, paid downloadable content or in-game advertising this thesis describes the game as a marketing tool and problems related to cybersecurity and persuasive microtransactions. The theoretical part contains recent and distinctive examples of described mechanics. The thesis also contains the evaluation of the questionnaire resea...
Nejepínský, Adam
2010-01-01
This bachelor thesis deals with the problem of computer games addiction. The attention is paid mainly to on-line games for more players. The purpose of this thesis was to describe this problem and to check - through questionnaire investigation - if the addiction to computer games and the impacts connected with the games really deserve excessive experts and laics attention. The thesis has two parts -- theoretical and practical ones. The theoretical part describes the possibilities of diagnosin...
Research on user behavior authentication model based on stochastic Petri nets
Zhang, Chengyuan; Xu, Haishui
2017-08-01
A behavioural authentication model based on stochastic Petri net is proposed to meet the randomness, uncertainty and concurrency characteristics of user behaviour. The use of random models in the location, changes, arc and logo to describe the characteristics of a variety of authentication and game relationships, so as to effectively implement the graphical user behaviour authentication model analysis method, according to the corresponding proof to verify the model is valuable.
Stochastic processes, optimization, and control theory a volume in honor of Suresh Sethi
Yan, Houmin
2006-01-01
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
Spatial Evolutionary Games of Interaction among Generic Cancer Cells
DEFF Research Database (Denmark)
Bach, Lars Arve; Sumpter, David J.T.; Alsner, Jan
2003-01-01
Evolutionary game models of cellular interactions have shown that heterogeneity in the cellular genotypic composition is maintained through evolution to stable coexistence of growth-promoting and non-promoting cell types. We generalise these mean-field models and relax the assumption of perfect...... mixing of cells by instead implementing an individual-based model that includes the stochastic and spatial effects likely to occur in tumours. The scope for coexistence of genotypic strategies changed with the inclusion of explicit space and stochasticity. The spatial models show some interesting...... deviations from their mean-field counterparts, for example the possibility of altruistic (paracrine) cell strategies to thrive. Such effects can however, be highly sensitive to model implementation and the more realistic models with semi-synchronous and stochastic updating do not show evolution of altruism...
Effects of noise on convergent game-learning dynamics
International Nuclear Information System (INIS)
Sanders, James B T; Galla, Tobias; Shapiro, Jonathan L
2012-01-01
We study stochastic effects on the lagging anchor dynamics, a reinforcement learning algorithm used to learn successful strategies in iterated games, which is known to converge to Nash points in the absence of noise. The dynamics is stochastic when players only have limited information about their opponents’ strategic propensities. The effects of this noise are studied analytically in the case where it is small but finite, and we show that the statistics and correlation properties of fluctuations can be computed to a high accuracy. We find that the system can exhibit quasicycles, driven by intrinsic noise. If players are asymmetric and use different parameters for their learning, a net payoff advantage can be achieved due to these stochastic oscillations around the deterministic equilibrium. (paper)
Alparslan-Gok, S.Z.; Brânzei, R.; Tijs, S.H.
2008-01-01
In this paper, convex interval games are introduced and some characterizations are given. Some economic situations leading to convex interval games are discussed. The Weber set and the Shapley value are defined for a suitable class of interval games and their relations with the interval core for
2012-07-01
This game became known as ajedrez in Spanish, xadres in Portuguese, and zatrikion in Greek. The game was introduced to Western Europe generally by...six companies, one or two cavalry squadrons, and a quarter or a half of a battery.59 A large game en - compassed the tactical exercise of forces up
Fiestras-Janeiro, G.; Borm, P.E.M.; van Megen, F.J.C.
1996-01-01
This paper introduces the notion of protective equilibrium in the context of fin ite games in strategic form.It shows that for matrix games the set of protective equilibria equals the set of proper equilibria.Moreover, in the context of bima trix games, the notion of protective behaviour is used as a refinement tool.
Madrazo, Gerry M., Jr.; Wood, Carol A.
1980-01-01
Discusses the use of games to facilitate learning scientific concepts and principles. Describes the Cell Game, which simulates plant and animal cells; the Energy Quest, which requires players to buy property that generates largest amounts of electricity; the Blood Flow Game, which illustrates circulation of blood through the human body. (CS)
Herrig, Brian; Taranto, Greg
2012-01-01
One of the key features that draws many people to play video games is the fact that they are interactive. Video games allow the user to be actively engaged and in control of the action (Prensky, 2006). Seventh grade students at Canonsburg Middle School are actively engaging in the creation of video games. The students are engaged at a much deeper…
Eckalbar, John C.
2002-01-01
Illustrates how principles and intermediate microeconomic students can gain an understanding for strategic price setting by playing a relatively large oligopoly game. Explains that the game extends to a continuous price space and outlines appropriate applications. Offers the Mathematica code to instructors so that the assumptions of the game can…
Fiestras-Janeiro, G.; Borm, P.E.M.; van Megen, F.J.C.
1996-01-01
This paper introduces the notion of protective equilibrium in the context of fin ite games in strategic form.It shows that for matrix games the set of protective equilibria equals the set of proper equilibria.Moreover, in the context of bima trix games, the notion of protective behaviour is used as
DEFF Research Database (Denmark)
Hansen, Poul H. Kyvsgård; Mikkola, Juliana Hsuan
2007-01-01
is the application of on-line games in order to provide training for decision makers and in order to generate overview over the implications of platform decisions. However, games have to be placed in a context with other methods and we argue that a mixture of games, workshops, and simulations can provide improved...
Dye, Bryan
2002-01-01
A strategy game is an online interactive game that requires thinking in order to be played at its best and whose winning strategy is not obvious. Provides information on strategy games that are written in Java or JavaScript and freely available on the web. (KHR)
2009-04-01
GAMING PLATFORM (DGP) Lockheed Martin Corporation...YYYY) APR 09 2. REPORT TYPE Final 3. DATES COVERED (From - To) Jul 07 – Mar 09 4. TITLE AND SUBTITLE DYNAMIC GAMING PLATFORM (DGP) 5a...CMU Carnegie Mellon University DGP Dynamic Gaming Platform GA Genetic Algorithm IARPA Intelligence Advanced Research Projects Activity LM ATL Lockheed Martin Advanced Technology Laboratories PAINT ProActive INTelligence
Implementing Game Cinematography
DEFF Research Database (Denmark)
Burelli, Paolo
2015-01-01
Cinematographic games are a rising genre in the computer games industry and an increasing number of titles published include some aspects of cinematography in the gameplay or the storytelling. At present state, camera handling in computer games is managed primarily through custom scripts and anim...
Tutenel, T.
2012-01-01
The visual quality of game worlds increased massively in the last three decades. However, the closer game worlds depict reality, the more noticeable it is for gamers when objects do not behave accordingly. An important problem is that the data of a game world is often scattered across different
DeQuadros, Miguel
2015-01-01
If you want to create your own game, but don't know where to start, this is the book for you. Whether you've used GameSalad before, or have prior game development experience or not you are sure to learn! Imaging software experience, such as Photoshop, is good to have, but art and assets are provided in the book's resources.
Learning Mathematics through Games
Gough, John
2015-01-01
When considering the use of games for teaching mathematics, educators should distinguish between an "activity" and a "game". Gough (1999) states that "A 'game' needs to have two or more players, who take turns, each competing to achieve a 'winning' situation of some kind, each able to exercise some choice about how to move…
DEFF Research Database (Denmark)
Heide Smith, Jonas; Tosca, Susana Pajares; Egenfeldt-Nielsen, Simon
the economics of the game industry, examines the aesthetics of game design, surveys the broad range of game genres, explores player culture, and addresses the major debates surrounding the medium, from educational benefits to the effects of violence. Throughout the book, the authors ask readers to consider...
de Bruin, B.P.
