Displaying similar documents to “Evolution equations in discrete and continuous time for nonexpansive operators in Banach spaces”

Dynamic Programming Principle for tug-of-war games with noise

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point   Ω, Players I and II play an -step tug-of-war game with probability , and with probability ( +  = 1), a random point in the ball of radius centered at is chosen. Once the game position reaches the boundary, Player II pays Player I the amount given by a fixed payoff function . We give a detailed proof of the fact that...

Dynamic Programming Principle for tug-of-war games with noise

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point   Ω, Players I and II play an -step tug-of-war game with probability , and with probability ( +  = 1), a random point in the ball of radius centered at is chosen. Once the game position reaches the boundary, Player II pays Player I the amount given by a fixed payoff function . We give a detailed proof of the fact that...

Repeated games with asymmetric information modeling financial markets with two risky assets

Victoria Kreps, Victor Domansky (2013)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

We consider multistage bidding models where two types of risky assets (shares) are traded between two agents that have different information on the liquidation prices of traded assets. These prices are random integer variables that are determined by the initial chance move according to a probability distribution p over the two-dimensional integer lattice that is known to both players. Player 1 is informed on the prices of both types of shares, but Player 2 is not. The bids may take any...

Dynamic Programming Principle for tug-of-war games with noise

Juan J. Manfredi, Mikko Parviainen, Julio D. Rossi (2012)

ESAIM: Control, Optimisation and Calculus of Variations

Similarity:

We consider a two-player zero-sum-game in a bounded open domain Ω described as follows: at a point x ∈ Ω, Players I and II play an ε-step tug-of-war game with probability α, and with probability β (α + β = 1), a random point in the ball of radius ε centered at x is chosen. Once the...