All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Page 1 Next

Displaying 1 – 20 of 25

Showing per page

A game-theoretical model of competition for staff between two departments

A. Y. Garnaev (2006)

Banach Center Publications

The main purpose of this paper is to analyze a development of a scenario suggested by Baston and Garnaev (2005) for modelling the situation where two departments in a large organization are each seeking to make an appointment within the same area of expertise, for instance, a computer science specialist. The departments are interested in three skills of the candidate (say, writing code, communication and in algorithms). In our scenario Department 1 wants to employ a candidate with excellent skills...

A two armed bandit type problem revisited

Gilles Pagès (2005)

ESAIM: Probability and Statistics

In Benaïm and Ben Arous (2003) is solved a multi-armed bandit problem arising in the theory of learning in games. We propose a short and elementary proof of this result based on a variant of the Kronecker lemma.

A two armed bandit type problem revisited

Gilles Pagès (2010)

ESAIM: Probability and Statistics

In Benaïm and Ben Arous (2003) is solved a multi-armed bandit problem arising in the theory of learning in games. We propose a short and elementary proof of this result based on a variant of the Kronecker lemma.

Approximations of dynamic Nash games with general state and action spaces and ergodic costs for the players

Tomasz Bielecki (1997)

Applicationes Mathematicae

The purpose of this paper is to prove existence of an ε -equilib- rium point in a dynamic Nash game with Borel state space and long-run time average cost criteria for the players. The idea of the proof is first to convert the initial game with ergodic costs to an ``equivalent" game endowed with discounted costs for some appropriately chosen value of the discount factor, and then to approximate the discounted Nash game obtained in the first step with a countable state space game for which existence...

Convergence method, properties and computational complexity for Lyapunov games

Julio B. Clempner, Alexander S. Poznyak (2011)

International Journal of Applied Mathematics and Computer Science

We introduce the concept of a Lyapunov game as a subclass of strictly dominated games and potential games. The advantage of this approach is that every ergodic system (repeated game) can be represented by a Lyapunov-like function. A direct acyclic graph is associated with a game. The graph structure represents the dependencies existing between the strategy profiles. By definition, a Lyapunov-like function monotonically decreases and converges to a single Lyapunov equilibrium point identified by...

Correlated equilibria in competitive staff selection problem

David M. Ramsey, Krzysztof Szajowski (2006)

Banach Center Publications

This paper deals with an extension of the concept of correlated strategies to Markov stopping games. The Nash equilibrium approach to solving nonzero-sum stopping games may give multiple solutions. An arbitrator can suggest to each player the decision to be applied at each stage based on a joint distribution over the players' decisions. This is a form of equilibrium selection. Examples of correlated equilibria in nonzero-sum games related to the staff selection competition in the case of two departments...

Equilibria in a class of games and topological results implying their existence.

R.S. Simon, S. Spiez, H. Torunczyk (2008)

RACSAM

We survey results related to the problem of the existence of equilibria in some classes of infinitely repeated two-person games of incomplete information on one side, first considered by Aumann, Maschler and Stearns. We generalize this setting to a broader one of principal-agent problems. We also discuss topological results needed, presenting them dually (using cohomology in place of homology) and more systematically than in our earlier papers.

Nonzero-sum semi-Markov games with countable state spaces

Wojciech Połowczuk (2000)

Applicationes Mathematicae

We consider nonzero-sum semi-Markov games with a countable state space and compact metric action spaces. We assume that the payoff, mean holding time and transition probability functions are continuous on the action spaces. The main results concern the existence of Nash equilibria for nonzero-sum discounted semi-Markov games and a class of ergodic semi-Markov games with the expected average payoff criterion.

On approximations of nonzero-sum uniformly continuous ergodic stochastic games

Andrzej Nowak (1999)

Applicationes Mathematicae

We consider a class of uniformly ergodic nonzero-sum stochastic games with the expected average payoff criterion, a separable metric state space and compact metric action spaces. We assume that the payoff and transition probability functions are uniformly continuous. Our aim is to prove the existence of stationary ε-equilibria for that class of ergodic stochastic games. This theorem extends to a much wider class of stochastic games a result proven recently by Bielecki [2].

Recognition rules in weighted majority games and their implications

Krzysztof Kasprzyk (2006)

Banach Center Publications

This paper examines implications of different random recognition rules used to select proposal-makers on the payoffs of players participating in a weighted majority game. In particular, incentives to strategically alter the set of players by strategic splits or mergers are investigated.

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

Victoria Kreps, Victor Domansky (2013)

RAIRO - Operations Research - Recherche Opérationnelle

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 integer values....

Currently displaying 1 – 20 of 25

Page 1 Next