相关论文: Nash conditional independence curve

We consider the problem of inferring the conditional independence graph (CIG) of a multivariate stationary dicrete-time Gaussian random process based on a finite length observation. Using information-theoretic methods, we derive a lower…

We study the solution's existence for a generalized Dynkin game of switching type which is shown to be the natural representation for general defaultable OTC contract with contingent CSA. This is a theoretical counterparty risk mitigation…

Game contingent claims (GCCs) generalize American contingent claims by allowing the writer to recall the option as long as it is not exercised, at the price of paying some penalty. In incomplete markets, an appealing approach is to analyze…

A general hypersurface $X$ of degree $\leq n$ in projective space contains curves $C$ of any genus $g\geq 0$ and sufficiently large degree depnding on $g$ whose normal and conormal bundles have good postulation or natural cohomology in the…

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 establish the first unconditional well-posedness result for the master equation associated with a general class of mean field games of controls. Our analysis covers games with displacement monotone or Lasry--Lions monotone data, as well…

We consider a general class of nonzero-sum $N$-player stochastic games with impulse controls, where players control the underlying dynamics with discrete interventions. We adopt a verification approach and provide sufficient conditions for…

Congestion games are a classical type of games studied in game theory, in which n players choose a resource, and their individual cost increases with the number of other players choosing the same resource. In network congestion games…

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…

Conditional-independence-based discovery uses statistical tests to identify a graphical model that represents the independence structure of variables in a dataset. These tests, however, can be unreliable, and algorithms are sensitive to…

A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…

This paper introduces a class of continuous-time, finite-player stochastic general-sum differential games that admit solutions through an exact linear PDE system. We formulate a distribution planning game utilizing the cross-log-likelihood…

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…

In this paper we prove a new generic vanishing theorem for $X$ a complete homogeneous variety with respect to an action of a connected algebraic group. Let $A, B_0\subset X$ be locally closed affine subvarieties, and assume that $B_0$ is…

Distributed computing tasks can be presented with a triple $(\I,\Ou,\Delta)$. The solvability of a colorless task on the Iterated Immediate Snapshot model (IIS) has been characterized by the Colorless Computability Theorem…

Autonomous systems often operate in multi-agent settings and need to make concurrent, strategic decisions, typically in uncertain environments. Verification and control problems for these systems can be tackled with concurrent stochastic…

Conditional Independence (CI) graph is a special type of a Probabilistic Graphical Model (PGM) where the feature connections are modeled using an undirected graph and the edge weights show the partial correlation strength between the…

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 deal with the generalized Nash game proposed by Rosen, which is a game with strategy sets that are coupled across players through a shared constraint. A reduction to a classical game is shown, and as a consequence, Rosen's result can be…

Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…