A noisy min-max game on trees

Abstract

We study a noisy version of a min-max type zero-sum game on the d-ary tree. Each edge of the tree is assigned an i.i.d.\ cookie, distributed uniformly on \+1,-1\. The game is played as follows: starting at the root, two players alternate turns in choosing a child to move to, with the game ending after each player took n turns. Both players have full knowledge of the cookies on the whole tree. The cookies along the traversed edges are picked up and placed in a shared cookie jar. The first player's payoff is the sum of the cookies in the cookie jar, while the second player pays that sum. The value Vn of the n-round game is the largest signed sum which can be guaranteed by the first player. We analyze the value Vn and show that as n ∞, the value is tight for d=2, converges in distribution for d 3, and converges almost surely for d 15. Along the way, we prove various tightness and double exponential tail decay results. The analysis is a mix of percolation-type arguments for large d, and iterations on distributions combined with interval arithmetic for small d. For d=2 we prove the existence of a continuum of fixed points for this iteration, highlighting surprising qualitative differences with the case d 3. The question of convergence for d=2 remains open.

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