相关论文: Games in Banach spaces
In the context of Dirichlet type spaces on the unit ball of $\mathbb{C}^d$, also known as Hardy-Sobolev or Besov-Sobolev spaces, we compare two notions of smallness for compact subsets of the unit sphere. We show that the functional…
We study random unconditional convergence for a basis in a Banach space. The connections between this notion and classical unconditionality are explored. In particular, we analyze duality relations, reflexivity, uniqueness of these bases…
A general class of mean field games are considered where the governing dynamics are controlled diffusions in $\mathbb{R}^d$. The optimization criterion is the long time average of a running cost function. Under various sets of hypotheses,…
These lecture notes contain an introduction to some of the fundamental ideas and results in analysis and probability on infinite-dimensional spaces, mainly Gaussian measures on Banach spaces. They originated as the notes for a topics course…
The theory of mean field games aims at studying deterministic or stochastic differential games (Nash equilibria) as the number of agents tends to infinity. Since very few mean field games have explicit or semi-explicit solutions, numerical…
This short review is devoted to measures on infinite dimensional spaces. We start by discussing product measures and projective techniques. Special attention is paid to measures on linear spaces, and in particular to Gaussian measures.…
We consider the problem of isometric embedding of metric spaces to the Banach spaces; and introduce and study the remarkable class of so-called linearly rigid metric spaces: these are the spaces that admit a unique, up to isometry, linearly…
We establish a general criterion for the existence of convex sets of fixed shape as, e.g., balls of a given radius, of maximal probability on Banach spaces. We also provide counterexamples showing that their existence my fail even in some…
We study generalized Nash equilibrium (GNE) problems in games with quadratic costs and individual linear equality constraints. Departing from approaches that require strong monotonicity and/or shared constraints, we reformulate the KKT…
We consider the Cauchy problem for quadratic nonlinear Klein-Gordon systems in two space dimensions with masses satisfying the resonance relation. Under the null condition in the sense of J.-M. Delort, D. Fang, R. Xue (2004), we show the…
We introduce perfect half space games, in which the goal of Player 2 is to make the sums of encountered multi-dimensional weights diverge in a direction which is consistent with a chosen sequence of perfect half spaces (chosen dynamically…
Definition. A symmetric with respect to 0 bounded closed convex set A in a finite dimensional normed space X is called a sufficient enlargement for X (or of B(X)) if for arbitrary isometric embedding of X into a Banach space Y there exists…
This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…
This article is related to risk-sensitive nonzero-sum stochastic differential games in the Markovian framework. This game takes into account the attitudes of the players toward risk and the utility is of exponential form. We show the…
This paper studies Schauder frames in Banach spaces, a concept which is a natural generalization of frames in Hilbert spaces and Schauder bases in Banach spaces. The associated minimal and maximal spaces are introduced, as are shrinking and…
Banach's fixed point theorem in linear n-normed space is being developed. Also, we present several theorems on fixed points in linear n-normed space.
In this paper we introduce a game whose value functions converge (as a parameter that measures the size of the steps goes to zero) uniformly to solutions to the second order Pucci maximal operators.
We consider a finite state, finite action, zero-sum stochastic games with data defining the game lying in the ordered field of algebraic numbers. In both the discounted and the limiting average versions of these games we prove that the…
In a companion paper (Studia Math., 2023), we proved for every $\lambda\in(1,2]$ the existence of a $(\lambda^+)$-injective renorming of $\ell_\infty$ that is not $\lambda$-injective, thereby establishing a~forgotten theorem of…
We introduce the notion of universal graphs as a tool for constructing algorithms solving games of infinite duration such as parity games and mean payoff games. In the first part we develop the theory of universal graphs, with two goals:…