中文
相关论文

相关论文: Dynkin games in a general framework

200 篇论文

Potential game is an emerging notion and framework for studying N-player games, especially with heterogeneous players. In this paper, we build an analytical framework for dynamic potential games. We prove that a game is a dynamic potential…

最优化与控制 · 数学 2024-09-09 Xin Guo , Yufei Zhang

It is well-known that in finite strategic games true common belief (or common knowledge) of rationality implies that the players will choose only strategies that survive the iterated elimination of strictly dominated strategies. We…

计算机科学与博弈论 · 计算机科学 2010-11-24 Krzysztof R. Apt , Jonathan A. Zvesper

We begin by reviewing and proving the basic facts of combinatorial game theory. We then consider scoring games (also known as Milnor games or positional games), focusing on the "fixed-length" games for which all sequences of play terminate…

组合数学 · 数学 2011-07-27 Will Johnson

We investigate mean field game systems under invariance conditions for the state space, otherwise called {\it viability conditions} for the controlled dynamics. First we analyze separately the Hamilton-Jacobi and the Fokker-Planck…

偏微分方程分析 · 数学 2019-03-18 Alessio Porretta , Michele Ricciardi

In this article, we study feature attributions of Machine Learning (ML) models originating from linear game values and coalitional values defined as operators on appropriate functional spaces. The main focus is on random games based on the…

计算机科学与博弈论 · 计算机科学 2024-08-13 Alexey Miroshnikov , Konstandinos Kotsiopoulos , Khashayar Filom , Arjun Ravi Kannan

Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…

机器学习 · 计算机科学 2020-09-16 Adam Ibrahim , Waïss Azizian , Gauthier Gidel , Ioannis Mitliagkas

In this paper we consider extended stationary mean field games, that is mean-field games which depend on the velocity field of the players. We prove various a-priori estimates which generalize the results for quasi-variational mean field…

偏微分方程分析 · 数学 2013-05-14 Diogo A. Gomes , Stefania Patrizi , Vardan Voskanyan

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

最优化与控制 · 数学 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

We combine the parametric Barvinok algorithm with a generation algorithm for a finite list of suitably chosen discrete sub-cases on the enumeration of complete simple games, i.e. a special subclass of monotone Boolean functions. Recently,…

组合数学 · 数学 2010-01-19 Sascha Kurz , Nikolas Tautenhahn

Dull, weak and nested solitaire games are important classes of parity games, capturing, among others, alternation-free mu-calculus and ECTL* model checking problems. These classes can be solved in polynomial time using dedicated algorithms.…

计算机科学中的逻辑 · 计算机科学 2013-07-18 Maciej Gazda , Tim A. C. Willemse

We provide elementary proofs of several results concerning the possible outcomes arising from a fixed profile within the class of positional voting systems. Our arguments enable a simple and explicit construction of paradoxical profiles,…

组合数学 · 数学 2020-08-17 Jacqueline Anderson , Brian Camara , John Pike

We consider polynomial maps, which we call degree $d$-linear maps, that satisfy the Jacobian condition. We prove that certain infinite families of elements, which appear in the coefficients of the formal inverse of such maps, are in the…

交换代数 · 数学 2021-11-09 Mario DeFranco

We consider time-dependent mean-field games with congestion that are given by a system of a Hamilton-Jacobi equation coupled with a Fokker-Planck equation. The congestion effects make the Hamilton-Jacobi equation singular. These models are…

偏微分方程分析 · 数学 2015-03-24 Diogo Gomes , Vardan Voskanyan

We consider a class of deterministic mean field games, where the state associated with each player evolves according to an ODE which is linear w.r.t. the control. Existence, uniqueness, and stability of solutions are studied from the point…

最优化与控制 · 数学 2022-10-27 Alberto Bressan , Khai T. Nguyen

In this paper, we study the doubly conditional reflected backward stochastic differential equations (BSDEs), where constraints are made on the conditional expectation of the first component of the solution with respect to a general…

概率论 · 数学 2026-01-27 Hanwu Li

We devise a policy-iteration algorithm for deterministic two-player discounted and mean-payoff games, that runs in polynomial time with high probability, on any input where each payoff is chosen independently from a sufficiently random…

计算机科学与博弈论 · 计算机科学 2024-02-07 Bruno Loff , Mateusz Skomra

We prove the global-in-time well-posedness for a broad class of mean field game problems, which is beyond the special linear-quadratic setting, as long as the mean field sensitivity is not too large. Through the stochastic maximum…

最优化与控制 · 数学 2025-01-23 Alain Bensoussan , Ho Man Tai , Tak Kwong Wong , Sheung Chi Phillip Yam

In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and $local$…

偏微分方程分析 · 数学 2022-06-16 David M. Ambrose , Alpár R. Mészáros

We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) $g$-expectation. We then consider a non-zero-sum…

概率论 · 数学 2017-05-11 Miryana Grigorova , Marie-Claire Quenez

In this paper we investigate a game of optimal stopping with incomplete information. There are two players of which only one is informed about the precise structure of the game. Observing the informed player the uninformed player is given…

最优化与控制 · 数学 2012-07-11 Christine Grün