Related papers: Remarks on Pseudo-continuity
In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…
We prove a Gaussian upper bound for the fundamental solutions of a class of ultra-parabolic equations in divergence form. The bound is independent on the smoothness of the coefficients and generalizes some classical results by Nash, Aronson…
In a recent paper, Eisert et al. presented a quantum mechanical generalization of Prisoner's Dilemma. They asserted that the maximally entangled game exhibits a unique Nash equilibrium which yields a pay-off equivalent to cooperative…
The paper studies the convergence, as $N$ tends to infinity, of a system of $N$ coupled Hamilton-Jacobi equations, the Nash system. This system arises in differential game theory. We describe the limit problem in terms of the so-called…
We give a new proof of Kiselman's minimum principle for plurisubharmonic functions, based on Ohsawa-Takegoshi extension theorem.
We prove the almost equivalence of the minimax theorem and the strong duality theorem for a large class of games and conic programs. The previous fundamental results on the equivalence of linear programming and two-player zero-sum games…
This paper develops a new methodology for studying continuous-time Nash equilibrium in a financial market with asymmetrically informed agents. This approach allows us to lift the restriction of risk neutrality imposed on market makers by…
In this paper we obtain some noncommutative multiplier theorems and maximal inequalities on semigroups. As applications, we obtain the corresponding individual ergodic theorems. Our main results extend some classical results of Stein and…
It is shown that the formula for the M\"obius pseudodistance for the annulus yields better estimates than previously known for the constant in the Bergman space maximum principle. A maximum principle for the Fock space is proved.
We prove that, for any closed semialgebraic subset $W$ of $\mathbb{R}^n$ and for any positive integer $p$, there exists a Nash function $f:\mathbb{R}^n\setminus W\longrightarrow (0, \infty)$ which is equivalent to the distance function from…
A classical theorem in continued fractions due to Serret shows that for any two irrational numbers x and y related by a transformation $\gamma$ in PGL(2,Z) there exist s and t for which the complete quotients x_s and y_t coincide. In this…
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…
We construct a minimal subshift \((X^{*},\sigma)\) that serves as an open proximal extension of its maximal equicontinuous factor. We establish that every point in this subshift is multiply recurrent minimal. This work solves an open…
Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the…
We prove some regularity properties (convexity, closedness, compactness and preservation of upper hemicontinuity) for distribution and regular conditional distribution of correspondences under the nowhere equivalence condition. We show the…
The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may…
In this brief note, we prove that the existence of Nash equilibria on integer programming games is $\Sigma^p_2$-complete.
We prove some extensions of Andrews inequality.
In this paper, we establish coincidence-like results in the case when the values of the correspondences are not convex. In order to do this, we define a new type of correspondences, namely properly quasi-convex-like. Further, we apply the…
We collect different examples reflect Bolzman--Jaynes theory of maximum entropy principle. This principle proposed that equillibrium of macrosystem (most probable macrostate of the invariant measure of macrosystem) can be find as a solution…