Related papers: On balanced capacities
This paper studies n-player games where players beliefs about their opponents behaviour are capacities (fuzzy measures, non-additive probabilities). The concept of an equilibrium under uncertainty was introduced by J.Dow and S.Werlang…
A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…
This paper introduces constrained correlated equilibrium, a solution concept combining correlation and coupled constraints in finite non-cooperative games. In the general case of an arbitrary correlation device and coupled constraints in…
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
We discuss bundle auctions within the framework of an integer allocation problem. We show that for multi-unit auctions, of which bundle auctions are a special case, market equilibrium and constrained market equilibrium are equivalent…
This paper develops a unified framework for testing monotonicity of Bayesian Nash equilibrium strategies in unobserved types in games of incomplete information. We show that, under symmetric independent private types, monotonicity of…
We analyze the core of a cooperative Cournot game. We assume that when contemplating a deviation, the members of a coalition assign positive probability over all possible coalition structures that the non-members can form. We show that when…
A new notion of partition-determined functions is introduced, and several basic inequalities are developed for the entropy of such functions of independent random variables, as well as for cardinalities of compound sets obtained using these…
We exhibit the rich structure of the set of correlated equilibria by analyzing the simplest of polynomial games: the mixed extension of matching pennies. We show that while the correlated equilibrium set is convex and compact, the structure…
We study a basic sequential model for the discovery of winning coalitions in a simple game, well known from its use in defining the Shapley-Shubik power index. We derive in a uniform way a family of measures of collective and individual…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
The core of a game $v$ on $N$, which is the set of additive games $\phi$ dominating $v$ such that $\phi(N)=v(N)$, is a central notion in cooperative game theory, decision making and in combinatorics, where it is related to submodular…
We consider isomorphism between the idempotent measure monad based on the maximum and the addition operations and the idempotent measure monad based on the maximum and the multiplication operations. A one of the consequences of this result…
We introduce the notions of weakly *-concave and weakly naturally quasi-concave correspondence and prove fixed point theorems and continuous selection theorems for these kind of correspondences. As applications in the game theory, by using…
The main ambition of this thesis is to contribute to the development of cooperative game theory towards combinatorics, algorithmics and discrete geometry. Therefore, the first chapter of this manuscript is devoted to highlighting the…
In this paper, it shows that for each fuzzy set $u$ on $\mathbb{R}^m$, the set $D(u)$ is at most countable. Based on this, it modifies the proof of assertion (I) in step 2 of the sufficiency part of Theorem 4.1 in paper: Characterizations…
We show that, by using multiplicative weights in a game-theoretic thought experiment (and an important convexity result on the composition of multiplicative weights with the relative entropy function), a symmetric bimatrix game (that is, a…
Cooperative games with nonempty core are called balanced, and the set of balanced games is a polyhedron. Given a game with empty core, we look for the closest balanced game, in the sense of the (weighted) Euclidean distance, i.e., the…
In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage…
We consider the equilibrium problem for an external background potential in weighted potential theory, and show that for a large class of background potentials there is a complementarity relationship between the measure solving the weighted…