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An Immunization Strategy is a Minimax Strategy
The Journal of Finance, 1979IN A SERIES OF PAPERS-Fisher and Weil [7], Bierwag [2, 3, 4], Bierwag and Kaufman [5], and Khang [14] show that an investor can immunize a portfolio of default free coupon bonds against unexpected interest rate fluctuations by selecting a portfolio that has some appropriate measure of duration which is equal to the length of the investor's planning ...
Bierwag, G O, Khang, Chulsoon
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2015 22nd International Symposium on Temporal Representation and Reasoning (TIME), 2015
In game-theory, a classic qualitative question is to check whether a designed set of the players has a winning strategy. In several safety-critical applications, however, it is important to ensure that some redundant strategies also exist, to be used in case of some fault.
Vadim Malvone +3 more
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In game-theory, a classic qualitative question is to check whether a designed set of the players has a winning strategy. In several safety-critical applications, however, it is important to ensure that some redundant strategies also exist, to be used in case of some fault.
Vadim Malvone +3 more
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Journal of Information Systems Management, 1988
Abstract The year 1987 may well be remembered as the Year of Strategy. The ideas of using information as a strategic weapon, of creating information systems that advance corporate strategic purposes, and of using information systems for competitive advantage were everywhere - at professional meetings, in journal articles, and in books.
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Abstract The year 1987 may well be remembered as the Year of Strategy. The ideas of using information as a strategic weapon, of creating information systems that advance corporate strategic purposes, and of using information systems for competitive advantage were everywhere - at professional meetings, in journal articles, and in books.
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1999
In this contribution we propose a strategy which focuses on the game as well as on the opponent. Preference is given to the thoughts of the opponent, so that the strategy might be speculative. We describe a generalization of OM search, called (D, d)-OM search, where D stands for the depth of search by the player and d for the opponent's depth of search.
Xinbo Gao 0001 +3 more
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In this contribution we propose a strategy which focuses on the game as well as on the opponent. Preference is given to the thoughts of the opponent, so that the strategy might be speculative. We describe a generalization of OM search, called (D, d)-OM search, where D stands for the depth of search by the player and d for the opponent's depth of search.
Xinbo Gao 0001 +3 more
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International Joint Conference on Autonomous Agents and Multiagent Systems, 2011
There has been significant recent interest in computing good strategies for large games. Most prior work involves computing an approximate equilibrium strategy in a smaller abstract game, then playing this strategy in the full game. In this paper, we present a modification of this approach that works by constructing a deterministic strategy in the full
Sam Ganzfried +2 more
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There has been significant recent interest in computing good strategies for large games. Most prior work involves computing an approximate equilibrium strategy in a smaller abstract game, then playing this strategy in the full game. In this paper, we present a modification of this approach that works by constructing a deterministic strategy in the full
Sam Ganzfried +2 more
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Journal of Automated Reasoning, 2003
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