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We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a…

Optimization and Control · Mathematics 2019-02-05 Jodi Dianetti , Giorgio Ferrari

In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of…

Optimization and Control · Mathematics 2016-11-18 Ankur A. Kulkarni , Uday V. Shanbhag

In this paper we prove an approximate continuity result for stochastic differential equations with normal reflections in domains satisfying Saisho's conditions, which together with the Wong-Zakai approximation result completes the support…

Probability · Mathematics 2016-06-07 Jiagang Ren , Jing Wu

A fundamental problem with the Nash equilibrium concept is the existence of certain "structurally deficient" equilibria that (i) lack fundamental robustness properties, and (ii) are difficult to analyze. The notion of a "regular" Nash…

Optimization and Control · Mathematics 2019-07-31 Brian Swenson , Ryan Murray , Soummya Kar

This paper is devoted to Nash equilibrium for games in capacities. Such games with payoff expressed by Choquet integral were considered by Kozhan and Zarichnyi (Nash equilibria for games in capacities, Econ. Theory {\bf 35} (2008) 321--331)…

General Topology · Mathematics 2015-03-17 Taras Radul

Nash equilibrium} (NE) can be stated as a formal theorem on a multilinear form, free of game theory terminology. On the other hand, inspired by this formalism, we state and prove a {\it multilinear minimax theorem}, a generalization of von…

Computer Science and Game Theory · Computer Science 2024-01-01 Bahman Kalantari

In this paper, we present a more complete version of the minimax theorem established in [7]. As a consequence, we get, for instance, the following result: Let $X$ be a compact, not singleton subset of a normed space $(E,\|\cdot\|)$ and let…

Functional Analysis · Mathematics 2021-04-13 Biagio Ricceri

An inequality, which combines the concept of completely monotone functions with the theory of divided differences, is proposed. It is a straightforward generalization of a result, recently introduced by two of the present authors.

Classical Analysis and ODEs · Mathematics 2022-04-15 Vasiliki Bitsouni , Nikolaos Gialelis , Dan-Stefan Marinescu

The purpose of this paper is to establish new log-majorization results concerning eigenvalues and singular values which generalize some previous work related to a conjecture and an open question which were presented by R. Lemos and G.…

Functional Analysis · Mathematics 2021-05-31 Mohammad M. Ghabries , Hassane Abbas , Bassam Mourad , Abdallah Assi

In this paper we present some new results on the existence of solutions of generalized variational inequalities in real reflexive Banach spaces with Fr\'echet differentiable norms. Moreover, we also give some theorems about the structure of…

Optimization and Control · Mathematics 2017-08-04 Nga Quynh Nguyen

In this work, we propose a new existence result for quasi-equilibrium problems using generalized monotonicity in an infinite dimensional space. Also, we show that the notions of generalized monotonicity can be characterized in terms of…

Optimization and Control · Mathematics 2019-02-28 John Cotrina

This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…

Computer Science and Game Theory · Computer Science 2024-11-05 Ian Gemp

Experimental economics has repeatedly demonstrated that the Nash equilibrium makes inaccurate predictions for a vast set of games. Instead, several alternative theoretical concepts predict behavior that is much more in tune with observed…

General Finance · Quantitative Finance 2015-03-17 Christian Hilbe

The Muskat problem models the dynamics of the interface between two incompressible immiscible fluids with different constant densities. In this work we prove three results. First we prove an $L^2(\R)$ maximum principle, in the form of a new…

Analysis of PDEs · Mathematics 2016-02-22 Peter Constantin , Diego Cordoba , Francisco Gancedo , Robert M. Strain

We establish new results of first-order necessary conditions of optimality for finite-dimensional problems with inequality constraints and for problems with equality and inequality constraints, in the form of John's theorem and in the form…

Optimization and Control · Mathematics 2014-09-09 Joël Blot

We study the existence of mixed-strategy equilibria in concurrent games played on graphs. While existence is guaranteed with safety objectives for each player, Nash equilibria need not exist when players are given arbitrary terminal-reward…

Computer Science and Game Theory · Computer Science 2016-09-15 Patricia Bouyer , Nicolas Markey , Daniel Stan

We study the continuity equation of the Gauduchon metrics and establish its interval of maximal existence, which extends the continuity equation of the K\"ahler metrics introduced by La Nave \& Tian for and of the Hermitian metrics…

Differential Geometry · Mathematics 2020-04-15 Tao Zheng

We consider the problem of approximating Nash equilibria of $N$ functions $f_1,\dots, f_N$ of $N$ variables. In particular, we deduce conditions under which systems of the form $$ \dot u_j(t)=-\nabla_{x_j}f_j(u(t)) $$ $(j=1,\dots, N)$ are…

Analysis of PDEs · Mathematics 2020-09-15 Romeo Awi , Ryan Hynd , Henok Mawi

We investigate stochastic differential games of optimal trading comprising a finite population. There are market frictions in the present framework, which take the form of stochastic permanent and temporary price impacts. Moreover,…

Mathematical Finance · Quantitative Finance 2021-02-09 David Evangelista , Yuri Thamsten

We prove a stronger version of a termination theorem appeared in the paper "On existence of log minimal models II". We essentially just get rid of the redundant assumptions so the proof is almost the same as in there. However, we give a…

Algebraic Geometry · Mathematics 2011-04-27 Caucher Birkar