2005-01-01
Game theory is the mathematical study of strategy and conflict. It has wide applications in economics, political science, sociology, and, to some extent, in philosophy. Where rational choice theory or decision theory is concerned with individual agents facing games against nature, game theory deals
Silberg, Jackie
2001-01-01
Presents games for caregivers to use with infants to enhance brain development. Includes games that develop trust and security, language skills, and fine motor skills, as well as games that are fun or stimulate vision. Includes videotape references for parents and caregivers. (KB)
Educational Games for Learning
Noemí, Peña-Miguel; Máximo, Sedano Hoyuelos
2014-01-01
The introduction of new technologies in society has created a need for interactive contents that can make the most of the potential that technological advances offer. Serious games as educational games are such content: they can be defined as video games or interactive applications whose main purpose is to provide not only entertainment but also…
The Game Experience Questionnaire
IJsselsteijn, W.A.; de Kort, Y.A.W.; Poels, K.
2013-01-01
This document contains the English version of the Game Experience Questionnaire. The development and testing of the Game Experience Questionnaire is described in project Deliverable 3.3. The Game Experience Questionnaire has a modular structure and consists of : 1. The core questionnaire 2. The
Game Literacy, Gaming Cultures and Media Education
Partington, Anthony
2010-01-01
This article presents an overview of how the popular "3-Cs" model (creative, critical and cultural) for literacy and media literacy can be applied to the study of computer games in the English and Media classroom. Focusing on the development of an existing computer games course that encompasses many opportunities for critical activity…
Designing Game Analytics For A City-Builder Game
Korppoo, Karoliina
2015-01-01
The video game industry continues to grow. Competition is tough as games become more and more popular and easier for the users to get, thanks to digital distribution and social media platforms that support games. Thanks to the readily available internet connections and games using them, data of player behaviour can be acquired. This is where game analytics come in. What sort of player actions provide meaningful information that can be used to iterate the game? Typically game analytics is appl...
Population Games, Stable Games, and Passivity
Directory of Open Access Journals (Sweden)
Michael J. Fox
2013-10-01
Full Text Available The class of “stable games”, introduced by Hofbauer and Sandholm in 2009, has the attractive property of admitting global convergence to equilibria under many evolutionary dynamics. We show that stable games can be identified as a special case of the feedback-system-theoretic notion of a “passive” dynamical system. Motivated by this observation, we develop a notion of passivity for evolutionary dynamics that complements the definition of the class of stable games. Since interconnections of passive dynamical systems exhibit stable behavior, we can make conclusions about passive evolutionary dynamics coupled with stable games. We show how established evolutionary dynamics qualify as passive dynamical systems. Moreover, we exploit the flexibility of the definition of passive dynamical systems to analyze generalizations of stable games and evolutionary dynamics that include forecasting heuristics as well as certain games with memory.
Institute of Scientific and Technical Information of China (English)
孟静
2007-01-01
Grammar learning has often been regarded as a structure based activity .Grammar games which are worth paying attention to and implementing in the classroom can help learner to learn and recall a grammar material in a pleasant, entertaining way and motivate learners,promote the communicative competence and generate the fluency. In this essay, the author compares the use of games in learning grammar with some traditional techniques for grammar presentation and revision, in order to find the advantages of using games. Also the author discusses how to choose appropriate games and when to use games.
Burgun, Keith
2015-01-01
Only by finding and focusing on a core mechanism can you further your pursuit of elegance in strategy game design.Clockwork Game Design is the most functional and directly applicable theory for game design. It details the clockwork game design pattern, which focuses on building around fundamental functionality. You can then use this understanding to prescribe a system for building and refining your rulesets. A game can achieve clarity of purpose by starting with a strong core, then removing elements that conflict with that core while adding elements that support it.Filled with examples and exe
Serious games: design and development
Barbosa, André Filipe Santos
2011-01-01
With the growth of the video game industry, interest in video game research has increased, leading to the study of Serious Games. Serious Games are generally perceived as games that use the video games’ capabilities to emerge players, for other purposes besides entertainment. These purposes include education and training, among others. By using Serious Games for education, teachers could capture the students’ attention in the same way that video games often do, thus the learning proc...
Shapley's value for fuzzy games
Directory of Open Access Journals (Sweden)
Raúl Alvarado Sibaja
2009-02-01
Full Text Available This is the continuation of a previous article titled "Fuzzy Games", where I defined a new type of games based on the Multilinear extensions f, of characteristic functions and most of standard theorems for cooperative games also hold for this new type of games: The fuzzy games. Now we give some other properties and the extension of the definition of Shapley¨s Value for Fuzzy Games Keywords: game theory, fuzzy sets, multiattribute decisions.
Stochastic models: theory and simulation.
Energy Technology Data Exchange (ETDEWEB)
Field, Richard V., Jr.
2008-03-01
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
Stochastic Still Water Response Model
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2002-01-01
In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model is...... out that an important parameter of the stochastic cargo field model is the mean number of containers delivered by each customer.......In this study a stochastic field model for the still water loading is formulated where the statistics (mean value, standard deviation, and correlation) of the sectional forces are obtained by integration of the load field over the relevant part of the ship structure. The objective of the model...... is to establish the stochastic load field conditional on a given draft and trim of the vessel. The model contributes to a realistic modelling of the stochastic load processes to be used in a reliability evaluation of the ship hull. Emphasis is given to container vessels. The formulation of the model for obtaining...
Stochastic quantization and topological theories
International Nuclear Information System (INIS)
Fainberg, V.Y.; Subbotin, A.V.; Kuznetsov, A.N.
1992-01-01
In the last two years topological quantum field theories (TQFT) have attached much attention. This paper reports that from the very beginning it was realized that due to a peculiar BRST-like symmetry these models admitted so-called Nicolai mapping: the Nicolai variables, in terms of which actions of the theories become gaussian, are nothing but (anti-) selfduality conditions or their generalizations. This fact became a starting point in the quest of possible stochastic interpretation to topological field theories. The reasons behind were quite simple and included, in particular, the well-known relations between stochastic processes and supersymmetry. The main goal would have been achieved, if it were possible to construct stochastic processes governed by Langevin or Fokker-Planck equations in a real Euclidean time leading to TQFT's path integrals (equivalently: to reformulate TQFTs as non-equilibrium phase dynamics of stochastic processes). Further on, if it would appear that these processes correspond to the stochastic quantization of theories of some definite kind, one could expect (d + 1)-dimensional TQFTs to share some common properties with d-dimensional ones
Stochastic quantization of Einstein gravity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
We determine a one-parameter family of covariant Langevin equations for the metric tensor of general relativity corresponding to DeWitt's one-parameter family of supermetrics. The stochastic source term in these equations can be expressed in terms of a Gaussian white noise upon the introduction of a stochastic tetrad field. The only physically acceptable resolution of a mathematical ambiguity in the ansatz for the source term is the adoption of Ito's calculus. By taking the formal equilibrium limit of the stochastic metric a one-parameter family of covariant path-integral measures for general relativity is obtained. There is a unique parameter value, distinguished by any one of the following three properties: (i) the metric is harmonic with respect to the supermetric, (ii) the path-integral measure is that of DeWitt, (iii) the supermetric governs the linearized Einstein dynamics. Moreover the Feynman propagator corresponding to this parameter is causal. Finally we show that a consistent stochastic perturbation theory gives rise to a new type of diagram containing ''stochastic vertices.''
Simulation gaming in nursing education.
