相关论文: Details for "Least-Squares Prices of Games"
What are the prices of random variables? In this paper, we define the least-squares prices of coin-flipping games, which are proved to be minimal, positive linear, and arbitrage-free. These prices depend both on a set of games that are…
The Annals of Applied Probability 16 (2006) 984--1033 [URL: http://projecteuclid.org/euclid.aoap/1151592257]
This note, suitable for a lecture in an advanced undergraduate or basic graduate course on the economic theory of networks, exposits basic ideas of linear best-response games and their equilibria.
Many important values for cooperative games are known to arise from least square optimization problems. The present investigation develops an optimization framework to explain and clarify this phenomenon in a general setting. The main…
An improved (streamlined and extended) version of this paper is available as math.RA/0203010, which however omits some details. We recommend the later version unless details are essential.
Correction for Error estimates for binomial approximations of game options [math.PR/0607123]
In Zeng et al. [Fluct. Noise Lett. 7 (2007) L439--L447] the analysis of the lowest unique positive integer game is simplified by some reasonable assumptions that make the problem tractable for arbitrary numbers of players. However, here we…
We provide supplementary appendices to the paper Misere quotients for impartial games. These include detailed solutions to many of the octal games discussed in the paper, and descriptions of the algorithms used to compute most of our…
An expository introduction to bidding chess and other bidding games. To appear in Mathematical Intelligencer.
We construct algorithms via binomial approximations for computation of prices of game put options and obtain estimates of approximation errors.
Given a set of alternatives to be ranked, and some pairwise comparison data, ranking is a least squares computation on a graph. The vertices are the alternatives, and the edge values comprise the comparison data. The basic idea is very…
Nearly a decade ago, Azrieli and Shmaya introduced the class of $\lambda$-Lipschitz games in which every player's payoff function is $\lambda$-Lipschitz with respect to the actions of the other players. They showed that such games admit…
We present a new class of vertex cover and set cover games. The price of anarchy bounds match the best known constant factor approximation guarantees for the centralized optimization problems for linear and also for submodular costs -- in…
Main papers on quantum games are written by physicists for physicists, and the inevitable exploitation of physics jargon may create difficulties for mathematicians or economists. Our goal here is to make clear the physical content and to…
In this paper we survey the computational time complexity of assorted simple stochastic game problems, and we give an overview of the best known algorithms associated with each problem.
In settings where full incentive-compatibility is not available, such as core-constraint combinatorial auctions and budget-balanced combinatorial exchanges, we may wish to design mechanisms that are as incentive-compatible as possible. This…
We propose a benchmark suite for parity games that includes all benchmarks that have been used in the literature, and make it available online. We give an overview of the parity games, including a description of how they have been…
In recent years, there has been a growing interest in games on graphs within the research community, fueled by their relevance in applications such as economics, politics, and epidemiology. This paper aims to comprehensively detail the…
This paper has a twofold scope. The first one is to clarify and put in evidence the isomorphic character of two theories developed in quite different fields: on one side, threshold logic, on the other side, simple games. One of the main…
We introduce a class of extensive form games where players might not be able to foresee the possible consequences of their decisions and form a model of their opponents which they exploit to achieve a more profitable outcome. We improve…