相关论文: The comparative statics of dominance

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

In the first part of the paper we study orthogonality, domination, weight, regular and minimal types in the contexts of rosy and super-rosy theories. Then we try to develop analogous theory for arbitrary dependent theories.

This paper is devoted to a study of robust fundamental theorems of asset pricing in discrete time and finite horizon settings. Uncertainty is modelled by a (possibly uncountable) family of price processes on the same probability space. Our…

We study strong equilibria in symmetric capacitated cost-sharing games. In these games, a graph with designated source $s$ and sink $t$ is given, and each edge is associated with some cost. Each agent chooses strategically an $s$-$t$ path,…

In this paper, we characterize the extreme points of a class of multidimensional monotone functions. This result is then applied to large contests, where it provides a useful representation of optimal allocation rules under a broad class of…

New continuous and stochastic extensions of the minority game, devised as a fundamental model for a market of competitive agents, are introduced and studied in the context of statistical physics. The new formulation reproduces the key…

Most of the stochastic orders for comparing random variables, considered in the literature, are afflicted with two main drawbacks: (i) lack of connex property and (ii) lack of consideration of any dependence structure between the random…

We propose a novel algorithm for the solution of mean-payoff games that merges together two seemingly unrelated concepts introduced in the context of parity games, small progress measures and quasi dominions. We show that the integration of…

Consider concurrent, infinite duration, two-player win/lose games played on graphs. If the winning condition satisfies some simple requirement, the existence of Player 1 winning (finite-memory) strategies is equivalent to the existence of…

Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…

Coalition formation over graphs is a well studied class of games whose players are vertices and feasible coalitions must be connected subgraphs. In this setting, the existence and computation of equilibria, under various notions of…

The perceived risk and reward for a given situation can vary depending on resource availability, accumulated wealth, and other extrinsic factors such as individual backgrounds. Based on this general aspect of everyday life, here we use…

Given a dominating set, how much smaller a dominating set can we find through elementary operations? Here, we proceed by iterative vertex addition and removal while maintaining the property that the set forms a dominating set of bounded…

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

We study nondeterministic strategies in parity games with the aim of computing a most permissive winning strategy. Following earlier work, we measure permissiveness in terms of the average number/weight of transitions blocked by the…

Winners-take-all situations introduce an incentive for agents to diversify their behavior, since doing so will result in splitting an eventual price with fewer people. At the same time, when the payoff of a process depends on a parameter…

An upper dominating set in a graph is a minimal (with respect to set inclusion) dominating set of maximum cardinality. The problem of finding an upper dominating set is generally NP-hard. We study the complexity of this problem in classes…

The dynamics of weak vs. strong first order phase transitions is investigated numerically for 2+1 dimensional scalar field models. It is argued that the change from a weak to a strong transition is itself a (second order) phase transition,…

We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…

This paper revisits the well-studied fixed point problem from a unified viewpoint of mathematical modeling and canonical duality theory, i.e. the original problem is first reformulated as a nonconvex optimization problem, its well-posedness…