Ulione, M S
1983-10-01
Simulation games can be used in nursing education to promote problem solving or to impart information. Most games focus upon one of the two areas: cognitive knowledge or affective knowledge. We call these types of games content games and process games, respectively. Simulation games of both types are used in nursing education. Since simulation gaming in nursing education is a relatively new teaching strategy much of its use has been haphazard. In order for a simulation game to be an effective teaching strategy; there must be a "fit" between the game and the instructional objectives. The game operator should analyze the components of each game used prior to playing the game, so he will be able to use the game appropriately. One disadvantage of gaming is that there is a risk of experiencing untoward reactions in the gaming experience. For this reason, the operator should support all the participants throughout the game. Finally, the game operator should assess the effectiveness of the gaming process through the debriefing session and through research. To extend our knowledge of the effects of simulation games, game operators can research the effect of simulation gaming on student motivation, cognitive learning, and affective learning.
Probabilistic theory of mean field games with applications
Carmona, René
2018-01-01
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic...
Another frame, another game? : Explaining framing effects in economic games
Gerlach, Philipp; Jaeger, B.; Hopfensitz, A.; Lori, E.
2016-01-01
Small changes in the framing of games (i.e., the way in which the game situation is described to participants) can have large effects on players' choices. For example, referring to a prisoner's dilemma game as the "Community Game" as opposed to the "Wall Street Game" can double the cooperation rate
GAME FPS DENGAN MENGGUNAKAN MULTIPLAYER GAME
Directory of Open Access Journals (Sweden)
Ida Bagus Made Oka Widharma
2016-08-01
Full Text Available Perkembangan game saat ini sangat pesat sehingga banyak orang yang tertarik untuk memainkannya bahkan sampai lupa waktu,suatu game akan membuat orang tertarik dan penasaran karena didalam nya terdapat AI (artificial intelegent. Tujuan pengembangan kecerdasan buatan adalah untuk membuat aksi dan reaksi otonom agen atau NPC (Non-Player Character dari game. Dua NPC bisa saling membantu dalam menjalankan strategi menyerang terhadap musuh. penelitian ini menjelaskan tentang bagaimana orang dapat bermain game secara bersama-sama dengan menggunakan jaringan computer atau jaringan internet . Dua NPC yang dimaksud adalahNPC Scout yang bertugas memancing serangan musuh, dan NPC Sniper yang bertugas memberikan back up serangan dari jarak jauh.. Perilaku yangdimaksud adalah menyerang brutal, menyerang, bertahan dan melarikan diri. Masing-masing perilaku diujicobakan dalam game First Person Shooter menggunakan unity engine. Dalam simulasi game terjadi respon perubahan perilaku masing-masing NPC terhadap kondisi yang dihadapi dengan mengetahui respon dari NPC maka akan dapat menentukan strategi dalam game tersebut.
Campo, M. A.; Lopez, J. J.; Rebole, J. P.
2012-04-01
This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series
Stacking with stochastic cooling
Energy Technology Data Exchange (ETDEWEB)
Caspers, Fritz E-mail: Fritz.Caspers@cern.ch; Moehl, Dieter
2004-10-11
Accumulation of large stacks of antiprotons or ions with the aid of stochastic cooling is more delicate than cooling a constant intensity beam. Basically the difficulty stems from the fact that the optimized gain and the cooling rate are inversely proportional to the number of particles 'seen' by the cooling system. Therefore, to maintain fast stacking, the newly injected batch has to be strongly 'protected' from the Schottky noise of the stack. Vice versa the stack has to be efficiently 'shielded' against the high gain cooling system for the injected beam. In the antiproton accumulators with stacking ratios up to 10{sup 5} the problem is solved by radial separation of the injection and the stack orbits in a region of large dispersion. An array of several tapered cooling systems with a matched gain profile provides a continuous particle flux towards the high-density stack core. Shielding of the different systems from each other is obtained both through the spatial separation and via the revolution frequencies (filters). In the 'old AA', where the antiproton collection and stacking was done in one single ring, the injected beam was further shielded during cooling by means of a movable shutter. The complexity of these systems is very high. For more modest stacking ratios, one might use azimuthal rather than radial separation of stack and injected beam. Schematically half of the circumference would be used to accept and cool new beam and the remainder to house the stack. Fast gating is then required between the high gain cooling of the injected beam and the low gain stack cooling. RF-gymnastics are used to merge the pre-cooled batch with the stack, to re-create free space for the next injection, and to capture the new batch. This scheme is less demanding for the storage ring lattice, but at the expense of some reduction in stacking rate. The talk reviews the 'radial' separation schemes and also gives some
Fundamentals of stochastic nature sciences
Klyatskin, Valery I
2017-01-01
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability. In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under wh...
Stochastic models of cell motility
DEFF Research Database (Denmark)
Gradinaru, Cristian
2012-01-01
Cell motility and migration are central to the development and maintenance of multicellular organisms, and errors during this process can lead to major diseases. Consequently, the mechanisms and phenomenology of cell motility are currently under intense study. In recent years, a new...... interdisciplinary field focusing on the study of biological processes at the nanoscale level, with a range of technological applications in medicine and biological research, has emerged. The work presented in this thesis is at the interface of cell biology, image processing, and stochastic modeling. The stochastic...... models introduced here are based on persistent random motion, which I apply to real-life studies of cell motility on flat and nanostructured surfaces. These models aim to predict the time-dependent position of cell centroids in a stochastic manner, and conversely determine directly from experimental...
Stochastic Modelling of Hydrologic Systems
DEFF Research Database (Denmark)
Jonsdottir, Harpa
2007-01-01
In this PhD project several stochastic modelling methods are studied and applied on various subjects in hydrology. The research was prepared at Informatics and Mathematical Modelling at the Technical University of Denmark. The thesis is divided into two parts. The first part contains...... an introduction and an overview of the papers published. Then an introduction to basic concepts in hydrology along with a description of hydrological data is given. Finally an introduction to stochastic modelling is given. The second part contains the research papers. In the research papers the stochastic methods...... are described, as at the time of publication these methods represent new contribution to hydrology. The second part also contains additional description of software used and a brief introduction to stiff systems. The system in one of the papers is stiff....
Stochastic quantization of general relativity
International Nuclear Information System (INIS)
Rumpf, H.
1986-01-01
Following an elementary exposition of the basic mathematical concepts used in the theory of stochastic relaxation processes the stochastic quantization method of Parisi and Wu is briefly reviewed. The method is applied to Einstein's theory of gravitation using a formalism that is manifestly covariant with respect to field redefinitions. This requires the adoption of Ito's calculus and the introduction of a metric in field configuration space, for which there is a unique candidate. Due to the indefiniteness of the Euclidean Einstein-Hilbert action stochastic quantization is generalized to the pseudo-Riemannian case. It is formally shown to imply the DeWitt path integral measure. Finally a new type of perturbation theory is developed. (Author)
Applied probability and stochastic processes
Sumita, Ushio
1999-01-01
Applied Probability and Stochastic Processes is an edited work written in honor of Julien Keilson. This volume has attracted a host of scholars in applied probability, who have made major contributions to the field, and have written survey and state-of-the-art papers on a variety of applied probability topics, including, but not limited to: perturbation method, time reversible Markov chains, Poisson processes, Brownian techniques, Bayesian probability, optimal quality control, Markov decision processes, random matrices, queueing theory and a variety of applications of stochastic processes. The book has a mixture of theoretical, algorithmic, and application chapters providing examples of the cutting-edge work that Professor Keilson has done or influenced over the course of his highly-productive and energetic career in applied probability and stochastic processes. The book will be of interest to academic researchers, students, and industrial practitioners who seek to use the mathematics of applied probability i...
