Reduced canonical forms of stoppers.
Refinamiento del concepto de n-tupla de Selten.
En este artículo revisamos los conceptos de equilibrio perfecto y propio para juegos en forma normal y obtenemos un refinamiento del equilibrio perfecto.
Refinamientos del concepto de equilibrio en extensiones generalizadas de juegos finitos.
En este trabajo introducimos la extensión generalizada de un jungo n-personal finito en forma normal y, en dicho contexto, damos un concepto de equilibrio y algunos refinamientos estables de él. Se indican casos particulares de notable interés.
Reflected forward-backward SDEs and obstacle problems with boundary conditions.
Regularity in the -sequences of octal games with a pass.
Régulation dynamique conflictuelle
Relations between sequences and selection properties.
Relative Measurement and Its Generalization in Decision Making. Why Pairwise Comparisons are Central in Mathematics for the Measurement of Intangible Factors. The Analytic Hierarchy/Network Process.
According to the great mathematician Henri Lebesgue, making direct comparisons of objects with regard to a property is a fundamental mathematical process for deriving measurements. Measuring objects by using a known scale first then comparing the measurements works well for properties for which scales of measurement exist. The theme of this paper is that direct comparisons are necessary to establish measurements for intangible properties that have no scales of measurement. In that case the value...
Remarks on a game of Choquet
Remarks on pebble games on graphs
Repeated games with asymmetric information modeling financial markets with two risky assets
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....
Repetitive play of a game against nature
Robust portfolio selection under exponential preferences
We consider an incomplete market with an untradable stochastic factor and a robust investment problem based on the CARA utility. We formulate it as a stochastic differential game problem, and use Hamilton-Jacobi-Bellman-Isaacs equations to derive an explicit representation of the robust optimal portfolio; the HJBI equation is transformed using a substitution of the Cole-Hopf type. Not only the pure investment problem, but also a problem of robust hedging is taken into account: an agent tries to...
Saddle-point problems in partial differential equations and applications to linear quadratic differential games
Saturations of gambling houses
Schutz eines Intervalles vor zwei Angreifern - ein einfaches Differentialspiel.
Search Game on an Odd Number of Arcs with Immobile Hider
Search Game on the Union of N Identical Graphs Joined at One or Two Points
Secretary Problems with Inspection Costs as a Game.
Selection principles and Baire spaces