Related papers: Determinacy Maximum
We present an analog of O'Neill's Theorem (Theorem 5.2 in [17]) for finite games, which reveals some of the structure of equilibria under payoff perturbations in finite games.
The aim of this short note is to establish a limit theorem for the optimal trading strategies in the setup of the utility maximization problem with proportional transaction costs. This limit theorem resolves the open question from [4]. The…
In this paper we discuss the diffusion of serious games and present reasons for why Rogers traditional approach is limited in this context. We present an alternative overview through the characteristics of relative advantage, compatibility,…
Network games provide a powerful framework for modeling agent interactions in networked systems, where players are represented by nodes in a graph and their payoffs depend on the actions taken by their neighbors. Extending the framework of…
We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping game always has a value. We also show that there exists an optimal stopping time for the seller, but not necessarily for the buyer.…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…
In this paper, we propose a new constraint, called shift-consistency, for solving matrix/tensor completion problems in the context of recommender systems. Our method provably guarantees several key mathematical properties: (1) satisfies a…
Game theory is a powerful analytical tool for modeling decision makers strategies, behaviors and interactions. Act and decisions of a decision maker can benefit or negatively impact other decision makers interests. Game theory has been…
We create a new two-player game on the Sperner Triangle based on Sperner's lemma. Our game has simple rules and several desirable properties. First, the game is always certain to have a winner. Second, like many other interesting games such…
We consider a team game reward, and we derive a stochastic Pontryagin's maximum principle for distributed stochastic differential systems with decentralized noisy information structures. Our methodology utilizes the semi martingale…
We study the optimal stopping problem of maximizing the variance of an unkilled linear diffusion. Especially, we demonstrate how the problem can be solved as a convex two-player zero-sum game, and reveal quite surprising application of game…
We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…
The expected utility hypothesis is a popular concept in economics that is useful for making decisions when the payoff is uncertain. In this paper, we investigate the implications of a fluctuation theorem in the theory of expected utility.…
This article is devoted to the tactical game theoretical interpretation of dialectics. Dialectical games are considered as abstractly as well as models of the internal dialogue and reflection. The models related to the representation theory…
In this brief semi-expository article we present a few efficient techniques for calculating and proving determinantal identities. Several stimulating examples of different flavor and applications are spread across the pages which we hope…
In this paper we introduce a qualitative decision and game theory based on belief (B) and desire (D) rules. We show that a group of agents acts as if it is maximizing achieved joint goals.
Probabilistic properties of tennis scoring systems are examined and compared with best-of-K systems. A model, where each player has his/her own probability of winning his/her service point and which remains invariant for the duration of the…
To study discrimination in automated decision-making systems, scholars have proposed several definitions of fairness, each expressing a different fair ideal. These definitions require practitioners to make complex decisions regarding which…
We study two-player games with alternating moves played on infinite trees. Our main focus is on the case where the trees are full (regular) and the winning set is open (with respect to the product topology on the tree). Gale and Stewart…
This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…