Stochastic geometry for image analysis
Descombes, Xavier
2013-01-01
This book develops the stochastic geometry framework for image analysis purpose. Two main frameworks are described: marked point process and random closed sets models. We derive the main issues for defining an appropriate model. The algorithms for sampling and optimizing the models as well as for estimating parameters are reviewed. Numerous applications, covering remote sensing images, biological and medical imaging, are detailed. This book provides all the necessary tools for developing an image analysis application based on modern stochastic modeling.
Stochastic methods in quantum mechanics
Gudder, Stanley P
2005-01-01
Practical developments in such fields as optical coherence, communication engineering, and laser technology have developed from the applications of stochastic methods. This introductory survey offers a broad view of some of the most useful stochastic methods and techniques in quantum physics, functional analysis, probability theory, communications, and electrical engineering. Starting with a history of quantum mechanics, it examines both the quantum logic approach and the operational approach, with explorations of random fields and quantum field theory.The text assumes a basic knowledge of fun
STOCHASTIC METHODS IN RISK ANALYSIS
Directory of Open Access Journals (Sweden)
Vladimíra OSADSKÁ
2017-06-01
Full Text Available In this paper, we review basic stochastic methods which can be used to extend state-of-the-art deterministic analytical methods for risk analysis. We can conclude that the standard deterministic analytical methods highly depend on the practical experience and knowledge of the evaluator and therefore, the stochastic methods should be introduced. The new risk analysis methods should consider the uncertainties in input values. We present how large is the impact on the results of the analysis solving practical example of FMECA with uncertainties modelled using Monte Carlo sampling.
Stochastic dynamics of new inflation
International Nuclear Information System (INIS)
Nakao, Ken-ichi; Nambu, Yasusada; Sasaki, Misao.
1988-07-01
We investigate thoroughly the dynamics of an inflation-driving scalar field in terms of an extended version of the stochastic approach proposed by Starobinsky and discuss the spacetime structure of the inflationary universe. To avoid any complications which might arise due to quantum gravity, we concentrate our discussions on the new inflationary universe scenario in which all the energy scales involved are well below the planck mass. The investigation is done both analytically and numerically. In particular, we present a full numerical analysis of the stochastic scalar field dynamics on the phase space. Then implications of the results are discussed. (author)
Stochastic mechanics and quantum theory
International Nuclear Information System (INIS)
Goldstein, S.
1987-01-01
Stochastic mechanics may be regarded as both generalizing classical mechanics to processes with intrinsic randomness, as well as providing the sort of detailed description of microscopic events declared impossible under the traditional interpretation of quantum mechanics. It avoids the many conceptual difficulties which arise from the assumption that quantum mechanics, i.e., the wave function, provides a complete description of (microscopic) physical reality. Stochastic mechanics presents a unified treatment of the microscopic and macroscopic domains, in which the process of measurement plays no special physical role and which reduces to Newtonian mechanics in the macroscopic limit
Probability, Statistics, and Stochastic Processes
Olofsson, Peter
2011-01-01
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that d
QB1 - Stochastic Gene Regulation
Energy Technology Data Exchange (ETDEWEB)
Munsky, Brian [Los Alamos National Laboratory
2012-07-23
Summaries of this presentation are: (1) Stochastic fluctuations or 'noise' is present in the cell - Random motion and competition between reactants, Low copy, quantization of reactants, Upstream processes; (2) Fluctuations may be very important - Cell-to-cell variability, Cell fate decisions (switches), Signal amplification or damping, stochastic resonances; and (3) Some tools are available to mode these - Kinetic Monte Carlo simulations (SSA and variants), Moment approximation methods, Finite State Projection. We will see how modeling these reactions can tell us more about the underlying processes of gene regulation.
Stochastic geometry and its applications
Chiu, Sung Nok; Kendall, Wilfrid S; Mecke, Joseph
2013-01-01
An extensive update to a classic text Stochastic geometry and spatial statistics play a fundamental role in many modern branches of physics, materials sciences, engineering, biology and environmental sciences. They offer successful models for the description of random two- and three-dimensional micro and macro structures and statistical methods for their analysis. The previous edition of this book has served as the key reference in its field for over 18 years and is regarded as the best treatment of the subject of stochastic geometry, both as a subject with vital a
Algebraic and stochastic coding theory
Kythe, Dave K
2012-01-01
Using a simple yet rigorous approach, Algebraic and Stochastic Coding Theory makes the subject of coding theory easy to understand for readers with a thorough knowledge of digital arithmetic, Boolean and modern algebra, and probability theory. It explains the underlying principles of coding theory and offers a clear, detailed description of each code. More advanced readers will appreciate its coverage of recent developments in coding theory and stochastic processes. After a brief review of coding history and Boolean algebra, the book introduces linear codes, including Hamming and Golay codes.
Stochastic and infinite dimensional analysis
Carpio-Bernido, Maria; Grothaus, Martin; Kuna, Tobias; Oliveira, Maria; Silva, José
2016-01-01
This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
International Nuclear Information System (INIS)
Metzler, R
2005-01-01
New branches of scientific disciplines often have a few paradigmatic models that serve as a testing ground for theories and a starting point for new inquiries. In the late 1990s, one of these models found fertile ground in the growing field of econophysics: the Minority Game (MG), a model for speculative markets that combined conceptual simplicity with interesting emergent behaviour and challenging mathematics. The two basic ingredients were the minority mechanism (a large number of players have to choose one of two alternatives in each round, and the minority wins) and limited rationality (each player has a small set of decision rules, and chooses the more successful ones). Combining these, one observes a phase transition between a crowded and an inefficient market phase, fat-tailed price distributions at the transition, and many other nontrivial effects. Now, seven years after the first paper, three of the key players-Damien Challet, Matteo Marsili and Yi-Cheng Zhang-have published a monograph that summarizes the current state of the science. The book consists of two parts: a 100-page overview of the various aspects of the MG, and reprints of many essential papers. The first chapters of Part I give a well-written description of the motivation and the history behind the MG, and then go into the phenomenology and the mathematical treatment of the model. The authors emphasize the 'physics' underlying the behaviour and give coherent, intuitive explanations that are difficult to extract from the original papers. The mathematics is outlined, but calculations are not carried out in great detail (maybe they could have been included in an appendix). Chapter 4 then discusses how and why the MG is a model for speculative markets, how it can be modified to give a closer fit to observed market statistics (in particular, reproducing the 'stylized facts' of fat-tailed distributions and volatility clustering), and what conclusions one can draw from the behaviour of the MG when
Kearney, Paul; Pivec, Maja
2007-01-01
Sex and violence in video games is a social issue that confronts us all, especially as many commercial games are now being introduced for game-based learning in schools, and as such this paper polls teenage players about the rules their parents and teachers may or may not have, and surveys the gaming community, ie, game developers to parents, to…
2012-02-03
... up to 900 gaming devices, any banking or percentage card games, and any devices or games authorized... DEPARTMENT OF THE INTERIOR Bureau of Indian Affairs Indian Gaming AGENCY: Bureau of Indian Affairs, Interior. ACTION: Notice of Tribal--State Class III Gaming Compact Taking Effect. SUMMARY: This publishes...
A Fractionally Integrated Wishart Stochastic Volatility Model
M. Asai (Manabu); M.J. McAleer (Michael)
2013-01-01
textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of
Transport properties of stochastic Lorentz models
Beijeren, H. van
Diffusion processes are considered for one-dimensional stochastic Lorentz models, consisting of randomly distributed fixed scatterers and one moving light particle. In waiting time Lorentz models the light particle makes instantaneous jumps between scatterers after a stochastically distributed
Theory, technology, and technique of stochastic cooling
International Nuclear Information System (INIS)
Marriner, J.
