Related papers: Function-Coherent Gambles with Non-Additive Sequen…
Coordination games with explicit spatial or relational structure are of interest to economists, ecologists, sociologists, and others studying emergent global properties in collective behavior. When assemblies of individuals seek to…
In the present paper we study stability of recurrence equations (which in particular case contain a dynamics of rational functions) generated by contractive functions defined on an arbitrary non-Archimedean algebra. Moreover,…
We analyze the asymptotic behavior of sequences of random variables defined by an initial condition, a stationary and ergodic sequence of random matrices, and an induction formula involving multiplication is the so-called max-plus algebra.…
In this paper, we present a probabilistic adaptation of an Assume/Guarantee contract formalism. For the sake of generality, we assume that the extended state machines used in the contracts and implementations define sets of runs on a given…
A novel modelling framework is proposed for the analysis of aggregative games on an infinite-time horizon, assuming that players are subject to heterogeneous periodic constraints. A new aggregative equilibrium notion is presented and the…
The paper studies the concepts of hedging and arbitrage in a non probabilistic framework. It provides conditions for non probabilistic arbitrage based on the topological structure of the trajectory space and makes connections with the usual…
Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
We consider a generalization of the recursive utility model by adding a new component that represents utility of investment gains and losses. We also study the utility process in this generalized model with constant elasticity of…
We present a macroeconomic agent-based model that combines several mechanisms operating at the same timescale, while remaining mathematically tractable. It comprises enterprises and workers who compete in a job market and a commodity goods…
This paper proves the existence and uniqueness results (in the sense of maximally defined regularity) as well as the stability analysis for the solutions to a class of nonlocal fully-nonlinear parabolic systems, where the nonlocality stems…
We introduce regularity notions for averaged nonexpansive operators. Combined with regularity notions of their fixed point sets, we obtain linear and strong convergence results for quasicyclic, cyclic, and random iterations. New convergence…
We examine the tuning of cooperative behavior in repeated multi-agent games using an analytically tractable, continuous-time, nonlinear model of opinion dynamics. Each modeled agent updates its real-valued opinion about each available…
We present a robust framework with computational algorithms to support decision makers in sequential games. Our framework includes methods to solve games with complete information, assess the robustness of such solutions and, finally,…
Functional data analysis in a mixed-effects model framework is done using operator calculus. In this approach the functional parameters are treated as serially correlated effects giving an alternative to the penalized likelihood approach,…
We propose a framework for probability aggregation based on propositional probability logic. Unlike conventional judgment aggregation, which focuses on static rationality, our model addresses dynamic rationality by ensuring that collective…
In this work, we consider the design of Non-Obviously Manipulable (NOM) mechanisms, mechanisms that bounded rational agents may fail to recognize as manipulable, for two relevant classes of succinctly representable Hedonic Games: Additively…
The paper introduces a novel topological method for prediction and modeling for a nonlinear time--series that exhibit recurring patterns. According to the model, global manifold of the reconstructed state--space can be approximated by a few…
We study the set of (stationary) feasible payoffs of overlapping generation repeated games that can be achieved by action sequences in which every generation of players plays the same sequence of action profiles. First, we completely…
This paper introduces a space of variable lotteries and proves a constructive version of the expected utility theorem. The word ``constructive'' is used here in two senses. First, as in constructive mathematics, the logic underlying proofs…