English
Related papers

Related papers: Equivalence between Random Stopping Times in Conti…

200 papers

We consider continuous-time consensus systems whose interactions satisfy a form or reciprocity that is not instantaneous, but happens over time. We show that these systems have certain desirable properties: They always converge…

Systems and Control · Computer Science 2015-10-20 Samuel Martin , Julien M. Hendrickx

We develop a theory of combinatorial games that is appropriate for describing positions in Hex and other monotone set coloring games. We consider two natural conditions on such games: a game is monotone if all moves available to both…

Combinatorics · Mathematics 2022-07-26 Peter Selinger

For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…

Optimization and Control · Mathematics 2020-01-23 Sören Christensen , Kristoffer Lindensjö

We begin by reviewing and proving the basic facts of combinatorial game theory. We then consider scoring games (also known as Milnor games or positional games), focusing on the "fixed-length" games for which all sequences of play terminate…

Combinatorics · Mathematics 2011-07-27 Will Johnson

This paper considers time-inconsistent problems when control and stopping strategies are required to be made simultaneously (called stopping control problems by us). We first formulate the timeinconsistent stopping control problems under…

Optimization and Control · Mathematics 2023-06-21 Zongxia Liang , Fengyi Yuan

There are competing schools of thought about the question of whether spacetime is fundamentally either continuous or discrete. Here, we consider the possibility that spacetime could be simultaneously continuous and discrete, in the same…

General Relativity and Quantum Cosmology · Physics 2011-01-27 Achim Kempf

A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows…

Optimization and Control · Mathematics 2021-07-15 Yu-Jui Huang , Zhou Zhou

We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on the time until stopping. The weak equilibrium problem is realized with a set of…

Probability · Mathematics 2024-06-14 Sören Christensen , Maike Klein , Boy Schultz

We consider the mean-field game where each agent determines the optimal time to exit the game by solving an optimal stopping problem with reward function depending on the density of the state processes of agents still present in the game.…

Optimization and Control · Mathematics 2020-07-09 Géraldine Bouveret , Roxana Dumitrescu , Peter Tankov

The model of weak measurements is applied to various problems, related to the time problem in quantum mechanics. The review and generalization of the theoretical analysis of the time problem in quantum mechanics based on the concept of weak…

Quantum Physics · Physics 2015-06-26 J. Ruseckas , B. Kaulakys

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

We study the optimal stopping problem of maximizing the variance of an unkilled linear diffusion. Especially, we demonstrate how the problem can be solved as a convex two-player zero-sum game, and reveal quite surprising application of game…

Probability · Mathematics 2020-03-25 Kamille Sofie Tågholt Gad , Pekka Matomäki

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

Functional Analysis · Mathematics 2022-03-25 Ryan Hynd

State convergence is essential in several scientific areas, e.g. multi-agent consensus/disagreement, distributed optimization, monotone game theory, multi-agent learning over time-varying networks. This paper is the first on state…

Optimization and Control · Mathematics 2019-10-02 Filippo Fabiani , Giuseppe Belgioioso , Franco Blanchini , Patrizio Colaneri , Sergio Grammatico

In this paper we consider stopping problems for continuous-time Markov chains under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. More precisely our aim is to maximize the certainty…

Probability · Mathematics 2019-07-05 Nicole Bäuerle , Anton Popp

We present a new notion of solution for mean field games master equations. This notion allows us to work with solutions which are merely continuous. We prove first results of uniqueness and stability for such solutions. It turns out that…

Analysis of PDEs · Mathematics 2020-07-24 Charles Bertucci

We compare games under delayed control and delay games, two types of infinite games modelling asynchronicity in reactive synthesis. Our main result, the interreducibility of the existence of sure winning strategies for the protagonist,…

Computer Science and Game Theory · Computer Science 2023-10-03 Martin Fränzle , Sarah Winter , Martin Zimmermann

This paper studies the convergence problem for mean field games with common noise. We define a suitable notion of weak mean field equilibria, which we prove captures all subsequential limit points, as $n\to\infty$, of closed-loop…

Probability · Mathematics 2022-08-22 Daniel Lacker , Luc Le Flem

Time plays a crucial role in the intuitive understanding of the world around us. Within quantum mechanics, however, time is not usually treated as an observable quantity; it enters merely as a parameter in the laws of motion of physical…

Quantum Physics · Physics 2015-06-05 Sandra Ranković , Yeong-Cherng Liang , Renato Renner