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Strong functors and interleaving fixpoints in game semantics

Pierre Clairambault (2013)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

We describe a sequent calculus μLJ with primitives for inductive and coinductive datatypes and equip it with reduction rules allowing a sound translation of Gödel’s system T. We introduce the notion of a μ-closed category, relying on a uniform interpretation of open μLJ formulas as strong functors. We show that any μ-closed category is a sound model for μLJ. We then turn to the construction of a concrete μ-closed category based on Hyland-Ong game semantics. The model relies on three main ingredients:...

Superadditivity in general fuzzy coalition games

Milan Mareš (2000)

Kybernetika

The superadditivity and related concepts belong to the fundamental ones in the coalition game theory. Their definition in general coalition games (games without side-payments) is based on the set theoretical approaches. It means that in the case of fuzzy coalition games the set theoretical model can be modified into the fuzzy set theoretical one. In this paper, the coalition games without side-payments and with fuzzy expectations of the pay-offs of players are considered and it is shown that for...

Sur l’équilibre fort selon Berge

Moussa Larbani, Rabia Nessah (2001)

RAIRO - Operations Research - Recherche Opérationnelle

Dans cet article nous étudions les propriétés essentielles de l’équilibre fort selon Berge (EFSB) pour les jeux à n personnes, ensuite nous prouvons son existence en utilisant l’inégalité de Ky Fan et donnons un procédé adéquat pour sa recherche pratique.

Sur l'équilibre fort selon Berge

Moussa Larbani, Rabia Nessah (2010)

RAIRO - Operations Research

In this paper we study the main properties of the strong Berge equilibrium, then we prove a theorem of its existence based on the Ky Fan inequality and finally, we provide an algorithm for its determination.

Switched Stackelberg game analysis of false data injection attacks on networked control systems

Yabing Huang, Jun Zhao (2020)

Kybernetika

This paper is concerned with a security problem for a discrete-time linear networked control system of switched dynamics. The control sequence generated by a remotely located controller is transmitted over a vulnerable communication network, where the control input may be corrupted by false data injection attacks launched by a malicious adversary. Two partially conflicted cost functions are constructed as the quantitative guidelines for both the controller and the attacker, after which a switched...

Target achieving portfolio under model misspecification: quadratic optimization framework

Dariusz Zawisza (2012)

Applicationes Mathematicae

We incorporate model uncertainty into a quadratic portfolio optimization framework. We consider an incomplete continuous time market with a non-tradable stochastic factor. Two stochastic game problems are formulated and solved using Hamilton-Jacobi-Bellman-Isaacs equations. The proof of existence and uniqueness of a solution to the resulting semilinear PDE is also provided. The latter can be used to extend many portfolio optimization results.

Tarification par des jeux coopératifs avec demandes élastiques

F. Bendali, J. Mailfert, A. Quilliot (2001)

RAIRO - Operations Research - Recherche Opérationnelle

Nous proposons ici un modèle de Tarification basé sur une extension du formalisme des Jeux Coopératifs et qui prend en compte la notion d’Élasticité de la Demande. Nous présentons pour ce modèle un résultat d’existence ainsi qu’un algorithme de calcul associé. Nous interprétons enfin ce nouveau concept dans le cas d’un problème de production et nous le prolongeons au cas d’un problème de transport.

Tarification par des jeux Coopératifs avec Demandes Élastiques

F. Bendali, J. Mailfert, A. Quilliot (2010)

RAIRO - Operations Research

We propose here a pricing Model which is an extension of the Cooperative Game concept and which includes a notion of Elastic Demand. We present some existence results as well as some algorithms. We conclude by discussing this model in the context of some Production and Transportation problems.

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