1993-10-01
The theory and technological implementation of stochastic cooling is described. Theoretical and technological limitations are discussed. Data from existing stochastic cooling systems are shown to illustrate some useful techniques
Stochastic modeling and analysis of telecoms networks
Decreusefond, Laurent
2012-01-01
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems.The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an
Dynamical and hamiltonian dilations of stochastic processes
International Nuclear Information System (INIS)
Baumgartner, B.; Gruemm, H.-R.
1982-01-01
This is a study of the problem, which stochastic processes could arise from dynamical systems by loss of information. The notions of ''dilation'' and ''approximate dilation'' of a stochastic process are introduced to give exact definitions of this particular relationship. It is shown that every generalized stochastic process is approximately dilatable by a sequence of dynamical systems, but for stochastic processes in full generality one needs nets. (Author)
Back translation reliability of TEOSQ in team game, individual game ...
African Journals Online (AJOL)
Back translation reliability of TEOSQ in team game, individual game and gender category. ... team and individual game with a specific focus to the dispositional approach on the athlete's performance in task and ... AJOL African Journals Online.
Fast distributed strategic learning for global optima in queueing access games
Tembine, Hamidou
2014-08-24
In this paper we examine combined fully distributed payoff and strategy learning (CODIPAS) in a queue-aware access game over a graph. The classical strategic learning analysis relies on vanishing or small learning rate and uses stochastic approximation tool to derive steady states and invariant sets of the underlying learning process. Here, the stochastic approximation framework does not apply due to non-vanishing learning rate. We propose a direct proof of convergence of the process. Interestingly, the convergence time to one of the global optima is almost surely finite and we explicitly characterize the convergence time. We show that pursuit-based CODIPAS learning is much faster than the classical learning algorithms in games. We extend the methodology to coalitional learning and proves a very fast formation of coalitions for queue-aware access games where the action space is dynamically changing depending on the location of the user over a graph.
Large fluctuations and fixation in evolutionary games
International Nuclear Information System (INIS)
Assaf, Michael; Mobilia, Mauro
2010-01-01
We study large fluctuations in evolutionary games belonging to the coordination and anti-coordination classes. The dynamics of these games, modeling cooperation dilemmas, is characterized by a coexistence fixed point separating two absorbing states. We are particularly interested in the problem of fixation that refers to the possibility that a few mutants take over the entire population. Here, the fixation phenomenon is induced by large fluctuations and is investigated by a semiclassical WKB (Wentzel–Kramers–Brillouin) theory generalized to treat stochastic systems possessing multiple absorbing states. Importantly, this method allows us to analyze the combined influence of selection and random fluctuations on the evolutionary dynamics beyond the weak selection limit often considered in previous works. We accurately compute, including pre-exponential factors, the probability distribution function in the long-lived coexistence state and the mean fixation time necessary for a few mutants to take over the entire population in anti-coordination games, and also the fixation probability in the coordination class. Our analytical results compare excellently with extensive numerical simulations. Furthermore, we demonstrate that our treatment is superior to the Fokker–Planck approximation when the selection intensity is finite
Stochastic population dynamics in spatially extended predator-prey systems
Dobramysl, Ulrich; Mobilia, Mauro; Pleimling, Michel; Täuber, Uwe C.
2018-02-01
Spatially extended population dynamics models that incorporate demographic noise serve as case studies for the crucial role of fluctuations and correlations in biological systems. Numerical and analytic tools from non-equilibrium statistical physics capture the stochastic kinetics of these complex interacting many-particle systems beyond rate equation approximations. Including spatial structure and stochastic noise in models for predator-prey competition invalidates the neutral Lotka-Volterra population cycles. Stochastic models yield long-lived erratic oscillations stemming from a resonant amplification mechanism. Spatially extended predator-prey systems display noise-stabilized activity fronts that generate persistent correlations. Fluctuation-induced renormalizations of the oscillation parameters can be analyzed perturbatively via a Doi-Peliti field theory mapping of the master equation; related tools allow detailed characterization of extinction pathways. The critical steady-state and non-equilibrium relaxation dynamics at the predator extinction threshold are governed by the directed percolation universality class. Spatial predation rate variability results in more localized clusters, enhancing both competing species’ population densities. Affixing variable interaction rates to individual particles and allowing for trait inheritance subject to mutations induces fast evolutionary dynamics for the rate distributions. Stochastic spatial variants of three-species competition with ‘rock-paper-scissors’ interactions metaphorically describe cyclic dominance. These models illustrate intimate connections between population dynamics and evolutionary game theory, underscore the role of fluctuations to drive populations toward extinction, and demonstrate how space can support species diversity. Two-dimensional cyclic three-species May-Leonard models are characterized by the emergence of spiraling patterns whose properties are elucidated by a mapping onto a complex
Environmental vs Demographic Stochasticity in Population Growth
Braumann, C. A.
2010-01-01
Compares the effect on population growth of envinonmental stochasticity (random environmental variations described by stochastic differential equations) with demographic stochasticity (random variations in births and deaths described by branching processes and birth-and-death processes), in the density-independent and the density-dependent cases.
Stochastic diffusion models for substitutable technological innovations
Wang, L.; Hu, B.; Yu, X.
2004-01-01
Based on the analysis of firms' stochastic adoption behaviour, this paper first points out the necessity to build more practical stochastic models. And then, stochastic evolutionary models are built for substitutable innovation diffusion system. Finally, through the computer simulation of the
Game Analytics for Game User Research, Part 1
DEFF Research Database (Denmark)
Seif El-Nasr, Magy; Desurvire, Heather; Aghabeigi, Bardia
2013-01-01
The emerging field of game user research (GUR) investigates interaction between players and games and the surrounding context of play. Game user researchers have explored methods from, for example, human-computer interaction, psychology, interaction design......The emerging field of game user research (GUR) investigates interaction between players and games and the surrounding context of play. Game user researchers have explored methods from, for example, human-computer interaction, psychology, interaction design...
Gender and computer games / video games : girls’ perspective orientation
Yan, Jingjing
2010-01-01
The topic of this thesis is “Gender Differences in Computer games/ Video games Industry”. Due to rapid development in technology and popularization of computers all around the world, computer games have already become a kind of common entertainment. Because computer games were designed especially for boys at the very beginning, there are still some remaining barriers when training female game designers and expanding game markets among female players.This thesis is mainly based on two studies ...
