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We study a model in which two players with opposing interests try to alter a status quo through instability-generating actions. We show that instability can be used to secure longer-term durable changes, even if it is costly to generate and…

Theoretical Economics · Economics 2023-03-14 César Barilla , Duarte Gonçalves

In this paper we deal with the optimal bankruptcy problem for an agent who can optimally allocate her consumption rate, the amount of capital invested in the risky asset as well as her leisure time. In our framework, the agent is endowed by…

Portfolio Management · Quantitative Finance 2021-06-30 Guodong Ding , Daniele Marazzina

We outline the general construction of three-players games with incomplete information which fulfil the following conditions: (i) symmetry with respect to the exchange of the players; (ii) the existence of the upper bound for total payoff…

Quantum Physics · Physics 2017-09-01 Katarzyna Bolonek-Lasoń

We define and study a rather complex market model, inspired from the Santa Fe artificial market and the Minority Game. Agents have different strategies among which they can choose, according to their relative profitability, with the…

Condensed Matter · Physics 2009-11-07 Irene Giardina , Jean-Philippe Bouchaud

The instability of the financial system as experienced in recent years and in previous periods is often linked to credit defaults, i.e., to the failure of obligors to make promised payments. Given the large number of credit contracts, this…

Risk Management · Quantitative Finance 2015-06-17 Thilo A. Schmitt , Desislava Chetalova , Rudi Schäfer , Thomas Guhr

We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts.…

Mathematical Finance · Quantitative Finance 2016-07-22 Rene Carmona , Jean-Pierre Fouque , Seyyed Mostafa Mousavi , Li-Hsien Sun

We study a ruin problem for an annuity model where a fixed fraction of capital is invested in a risky asset. Under weak assumptions on jumps, the ruin probability solves a second-order integro-differential equation and decays as a power…

Probability · Mathematics 2026-01-06 Platon Promyslov

We develop an approach to solve Barberis (2012)'s casino gambling model in which a gambler whose preferences are specified by the cumulative prospect theory (CPT) must decide when to stop gambling by a prescribed deadline. We assume that…

Mathematical Finance · Quantitative Finance 2021-02-08 Sang Hu , Jan Obloj , Xun Yu Zhou

We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…

Probability · Mathematics 2026-03-30 Serge Cohen , James Norris , Michel Pain , Gennady Samorodnitsky

Negotiations, a model of concurrency with multi party negotiation as primitive, have been recently introduced in arXiv:1307.2145, arXiv:1403.4958. We initiate the study of games for this model. We study coalition problems: can a given…

Logic in Computer Science · Computer Science 2015-07-30 Javier Esparza , Philipp Hoffmann

We find an upper estimate for a splitting time of a thin parallel beam for irrational triangle billiards in terms of some number-theoretic function of angles. We provide an upper estimate on this function for some class of angles.

Dynamical Systems · Mathematics 2011-11-28 Dmitri Scheglov

Logical theories have been developed which have allowed temporal reasoning about eventualities (a la Galton) such as states, processes, actions, events, processes and complex eventualities such as sequences and recurrences of other…

Artificial Intelligence · Computer Science 2017-05-03 B. O. Akinkunmi

By the example of the proof of Minkowski's conjecture on critical determinant we give a category theory framework for interval computation.

Category Theory · Mathematics 2025-10-20 Nikolaj M. Glazunov

Boundary value problems for linear stationary dispersive equations of order $2l+1$, $l\in \mathbb{N}$ have been considered on finite intervals $(0,L)$. The existence and uniqueness of regular solutions have been established for general…

Analysis of PDEs · Mathematics 2019-10-10 Jackson Luchesi , Nikolai A. Larkin

This paper takes a game theoretical approach to open shop scheduling problems with unit execution times to minimize the sum of completion times. By supposing an initial schedule and associating each job (consisting in a number of…

Computer Science and Game Theory · Computer Science 2019-07-31 Ata Atay , Pedro Calleja , Sergio Soteras

We characterize the conditions under which a multi-time quantum process with a finite temporal resolution can be approximately described by an equilibrium one. By providing a generalization of the notion of equilibration on average, where a…

Quantum Physics · Physics 2020-10-02 Pedro Figueroa-Romero , Kavan Modi , Felix A. Pollock

This paper deals with solution of inequality $\textbf{A}\otimes \textbf{x}\preceq \textbf{b}$, where $\textbf{A}, \textbf{x}$ and $\textbf{b}$ are interval matrices with entries defined over idempotent semiring. It deals also with the…

Optimization and Control · Mathematics 2013-06-06 Laurent Hardouin , Bertrand Cottenceau , Mehdi Lhommeau , Euriell Le Corronc

Many AI researchers argue that probability theory is only capable of dealing with uncertainty in situations where a full specification of a joint probability distribution is available, and conclude that it is not suitable for application in…

Artificial Intelligence · Computer Science 2013-04-05 Linda C. van der Gaag

The effect of space inhomogeneities on a diffusing particle is studied in the framework of the 1D random walk. The typical time needed by a particle to cross a one--dimensional finite lane, the so--called residence time, is computed…

Statistical Mechanics · Physics 2019-06-26 A. Ciallella , E. N. M. Cirillo

The paper considers an investment timing problem appearing in real options theory. Present values from an investment project are modeled by general diffusion process. We prove necessary and sufficient conditions under which an optimal…

Mathematical Finance · Quantitative Finance 2015-11-23 Vadim Arkin , Alexander Slastnikov