Results 71 to 80 of about 2,598,796 (193)
Robust stochastic stability [PDF]
A strategy profile of a game is called robustly stochastically stable if it is stochastically stable for a given behavioral model independently of the specification of revision opportunities and tie-breaking assumptions in the dynamics.
Carlos Alós–Ferrer, Nick Netzer
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Linear-Quadratic-Singular Stochastic Differential Games and Applications
, 2023 Dianetti J. Linear-Quadratic-Singular Stochastic Differential Games and Applications. Center for Mathematical Economics Working Papers. Vol 678. Bielefeld: Center for Mathematical Economics; 2023.We consider a class of non-cooperative N -player non-zero ...
Dianetti, Jodi
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Explicit Formulas for Repeated Games with Absorbing States [PDF]
Explicit formulas for the asymptotic value and the asymptotic minmax of finite discounted absorbing games are provided. New simple proofs for the existence of the limits when the players are more and more patient (i.e. when the discount factor goes zero)
Rida Laraki
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On the Adjoint Markov Policies in Stochastic Differential Games
Communications on Stochastic Analysis, 2019 We consider time-homogeneous uniformly nondegenerate stochastic differential games in domains and propose constructing $\varepsilon$-optimal strategies and policies by using adjoint Markov strategies and adjoint Markov policies which are actually time-homogeneous Markov, however, relative not to the original process but to a couple of processes ...
openaire +3 more sources
Avoiding the Curse of Dimensionality in Dynamic Stochastic Games [PDF]
Discrete-time stochastic games with a finite number of states have been widely ap- plied to study the strategic interactions among forward-looking players in dynamic en- vironments.
Kenneth L. Judd, Ulrich Doraszelski
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Convexity, Differential Equations, and Games [PDF]
Theoretical and experimental studies of noncooperative games increasingly recognize Nash equilibrium as a limiting outcome of players‘ repeated interaction. This note, while sharing that view, illustrates and advocates combined use of convex optimization
Sjur Didrik Flåm
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A User''s Guide to Solving Dynamic Stochastic Games Using the Homotopy Method [PDF]
This paper provides a step-by-step guide to solving dynamic stochastic games using the homotopy method. The homotopy method facilitates exploring the equilibrium correspondence in a systematic fashion; it is especially useful in games that have multiple ...
Ron N. Borkovsky +2 more
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Recursive Methods in Discounted Stochastic Games: An Algorithm for delta Approaching 1 and a Folk Theorem [PDF]
We present an algorithm to compute the set of perfect public equilibrium payoffs as the discount factor tends to one for stochastic games with observable states and public (but not necessarily perfect) monitoring when the limiting set of (long-run ...
Takuo Sugaya +3 more
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On the viscosity solutions of a stochastic differential utility problem [PDF]
We prove existence, uniqueness and gradient estimates of stochastic differential utility as a solution of the Cauchy problem for degenerate nonlinear partial differential equation.
Andrea Pascucci, Fabio Antonelli
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Stochastic differential games with inside information
, 2016 We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida–Malliavin calculus, forward integrals and the Donsker delta ...
Draouil, Olfa, Øksendal, Bernt
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