Energy Technology Data Exchange (ETDEWEB)
Metzler, R [Institut fuer Theoretische Physik, Universitaet Wuerzburg, Am Hubland, D-97074 Wuerzburg (Germany)
2005-02-25
New branches of scientific disciplines often have a few paradigmatic models that serve as a testing ground for theories and a starting point for new inquiries. In the late 1990s, one of these models found fertile ground in the growing field of econophysics: the Minority Game (MG), a model for speculative markets that combined conceptual simplicity with interesting emergent behaviour and challenging mathematics. The two basic ingredients were the minority mechanism (a large number of players have to choose one of two alternatives in each round, and the minority wins) and limited rationality (each player has a small set of decision rules, and chooses the more successful ones). Combining these, one observes a phase transition between a crowded and an inefficient market phase, fat-tailed price distributions at the transition, and many other nontrivial effects. Now, seven years after the first paper, three of the key players-Damien Challet, Matteo Marsili and Yi-Cheng Zhang-have published a monograph that summarizes the current state of the science. The book consists of two parts: a 100-page overview of the various aspects of the MG, and reprints of many essential papers. The first chapters of Part I give a well-written description of the motivation and the history behind the MG, and then go into the phenomenology and the mathematical treatment of the model. The authors emphasize the 'physics' underlying the behaviour and give coherent, intuitive explanations that are difficult to extract from the original papers. The mathematics is outlined, but calculations are not carried out in great detail (maybe they could have been included in an appendix). Chapter 4 then discusses how and why the MG is a model for speculative markets, how it can be modified to give a closer fit to observed market statistics (in particular, reproducing the 'stylized facts' of fat-tailed distributions and volatility clustering), and what conclusions one can draw from the
Combinatorial optimization games
Energy Technology Data Exchange (ETDEWEB)
Deng, X. [York Univ., North York, Ontario (Canada); Ibaraki, Toshihide; Nagamochi, Hiroshi [Kyoto Univ. (Japan)
1997-06-01
We introduce a general integer programming formulation for a class of combinatorial optimization games, which immediately allows us to improve the algorithmic result for finding amputations in the core (an important solution concept in cooperative game theory) of the network flow game on simple networks by Kalai and Zemel. An interesting result is a general theorem that the core for this class of games is nonempty if and only if a related linear program has an integer optimal solution. We study the properties for this mathematical condition to hold for several interesting problems, and apply them to resolve algorithmic and complexity issues for their cores along the line as put forward in: decide whether the core is empty; if the core is empty, find an imputation in the core; given an imputation x, test whether x is in the core. We also explore the properties of totally balanced games in this succinct formulation of cooperative games.
DEFF Research Database (Denmark)
Marchetti, Emanuela; Valente, Andrea
2015-01-01
In this paper we consider the problem of making design of digital games accessible to primary school children and their teachers, and we argue for the need of digital games that are easy to alter by young learners. We know from previous research projects that digital games do not enable children...... to express their creativity at full, in contrast with low-fidelity prototypes and non-digital toys (such as card or table top games). Therefore, we propose here a novel approach that serves as a middle ground between digital and traditional table top games, and grants children more freedom to express...... themselves, articulate their understanding and difficulties both individually and socially. This approach, called card-based model for digital game design, is an alternative to the current trend of associating programming with digital creativity. A preliminary study was conducted by transposing a digital...
Archetypal Game Recommender Systems
DEFF Research Database (Denmark)
Sifa, Rafet; Bauckhage, C.; Drachen, Anders
2014-01-01
Contemporary users (players, consumers) of digital games have thousands of products to choose from, which makes nding games that t their interests challenging. Towards addressing this challenge, in this paper two dierent formulations of Archetypal Analysis for Top-L recommender tasks using implicit...... feedback are presented: factor- and neighborhood-oriented models. These form the rst application of rec- ommender systems to digital games. Both models are tested on a dataset of 500,000 users of the game distribution platform Steam, covering game ownership and playtime data across more than 3000 games....... Compared to four other recommender models (nearest neighbor, two popularity mod- els, random baseline), the archetype based models provide the highest recall rates showing that Archetypal Analysis can be successfully applied for Top-L recommendation purposes...
Karlin, Anna R
2016-01-01
This book presents a rigorous introduction to the mathematics of game theory without losing sight of the joy of the subject. This is done by focusing on theoretical highlights (e.g., at least six Nobel Prize winning results are developed from scratch) and by presenting exciting connections of game theory to other fields, such as computer science, economics, social choice, biology, and learning theory. Both classical topics, such as zero-sum games, and modern topics, such as sponsored search auctions, are covered. Along the way, beautiful mathematical tools used in game theory are introduced, including convexity, fixed-point theorems, and probabilistic arguments. The book is appropriate for a first course in game theory at either the undergraduate or graduate level, whether in mathematics, economics, computer science, or statistics. Game theory's influence is felt in a wide range of disciplines, and the authors deliver masterfully on the challenge of presenting both the breadth and coherence of its underlying ...
DEFF Research Database (Denmark)
Hansen, Søren Tranberg; Svenstrup, Mikael; Dalgaard, Lars
2010-01-01
The goal of this paper is to describe an adaptive robot game, which motivates elderly people to do a regular amount of physical exercise while playing. One of the advantages of robot based games is that the initiative to play can be taken autonomously by the robot. In this case, the goal is to im......The goal of this paper is to describe an adaptive robot game, which motivates elderly people to do a regular amount of physical exercise while playing. One of the advantages of robot based games is that the initiative to play can be taken autonomously by the robot. In this case, the goal...... is to improve the mental and physical state of the user by playing a physical game with the robot. Ideally, a robot game should be simple to learn but difficult to master, providing an appropriate degree of challenge for players with different skills. In order to achieve that, the robot should be able to adapt...
Directory of Open Access Journals (Sweden)
Ivo Vlaev
2007-12-01
Full Text Available We report an experiment exploring sequential context effects on strategy choices in one-shot Prisoner's Dilemma (PD game. Rapoport and Chammah (1965 have shown that some PDs are cooperative and lead to high cooperation rate, whereas others are uncooperative. Participants played very cooperative and very uncooperative games, against anonymous partners. The order in which these games were played affected their cooperation rate by producing perceptual contrast, which appeared only between the trials, but not between two separate sequences of games. These findings suggest that people may not have stable perceptions of absolute cooperativeness. Instead, they judge the cooperativeness of each fresh game only in relation to the previous game. The observed effects suggest that the principles underlying judgments about highly abstract magnitudes such as cooperativeness may be similar to principles governing the perception of sensory magnitudes.
DEFF Research Database (Denmark)
Chimiri, Niklas Alexander; Andersen, Mads Lund; Jensen, Tine
2018-01-01
In this chapter, we focus on a particular matter of concern within computer gaming practices: the concern of being or not being a gamer. This matter of concern emerged from within our collective investigations of gaming practices across various age groups. The empirical material under scrutiny...... was generated across a multiplicity of research projects, predominantly conducted in Denmark. The question of being versus not being a gamer, we argue, exemplifies interesting enactments of how computer game players become both concerned with and concerned about their gaming practices. As a collective...... of researchers writing from the field of psychology and inspired by neo-materialist theories, we are particularly concerned with (human) subjectivity and processes of social and subjective becoming. Our empirical examples show that conerns/worries about computer games and being engaged with computer game...
International Nuclear Information System (INIS)
Iqbal, Azhar; Weigert, Stefan
2004-01-01
A new approach to play games quantum mechanically is proposed. We consider two players who perform measurements in an EPR-type setting. The payoff relations are defined as functions of correlations, i.e. without reference to classical or quantum mechanics. Classical bi-matrix games are reproduced if the input states are classical and perfectly anti-correlated, that is, for a classical correlation game. However, for a quantum correlation game, with an entangled singlet state as input, qualitatively different solutions are obtained. For example, the Prisoners' Dilemma acquires a Nash equilibrium if both players apply a mixed strategy. It appears to be conceptually impossible to reproduce the properties of quantum correlation games within the framework of classical games
Perturbation theory from stochastic quantization
International Nuclear Information System (INIS)
Hueffel, H.
1984-01-01
By using a diagrammatical method it is shown that in scalar theories the stochastic quantization method of Parisi and Wu gives the usual perturbation series in Feynman diagrams. It is further explained how to apply the diagrammatical method to gauge theories, discussing the origin of ghost effects. (Author)
Stochastic Modelling of River Geometry
DEFF Research Database (Denmark)
Sørensen, John Dalsgaard; Schaarup-Jensen, K.
1996-01-01
Numerical hydrodynamic river models are used in a large number of applications to estimate critical events for rivers. These estimates are subject to a number of uncertainties. In this paper, the problem to evaluate these estimates using probabilistic methods is considered. Stochastic models for ...... for river geometries are formulated and a coupling between hydraulic computational methods and numerical reliability methods is presented....
