Related papers: Nash conditional independence curve
Wide machine learning tasks can be formulated as non-convex multi-player games, where Nash equilibrium (NE) is an acceptable solution to all players, since no one can benefit from changing its strategy unilaterally. Attributed to the…
In the framework of stochastic zero-sum differential games, we establish a verification theorem, inspired by those existing in stochastic control, to provide sufficient conditions for a pair of feedback controls to form a Nash equilibrium.…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…
We present a computational formulation for the approximate version of several variational inequality problems, investigating their computational complexity and establishing PPAD-completeness. Examining applications in computational game…
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…
We define solution concepts appropriate for computationally bounded players playing a fixed finite game. To do so, we need to define what it means for a \emph{computational game}, which is a sequence of games that get larger in some…
This paper introduces a unified framework called cooperative extensive form games, which (i) generalizes standard non-cooperative games, and (ii) allows for more complex coalition formation dynamics than previous concepts like…
We show that given a smooth projective variety X over C with dim(X) > 2, an ample line bundle O(1) on X and an integer n > 1, any n distinct points on a generic hypersurface of degree d in X are linearly independent in CH_0(X) if d >> 0.…
This paper studies a two-player nonzero-sum stochastic differential game governed by a controlled convection-diffusion stochastic partial differential equation (SPDE) with spatially heterogeneous coefficients. The diffusion and transport…
We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…
We study various generalisations of rationally connected varieties, allowing the connecting curves to be of higher genus. The main focus will be on free curves $f:C\to X$ with large unobstructed deformation space as originally defined by…
We show that the conditional independence (CI) implication problem with bounded cardinalities, which asks whether a given CI implication holds for all discrete random variables with given cardinalities, is co-NEXPTIME-hard. The problem…
Suppose that $X$ is a smooth projective variety and that $C$ is a general member of a family of free rational curves on $X$. We prove several statements showing that the Harder-Narasimhan filtration of $T_{X}|_{C}$ is approximately the same…
A solution concept that is a refinement of Nash equilibria selects for each finite game a nonempty collection of closed and connected subsets of Nash equilibria as solutions. We impose three axioms for such solution concepts. The axiom of…
We propose a method for inferring the conditional indepen- dence graph (CIG) of a high-dimensional discrete-time Gaus- sian vector random process from finite-length observations. Our approach does not rely on a parametric model (such as,…
This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in models with social interactions as it represents correlated…
For a smooth subvariety $X\subset\Bbb P^N$, consider (analogously to projective normality) the vanishing condition $H^1(\Bbb P^N,\Cal I^2_X(k))=0$, $k\ge3$. This condition is shown to be satisfied for all sufficiently large embeddings of a…
Let $X$ be a projective variety and let $C$ be a rational normal curve on $X$. We compute the normal bundle of $C$ in a general complete intersection of hypersurfaces of sufficiently large degree in $X$. As a result, we establish the…
We consider finite $n$-person deterministic graphical (DG) games. These games are modelled by finite directed graphs (digraphs) $G$ which may have directed cycles and, hence, infinite plays. Yet, it is assumed that all these plays are…
In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and…