Stock market as a dynamic game with continuum of players
Agnieszka Wiszniewska-Matyszkiel (2008)
Control and Cybernetics
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Agnieszka Wiszniewska-Matyszkiel (2008)
Control and Cybernetics
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Vikor Method, Serafim Opricović (2009)
The Yugoslav Journal of Operations Research
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Grebla, Horea Adrian (2006)
Acta Universitatis Apulensis. Mathematics - Informatics
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Łukasz Kuciński (2011)
Applicationes Mathematicae
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The problem of choosing an optimal insurance policy for an individual has recently been better understood, particularly due to the papers by Gajek and Zagrodny. In this paper we study its multi-agent version: we assume that insureds cooperate with one another to maximize their utility function. They create coalitions by bringing their risks to the pool and purchasing a common insurance contract. The resulting outcome is divided according to a certain rule called strategy. We address...
Fischer, Ronald D., Mirman, Leonard J. (1997)
Journal of Applied Mathematics and Decision Sciences
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Pedro Mariano, Luís Correia (2015)
International Journal of Applied Mathematics and Computer Science
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We analyse Give and Take, a multi-stage resource sharing game to be played between two players. The payoff is dependent on the possession of an indivisible and durable resource, and in each stage players may either do nothing or, depending on their roles, give the resource or take it. Despite these simple rules, we show that this game has interesting complex dynamics. Unique to Give and Take is the existence of multiple Pareto optimal profiles that can also be Nash equilibria, and a...
Spasoje Mučibabić (2006)
The Yugoslav Journal of Operations Research
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Xu, Jiuping, Yao, Liming (2010)
International Journal of Mathematics and Mathematical Sciences
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Heuer, Gerald H. (2001)
International Journal of Mathematics and Mathematical Sciences
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Alessandro Sordoni, Jean-Pierre Briot, Isabelle Alvarez, Eurico Vasconcelos, Marta de Azevedo Irving, Gustavo Melo (2010)
RAIRO - Operations Research
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This paper addresses an ongoing experience in the design of an artificial agent taking decisions and combining them with the decisions taken by human agents. The context is a serious game research project, aimed at computer-based support for participatory management of protected areas (and more specifically national parks) in order to promote biodiversity conservation and social inclusion. Its objective is to help various stakeholders (, environmentalist, tourism operator) to collectively...
Flammenkamp, Achim, Holshouser, Arthur, Reiter, Harold (2003)
The Electronic Journal of Combinatorics [electronic only]
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Jaicer López-Rivero, Rolando Cavazos-Cadena, Hugo Cruz-Suárez (2022)
Kybernetika
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This work is concerned with discrete-time Markov stopping games with two players. At each decision time player II can stop the game paying a terminal reward to player I, or can let the system to continue its evolution. In this latter case player I applies an action affecting the transitions and entitling him to receive a running reward from player II. It is supposed that player I has a no-null and constant risk-sensitivity coefficient, and that player II tries to minimize the utility...
Patrick Maillé (2007)
RAIRO - Operations Research
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The Progressive Second Price mechanism (PSP), recently introduced by Lazar and Semret to share an infinitely-divisible resource among users through pricing, has been shown to verify very interesting properties. Indeed, the incentive compatibility property of that scheme, and the convergence to an efficient resource allocation where established, using the framework of . Therefore, that auction-based allocation and pricing scheme seems particularly well-suited to solve congestion problems...