Stochastic Processes in Epidemic Theory
Lefèvre, Claude; Picard, Philippe
1990-01-01
This collection of papers gives a representative cross-selectional view of recent developments in the field. After a survey paper by C. Lefèvre, 17 other research papers look at stochastic modeling of epidemics, both from a theoretical and a statistical point of view. Some look more specifically at a particular disease such as AIDS, malaria, schistosomiasis and diabetes.
Stochastic theory of grain growth
International Nuclear Information System (INIS)
Hu Haiyun; Xing Xiusan.
1990-11-01
The purpose of this note is to set up a stochastic theory of grain growth and to derive the statistical distribution function and the average value of the grain radius so as to match them with the experiment further. 8 refs, 1 fig
Stochastic vehicle routing with recourse
DEFF Research Database (Denmark)
Gørtz, Inge Li; Nagarajan, Viswanath; Saket, Rishi
2012-01-01
instantiations, a recourse route is computed - but costs here become more expensive by a factor λ. We present an O(log2n ·log(nλ))-approximation algorithm for this stochastic routing problem, under arbitrary distributions. The main idea in this result is relating StochVRP to a special case of submodular...
Universality in stochastic exponential growth.
Iyer-Biswas, Srividya; Crooks, Gavin E; Scherer, Norbert F; Dinner, Aaron R
2014-07-11
Recent imaging data for single bacterial cells reveal that their mean sizes grow exponentially in time and that their size distributions collapse to a single curve when rescaled by their means. An analogous result holds for the division-time distributions. A model is needed to delineate the minimal requirements for these scaling behaviors. We formulate a microscopic theory of stochastic exponential growth as a Master Equation that accounts for these observations, in contrast to existing quantitative models of stochastic exponential growth (e.g., the Black-Scholes equation or geometric Brownian motion). Our model, the stochastic Hinshelwood cycle (SHC), is an autocatalytic reaction cycle in which each molecular species catalyzes the production of the next. By finding exact analytical solutions to the SHC and the corresponding first passage time problem, we uncover universal signatures of fluctuations in exponential growth and division. The model makes minimal assumptions, and we describe how more complex reaction networks can reduce to such a cycle. We thus expect similar scalings to be discovered in stochastic processes resulting in exponential growth that appear in diverse contexts such as cosmology, finance, technology, and population growth.
Stochastic control of traffic patterns
DEFF Research Database (Denmark)
Gaididei, Yuri B.; Gorria, Carlos; Berkemer, Rainer
2013-01-01
A stochastic modulation of the safety distance can reduce traffic jams. It is found that the effect of random modulation on congestive flow formation depends on the spatial correlation of the noise. Jam creation is suppressed for highly correlated noise. The results demonstrate the advantage of h...
The fermion stochastic calculus I
International Nuclear Information System (INIS)
Streater, R.F.
1984-01-01
The author describes the stochastic calculus of quantum processes with fermions. After a description of the Clifford algebra as the csup(*)-algebra generated by spinor fields the damped harmonic oscillator with quantum noise is considered as example. Then the Clifford process is described. Finally the Ito-Clifford integral and the Ito-Clifford isometry are presented. (HSI)
Stochastic and Chaotic Relaxation Oscillations
Grasman, J.; Roerdink, J.B.T.M.
1988-01-01
For relaxation oscillators stochastic and chaotic dynamics are investigated. The effect of random perturbations upon the period is computed. For an extended system with additional state variables chaotic behavior can be expected. As an example, the Van der Pol oscillator is changed into a
Stochastic processes in mechanical engineering
Brouwers, J.J.H.
2006-01-01
Stochastic or random vibrations occur in a variety of applications of mechanicalengineering. Examples are: the dynamics of a vehicle on an irregular roadsurface; the variation in time of thermodynamic variables in municipal wasteincinerators due to fluctuations in heating value of the waste; the
Testing for Stochastic Dominance Efficiency
G.T. Post (Thierry); O. Linton; Y-J. Whang
2005-01-01
textabstractWe propose a new test of the stochastic dominance efficiency of a given portfolio over a class of portfolios. We establish its null and alternative asymptotic properties, and define a method for consistently estimating critical values. We present some numerical evidence that our
Network Analysis with Stochastic Grammars
2015-09-17
rules N = 0 //non-terminal index clusters = cluster(W) //number of clusters drive the number S productions //cluster function described in text...Essa, “Recognizing multitasked activities from video using stochastic context-free grammar,” AAAI/IAAI, pp. 770–776, 2002. [18] R. Nevatia, T. Zhao
Stochastic Volatility and DSGE Models
DEFF Research Database (Denmark)
Andreasen, Martin Møller
This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...
American options under stochastic volatility
Chockalingam, A.; Muthuraman, K.
2011-01-01
The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility
Stochastic cooling system in COSY
International Nuclear Information System (INIS)
Brittner, P.; Hacker, H.U.; Prasuhn, D.; Schug, G.; Singer, H.; Spiess, W.; Stassen, R.
1994-01-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic cooling system in COSY
Energy Technology Data Exchange (ETDEWEB)
Brittner, P [Forschungszentrum Juelich GmbH (Germany); Hacker, H U [Forschungszentrum Juelich GmbH (Germany); Prasuhn, D [Forschungszentrum Juelich GmbH (Germany); Schug, G [Forschungszentrum Juelich GmbH (Germany); Singer, H [Forschungszentrum Juelich GmbH (Germany); Spiess, W [Forschungszentrum Juelich GmbH (Germany); Stassen, R [Forschungszentrum Juelich GmbH (Germany)
1994-09-01
The stochastic cooler system in COSY is designed for proton kinetic energies between 0.8 and 2.5 GeV. Fabrication of the mechanical parts of the system is going on. Test results of the prototype measurements as well as data of the active RF-compontens are presented. (orig.)
Stochastic-field cavitation model
International Nuclear Information System (INIS)
Dumond, J.; Magagnato, F.; Class, A.
2013-01-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian “particles” or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations
Stochastic-field cavitation model
Dumond, J.; Magagnato, F.; Class, A.
2013-07-01
Nonlinear phenomena can often be well described using probability density functions (pdf) and pdf transport models. Traditionally, the simulation of pdf transport requires Monte-Carlo codes based on Lagrangian "particles" or prescribed pdf assumptions including binning techniques. Recently, in the field of combustion, a novel formulation called the stochastic-field method solving pdf transport based on Eulerian fields has been proposed which eliminates the necessity to mix Eulerian and Lagrangian techniques or prescribed pdf assumptions. In the present work, for the first time the stochastic-field method is applied to multi-phase flow and, in particular, to cavitating flow. To validate the proposed stochastic-field cavitation model, two applications are considered. First, sheet cavitation is simulated in a Venturi-type nozzle. The second application is an innovative fluidic diode which exhibits coolant flashing. Agreement with experimental results is obtained for both applications with a fixed set of model constants. The stochastic-field cavitation model captures the wide range of pdf shapes present at different locations.
Distance covariance for stochastic processes
DEFF Research Database (Denmark)
Matsui, Muneya; Mikosch, Thomas Valentin; Samorodnitsky, Gennady
2017-01-01
The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analog of the distance covariance for two stochastic processes...
