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How Long Can One Bluff in the Domination Game?

Boštan Brešar, Paul Dorbec, Sandi Klavžar, Gašpar Košmrlj (2017)

Discussiones Mathematicae Graph Theory

The domination game is played on an arbitrary graph G by two players, Dominator and Staller. The game is called Game 1 when Dominator starts it, and Game 2 otherwise. In this paper bluff graphs are introduced as the graphs in which every vertex is an optimal start vertex in Game 1 as well as in Game 2. It is proved that every minus graph (a graph in which Game 2 finishes faster than Game 1) is a bluff graph. A non-trivial infinite family of minus (and hence bluff) graphs is established. minus graphs...

How to state necessary optimality conditions for control problems with deviating arguments?

Lassana Samassi, Rabah Tahraoui (2008)

ESAIM: Control, Optimisation and Calculus of Variations

The aim of this paper is to give a general idea to state optimality conditions of control problems in the following form: inf ( u , v ) 𝒰 a d 0 1 f t , u ( θ v ( t ) ) , u ' ( t ) , v ( t ) d t , (1) where 𝒰 a d is a set of admissible controls and θ v is the solution of the following equation: { d θ ( t ) d t = g ( t , θ ( t ) , v ( t ) ) , t [ 0 , 1 ] ; θ ( 0 ) = θ 0 , θ ( t ) [ 0 , 1 ] t . (2). The results are nonlocal and new.

Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns

Rubén Becerril-Borja, Raúl Montes-de-Oca (2021)

Kybernetika

The authors introduce risk sensitivity to a model of sequential games where players don't know beforehand which of them will make a choice at each stage of the game. It is shown that every sequential game without a predetermined order of turns with risk sensitivity has a Nash equilibrium, as well as in the case in which players have types that are chosen for them before the game starts and that are kept from the other players. There are also a couple of examples that show how the equilibria might...

Incompleteness of the bond market with Lévy noise under the physical measure

Michał Barski (2015)

Banach Center Publications

The problem of completeness of the forward rate based bond market model driven by a Lévy process under the physical measure is examined. The incompleteness of market in the case when the Lévy measure has a density function is shown. The required elements of the theory of stochastic integration over the compensated jump measure under a martingale measure are presented and the corresponding integral representation of local martingales is proven.

Indices económicos. Modelo dinámico de inversión.

M.ª Angeles Fernández Fernández (1986)

Trabajos de Investigación Operativa

Se estudia el problema de inversión en un mercado en donde las rentabilidades aleatorias de los títulos satisfacen una relación temporal con rentabilidades anteriores y las interrelaciones vendrán dadas a través de unos índices, uno común a todos los títulos y otro específico del sector en que pueda incluirse cada título.

Indifference valuation in incomplete binomial models

M. Musiela, E. Sokolova, T. Zariphopoulou (2010)

MathematicS In Action

The indifference valuation problem in incomplete binomial models is analyzed. The model is more general than the ones studied so far, because the stochastic factor, which generates the market incompleteness, may affect the transition propabilities and/or the values of the traded asset as well as the claim’s payoff. Two pricing algorithms are constructed which use, respectively, the minimal martingale and the minimal entropy measures. We study in detail the interplay among the different kinds of...

Infinite asymptotic games

Christian Rosendal (2009)

Annales de l’institut Fourier

We study infinite asymptotic games in Banach spaces with a finite-dimensional decomposition (F.D.D.) and prove that analytic games are determined by characterising precisely the conditions for the players to have winning strategies. These results are applied to characterise spaces embeddable into p sums of finite dimensional spaces, extending results of Odell and Schlumprecht, and to study various notions of homogeneity of bases and Banach spaces. The results are related to questions of rapidity...

Infinite games and chain conditions

Santi Spadaro (2016)

Fundamenta Mathematicae

We apply the theory of infinite two-person games to two well-known problems in topology: Suslin’s Problem and Arhangel’skii’s problem on the weak Lindelöf number of the G δ topology on a compact space. More specifically, we prove results of which the following two are special cases: 1) every linearly ordered topological space satisfying the game-theoretic version of the countable chain condition is separable, and 2) in every compact space satisfying the game-theoretic version of the weak Lindelöf...

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