Related papers: Another Correction. Error estimates for Binomial a…
In an epsilon-approximate Nash equilibrium, a player can gain at most epsilon in expectation by unilateral deviation. An epsilon well-supported approximate Nash equilibrium has the stronger requirement that every pure strategy used with…
Feedback delays are inevitable in real-world multi-agent learning. They are known to severely degrade performance, and the convergence rate under delayed feedback is still unclear, even for bilinear games. This paper derives the rate of…
We demonstrate that parallel repetition of the multiplayer anchored optimal value, $\omega \big( G_{\bot} \big)^{\otimes n}$, decays exponentially. Central to our approach are several probabilistic computations, pertaining to: (1) the…
Estimate (3.39) which appears in the proof of Proposition 3.4 in [Ann. Probab. 27 (1999) 1414--1467, doi:10.1214/aop/1022677454] is wrong. We present below a corrected proof which introduces an extra factor 2 in equations (3.34) and (3.35).…
This paper has two central aims: first, to provide simple conditions under which the generalized games in choice form and, consequently, the abstract economies, admit equilibrium; second, to study the solvability of several types of systems…
Correction to Annals of Applied Statistics 1 (2007) 17--35 [doi:10.1214/07-AOAS114]
A gap in the proof of Theorem 3.5 in the paper ``A new iteration process for approximation of common fixed points for finite families of total asymtotically nonexpansive mappings". Int. J. Math. Math. Sci. vol. 2009,…
We investigate an algorithm that assigns to any game in normal form an approximating game that admits an ordinal potential function. Due to the properties of potential games, the algorithm equips every game with a surrogate reward structure…
An improved (streamlined and extended) version of this paper is available as math.RA/0203010, which however omits some details. We recommend the later version unless details are essential.
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…
Since the seminal PPAD-completeness result for computing a Nash equilibrium even in two-player games, an important line of research has focused on relaxations achievable in polynomial time. In this paper, we consider the notion of…
Corrigendum : An inverse problem in corrosion detection:stability estimates, J. Inv. Ill-posed Problems 12 (4) (2004), 349-367.
Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…
An improved estimate is given for $|\theta(x) -x|$, where $\theta(x) = \sum_{p\leq x} \log p$. Three applications are given: the first to arithmetic progressions that have points in common, the second to primes in short intervals, and the…
This paper presents an analysis of data from a gift-exchange-game experiment. The experiment was described in `The Impact of Social Comparisons on Reciprocity' by G\"achter et al. 2012. Since this paper uses state-of-art data science…
Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…
In this article, we study the rate of convergence of prices when a model is approximated by some simplified model. We also provide a method how explicit error formula for more general options can be obtained if such formula is available for…
The paper is concerned with the Barenblatt-Biott model in the theory of poroelasticity. We derive a guaranteed estimate of the difference between exact and approximate solutions expressed in a combined norm that encompasses errors for the…
We consider the binomial approximation of the American put price in the Black-Scholes model (with continuous dividend yield). Our main result is that the error of approximation is $O((ln n) $\alpha$ /n)$ where n is the number of time…
We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…