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GTES : une méthode de simulation par jeux et apprentissage pour l'analyse des systèmes d'acteurs

Y. Caseau (2009)

RAIRO - Operations Research

Cet article décrit une approche de la modélisation d'un système d'acteurs, particulièrement adaptée à la modélisation des entreprises, fondée sur la théorie des jeux [11] et sur l'optimisation par apprentissage du comportement de ces acteurs. Cette méthode repose sur la combinaison de trois techniques : la simulation par échantillonnage (Monte-Carlo), la théorie des jeux pour ce qui concerne la recherche d'équilibre entre les stratégies, et les méthodes heuristiques d'optimisation locale,...

Guessing secrets.

Chung, Fan, Graham, Ronald, Leighton, Tom (2001)

The Electronic Journal of Combinatorics [electronic only]

Gδ -sets in topological spaces and games

Winfried Just, Marion Scheepers, Juris Steprans, Paul Szeptycki (1997)

Fundamenta Mathematicae

Players ONE and TWO play the following game: In the nth inning ONE chooses a set O n from a prescribed family ℱ of subsets of a space X; TWO responds by choosing an open subset T n of X. The players must obey the rule that O n ⊆ O n + 1 ⊆ T n + 1 ⊆ T n for each n. TWO wins if the intersection of TWO’s sets is equal to the union of ONE’s sets. If ONE has no winning strategy, then each element of ℱ is a G δ -set. To what extent is the converse true? We show that:  (A) For ℱ the collection of countable subsets of X:   1. There are subsets...

Hamilton–Jacobi equations and two-person zero-sum differential games with unbounded controls

Hong Qiu, Jiongmin Yong (2013)

ESAIM: Control, Optimisation and Calculus of Variations

A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivity conditions, the upper and lower value functions are characterized as the unique viscosity solutions to the corresponding upper and lower Hamilton–Jacobi–Isaacs equations, respectively. Consequently, when the Isaacs’ condition is satisfied, the upper and lower value functions coincide, leading to the existence of the value function of the differential game. Due to the unboundedness of the controls,...

Handling a Kullback-Leibler divergence random walk for scheduling effective patrol strategies in Stackelberg security games

César U. S. Solis, Julio B. Clempner, Alexander S. Poznyak (2019)

Kybernetika

This paper presents a new model for computing optimal randomized security policies in non-cooperative Stackelberg Security Games (SSGs) for multiple players. Our framework rests upon the extraproximal method and its extension to Markov chains, within which we explicitly compute the unique Stackelberg/Nash equilibrium of the game by employing the Lagrange method and introducing the Tikhonov regularization method. We also consider a game-theory realization of the problem that involves defenders and...

Hedging in complete markets driven by normal martingales

Youssef El-Khatib, Nicolas Privault (2003)

Applicationes Mathematicae

This paper aims at a unified treatment of hedging in market models driven by martingales with deterministic bracket ⟨ M , M ⟩ t , including Brownian motion and the Poisson process as particular cases. Replicating hedging strategies for European, Asian and Lookback options are explicitly computed using either the Clark-Ocone formula or an extension of the delta hedging method, depending on which is most appropriate.

Hedging of the European option in discrete time under transaction costs depending on time

Marek Andrzej Kociński (2010)

Applicationes Mathematicae

Hedging of the European option in a discrete time financial market with proportional transaction costs is considered. It is shown that for a certain class of options the set of portfolios which allow the seller to pay the claim of the buyer in quite a general discrete time market model is the same as the set of such portfolios under the assumption that the stock price movement is given by a suitable CRR model.

Hercules versus Hidden Hydra Helper

Jiří Matoušek, Martin Loebl (1991)

Commentationes Mathematicae Universitatis Carolinae

L. Kirby and J. Paris introduced the Hercules and Hydra game on rooted trees as a natural example of an undecidable statement in Peano Arithmetic. One can show that Hercules has a “short” strategy (he wins in a primitively recursive number of moves) and also a “long” strategy (the finiteness of the game cannot be proved in Peano Arithmetic). We investigate the conflict of the “short” and “long” intentions (a problem suggested by J. Nešetřil). After each move of Hercules (trying to kill Hydra fast)...

Hiérarchies conceptuelles de données binaires

Alain Guénoche (1993)

Mathématiques et Sciences Humaines

En classification conceptuelle d'un ensemble d'objets décrits dans un espace de représentation, on cherche à construire une partition des objets en classes disjointes et simultanément une caractérisation de chaque classe dans les termes de l'espace de représentation. Dans le cas, très courant, où cet espace est engendré par des données binaires nous présentons deux algorithmes, dérivés des méthodes ascendantes et descendantes en classification qui maximisent localement un indice de cohésion des...

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