Guessing a random function and repeated games in continuous time

IF 0.8 4区管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Operations Research Letters Pub Date : 2024-05-01 DOI:10.1016/j.orl.2024.107120

Catherine Rainer , Eilon Solan

引用次数: 0

Abstract

We study a game where one player selects a random function and the other guesses that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to continuous-time repeated games played with mixed strategies with delay, identify good responses of a player to any strategy profile of her opponents, and show that each player's minmax value coincides with her minmax value in pure strategies of the one-shot game.

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猜测随机函数和连续时间中的重复博弈

我们研究了一名棋手选择随机函数、另一名棋手猜测该函数的博弈，结果表明第二名棋手很有可能正确猜测出大部分随机函数。我们将这一分析应用于采用延迟混合策略的连续时间重复博弈，确定了一个博弈者对其对手的任何策略特征的良好反应，并证明了每个博弈者的最小值与她在单次博弈的纯策略中的最小值相吻合。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Operations Research Letters 管理科学-运筹学与管理科学

CiteScore

2.10

自引率

9.10%

发文量

111

审稿时长

83 days

期刊介绍： Operations Research Letters is committed to the rapid review and fast publication of short articles on all aspects of operations research and analytics. Apart from a limitation to eight journal pages, quality, originality, relevance and clarity are the only criteria for selecting the papers to be published. ORL covers the broad field of optimization, stochastic models and game theory. Specific areas of interest include networks, routing, location, queueing, scheduling, inventory, reliability, and financial engineering. We wish to explore interfaces with other fields such as life sciences and health care, artificial intelligence and machine learning, energy distribution, and computational social sciences and humanities. Our traditional strength is in methodology, including theory, modelling, algorithms and computational studies. We also welcome novel applications and concise literature reviews.