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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...

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