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We propose a solution and a mechanism for two-agent social choice problems with large (infinite) policy spaces. Our solution is an efficient compromise rule between the two agents, built on a common cardinalization of their preferences. Our…

Theoretical Economics · Economics 2026-02-03 Federico Echenique , Matías Núñez

The aim of this work is to investigate the conditions for the existence and continuation of a mild solution to the initial value problem of functional-differential equations of neutral type in Banach spaces to the boundary of the domain.…

Analysis of PDEs · Mathematics 2025-02-11 Oleh Perehuda , Andriy Stanzhytskiy , Olha Martynyuk

We propose a new determinacy hypothesis for transfinite games, use the hypothesis to extend the perfect set theorem, prove relationships between various determinacy hypotheses, expose inconsistent versions of determinacy, and provide a…

Logic · Mathematics 2016-12-16 Dmytro Taranovsky

We consider the problem of finding the maximum of $\mathbb{E}_{\nu}[f(X)]$ where $\nu$ is allowed to vary over all the probability measures on a Polish space $S$ for which $d_c(\mu,\nu)\leq \theta$, in which $d_c$ is an optimal transport…

Probability · Mathematics 2023-05-05 Gusti van Zyl

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

Two theorems announced by Topkis about the topological description of sublattices are proved. They are applied to extend some classical results concerning the existence and the order structure of Nash equilibria of certain supermodular…

Theoretical Economics · Economics 2024-06-17 Lu Yu

If the sequent (Gamma entails forall x exists y A) is provable in first order constructive natural deduction, then the theory (Gamma, forall x (f (x)/y)A), where f is a new function symbol, is a conservative extension of Gamma.

Logic in Computer Science · Computer Science 2023-05-18 Gilles Dowek , Benjamin Werner

We show that under some general conditions the finite memory determinacy of a class of two-player win/lose games played on finite graphs implies the existence of a Nash equilibrium built from finite memory strategies for the corresponding…

Computer Science and Game Theory · Computer Science 2016-07-13 Stéphane Le Roux , Arno Pauly

A new solution concept for two-player zero-sum matrix games with multi-dimensional payoff is introduced. It is based on extensions of vector orders in K-dimensional spaces to order relations in their power sets, so-called set relations, and…

Optimization and Control · Mathematics 2017-01-31 Andreas H. Hamel , Andreas Loehne

Finding numerical approximations to minimax regret treatment rules is of key interest. To do so when potential outcomes are in {0,1} we discretize the action space of nature and apply a variant of Robinson's (1951) algorithm for iterative…

Econometrics · Economics 2025-03-17 Patrik Guggenberger , Jiaqi Huang

In deep learning, Bayesian neural networks (BNN) provide the role of robustness analysis, and the minimax method is used to be a conservative choice in the traditional Bayesian field. In this paper, we study a conservative BNN with the…

Machine Learning · Computer Science 2024-12-02 Junping Hong , Ercan Engin Kuruoglu

An abstraction of normal form games is proposed, called Feasibility/Desirability Games (or FD Games in short). FD Games can be seen from three points of view: as a new presentation of games in which Nash equilibria can be found, as choice…

Computer Science and Game Theory · Computer Science 2009-08-03 Pierre Lescanne

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

In this article, we discuss some applications of the well-known Douglas factorization lemma in the context of von Neumann algebras. Let $\mathcal{B}(\mathscr{H})$ denote the set of bounded operators on a complex Hilbert space $\mathscr{H}$,…

Operator Algebras · Mathematics 2023-11-21 Soumyashant Nayak

In this paper we formulate and solve a mean-field game described by a linear stochastic dynamics and a quadratic or exponential-quadratic cost functional for each generic player. The optimal strategies for the players are given explicitly…

Optimization and Control · Mathematics 2014-12-02 Djehiche Boualem , Tembine Hamidou

It is well known that the minimal superhedging price of a contingent claim is too high for practical use. In a continuous-time model uncertainty framework, we consider a relaxed hedging criterion based on acceptable shortfall risks.…

Mathematical Finance · Quantitative Finance 2019-03-07 Ludovic Tangpi

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…

Optimization and Control · Mathematics 2019-12-11 Piermarco Cannarsa , Cristian Mendico

The paper extends the widely used in optimisation theory decoupling techniques to infinite collections of functions. Extended concepts of uniform lower semicontinuity and firm uniform lower semicontinuity are discussed. The main theorems…

Optimization and Control · Mathematics 2025-06-23 Abderrahim Hantoute , Alexander Y. Kruger , Marco A. Lopez

We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…

Optimization and Control · Mathematics 2024-01-02 Valerian-Alin Fodor , Nicolae Popovici

Schmidt's game is a powerful tool for studying properties of certain sets which arise in Diophantine approximation theory, number theory, and dynamics. Recently, many new results have been proven using this game. In this paper we address…

Logic · Mathematics 2019-02-20 Lior Fishman , Tue Ly , David S. Simmons