Stochasticity in economic losses increases the value of reputation in indirect reciprocity.
dos Santos, Miguel; Placì, Sarah; Wedekind, Claus
2015-12-14
Recent theory predicts harsh and stochastic conditions to generally promote the evolution of cooperation. Here, we test experimentally whether stochasticity in economic losses also affects the value of reputation in indirect reciprocity, a type of cooperation that is very typical for humans. We used a repeated helping game with observers. One subject (the "Unlucky") lost some money, another one (the "Passer-by") could reduce this loss by accepting a cost to herself, thereby building up a reputation that could be used by others in later interactions. The losses were either stable or stochastic, but the average loss over time and the average efficiency gains of helping were kept constant in both treatments. We found that players with a reputation of being generous were generally more likely to receive help by others, such that investing into a good reputation generated long-term benefits that compensated for the immediate costs of helping. Helping frequencies were similar in both treatments, but players with a reputation to be selfish lost more resources under stochastic conditions. Hence, returns on investment were steeper when losses varied than when they did not. We conclude that this type of stochasticity increases the value of reputation in indirect reciprocity.
... Nobel's Life and Work Teachers' Questionnaire The Blood Typing Game What happens if you get a blood ... learn about human blood types! Play the Blood Typing Game 28 September 2017 The mission based game ...
Quantum games with decoherence
International Nuclear Information System (INIS)
Flitney, A P; Abbott, D
2005-01-01
A protocol for considering decoherence in quantum games is presented. Results for two-player, two-strategy quantum games subject to decoherence are derived and some specific examples are given. Decoherence in other types of quantum games is also considered. As expected, the advantage that a quantum player achieves over a player restricted to classical strategies is diminished for increasing decoherence but only vanishes in the limit of maximum decoherence
DEFF Research Database (Denmark)
Smith, Rachel Charlotte; Christensen, Kasper Skov; Iversen, Ole Sejer
We introduce Video Design Games to train educators in teaching design. The Video Design Game is a workshop format consisting of three rounds in which participants observe, reflect and generalize based on video snippets from their own practice. The paper reports on a Video Design Game workshop...... in which 25 educators as part of a digital fabrication and design program were able to critically reflect on their teaching practice....
DEFF Research Database (Denmark)
Henriksen, Thomas Duus
2006-01-01
Learning games are facing a new challenge if it is to meet the educational demand for creativity training. In the article, it is argued that reflection is the key to teach creativity, and that we have to reconsider our current approach to creating educational role-playing games in order to meet...... this demand. The article presents a number of challenges to accomplishing this, as well as a number of tools for designing and using creativity facilitating games....
Wolpert, David H.
2005-01-01
Probability theory governs the outcome of a game; there is a distribution over mixed strat.'s, not a single "equilibrium". To predict a single mixed strategy must use our loss function (external to the game's players. Provides a quantification of any strategy's rationality. Prove rationality falls as cost of computation rises (for players who have not previously interacted). All extends to games with varying numbers of players.
Game-based telerehabilitation.
Lange, B; Flynn, Sheryl M; Rizzo, A A
2009-03-01
This article summarizes the recent accomplishments and current challenges facing game-based virtual reality (VR) telerehabilitation. Specifically this article addresses accomplishments relative to realistic practice scenarios, part to whole practice, objective measurement of performance and progress, motivation, low cost, interaction devices and game design. Furthermore, a description of the current challenges facing game based telerehabilitation including the packaging, internet capabilities and access, data management, technical support, privacy protection, seizures, distance trials, scientific scrutiny and support from insurance companies.
Healthy Gaming - Video Game Design to promote Health.
Brox, E; Fernandez-Luque, L; Tøllefsen, T
2011-01-01
There is an increasing interest in health games including simulation tools, games for specific conditions, persuasive games to promote a healthy life style or exergames where physical exercise is used to control the game. The objective of the article is to review current literature about available health games and the impact related to game design principles as well as some educational theory aspects. Literature from the big databases and known sites with games for health has been searched to find articles about games for health purposes. The focus has been on educational games, persuasive games and exergames as well as articles describing game design principles. The medical objectives can either be a part of the game theme (intrinsic) or be totally dispatched (extrinsic), and particularly persuasive games seem to use extrinsic game design. Peer support is important, but there is only limited research on multiplayer health games. Evaluation of health games can be both medical and technical, and the focus will depend on the game purpose. There is still not enough evidence to conclude which design principles work for what purposes since most of the literature in health serious games does not specify design methodologies, but it seems that extrinsic methods work in persuasion. However, when designing health care games it is important to define both the target group and main objective, and then design a game accordingly using sound game design principles, but also utilizing design elements to enhance learning and persuasion. A collaboration with health professionals from an early design stage is necessary both to ensure that the content is valid and to have the game validated from a clinical viewpoint. Patients need to be involved, especially to improve usability. More research should be done on social aspects in health games, both related to learning and persuasion.
Healthy Gaming – Video Game Design to promote Health
Brox, E.; Fernandez-Luque, L.; Tøllefsen, T.
2011-01-01
Background There is an increasing interest in health games including simulation tools, games for specific conditions, persuasive games to promote a healthy life style or exergames where physical exercise is used to control the game. Objective The objective of the article is to review current literature about available health games and the impact related to game design principles as well as some educational theory aspects. Methods Literature from the big databases and known sites with games for health has been searched to find articles about games for health purposes. The focus has been on educational games, persuasive games and exergames as well as articles describing game design principles. Results The medical objectives can either be a part of the game theme (intrinsic) or be totally dispatched (extrinsic), and particularly persuasive games seem to use extrinsic game design. Peer support is important, but there is only limited research on multiplayer health games. Evaluation of health games can be both medical and technical, and the focus will depend on the game purpose. Conclusion There is still not enough evidence to conclude which design principles work for what purposes since most of the literature in health serious games does not specify design methodologies, but it seems that extrinsic methods work in persuasion. However, when designing health care games it is important to define both the target group and main objective, and then design a game accordingly using sound game design principles, but also utilizing design elements to enhance learning and persuasion. A collaboration with health professionals from an early design stage is necessary both to ensure that the content is valid and to have the game validated from a clinical viewpoint. Patients need to be involved, especially to improve usability. More research should be done on social aspects in health games, both related to learning and persuasion. PMID:23616865
DEFF Research Database (Denmark)
Aarseth, Espen
2012-01-01
In this article I present a narrative theory of games, building on standard narra-tology, as a solution to the conundrum that has haunted computer game studies from the start: How to approach software that combines games and stories?......In this article I present a narrative theory of games, building on standard narra-tology, as a solution to the conundrum that has haunted computer game studies from the start: How to approach software that combines games and stories?...
DEFF Research Database (Denmark)
Borup Lynggaard, Aviaja
2006-01-01
This paper will examine how probes can be useful for game designers in the preliminary phases of a design process. The work is based upon a case study concerning pervasive mobile phone games where Mobile Game Probes have emerged from the project. The new probes are aimed towards a specific target...... group and the goal is to specify the probes so they will cover the most relevant areas for our project. The Mobile Game Probes generated many interesting results and new issues occurred, since the probes came to be dynamic and favorable for the process in new ways....
Directory of Open Access Journals (Sweden)
Katinka van der Kooij
2015-09-01
Full Text Available The application of games for behavioral change has seen a surge in popularity but evidence on the efficacy of these games is contradictory. Anecdotal findings seem to confirm their motivational value whereas most quantitative findings from randomized controlled trials (RCT are negative or difficult to interpret. One cause for the contradictory evidence could be that the standard RCT validation methods are not sensitive to serious games’ effects. To be able to adapt validation methods to the properties of serious games we need a framework that can connect properties of serious game design to the factors that influence the quality of quantitative research outcomes. The Persuasive Game Design model [1] is particularly suitable for this aim as it encompasses the full circle from game design to behavioral change effects on the user. We therefore use this model to connect game design features, such as the gamification method and the intended transfer effect, to factors that determine the conclusion validity of an RCT. In this paper we will apply this model to develop guidelines for setting up validation methods for serious games. This way, we offer game designers and researchers handles on how to develop tailor-made validation methods.