O teorii strategických her
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Observation on the problem of the gambler's ruin. (Poznámka k problemu ruinováni hrácu.)
On a class of nonlinear evasion games
On a Combinatorial game
On a condition weaker than insatiability condition
A condition weaker than the insatiability condition is given.
On a differential game of evasion described by a class of nonlinear Volterra integrodifferential equations
On a dual network exterior point simplex type algorithm and its computational behavior
The minimum cost network flow problem, (MCNFP) constitutes a wide category of network flow problems. Recently a new dual network exterior point simplex algorithm (DNEPSA) for the MCNFP has been developed. This algorithm belongs to a special “exterior point simplex type” category. Similar to the classical dual network simplex algorithm (DNSA), this algorithm starts with a dual feasible tree-solution and after a number of iterations, it produces a solution that is both primal and dual feasible, i.e....
On a dual network exterior point simplex type algorithm and its computational behavior∗
The minimum cost network flow problem, (MCNFP) constitutes a wide category of network flow problems. Recently a new dual network exterior point simplex algorithm (DNEPSA) for the MCNFP has been developed. This algorithm belongs to a special “exterior point simplex type” category. Similar to the classical dual network simplex algorithm (DNSA), this algorithm starts with a dual feasible tree-solution and after a number of iterations, it produces a...
On a Formulation of Discrete, N-Person Non Cooperative Games.
On a functional equation of Luce.
On a game of Sierpiński
On a game theoretical model of cooperative market
On a generalization of Meyniel's conjecture on the Cops and Robbers game.
On a modified game of Sierpiński
On a new solution concept for bargaining problems
The purpose of this paper is to discuss the properties of a new solution of the 2-person bargaining problem as formulated by Nash, the so-called Average Pay-off solution. This solution of a very simple form has a natural interpretation based on the center of gravity of the feasible set, and it is "more sensitive" to changes of feasible sets than any other standard bargaining solution. It satisfies the standard axioms: Pareto-Optimality, Symmetry, Scale Invariance, Continuity and Twisting. Moreover,...
On a nonlinear differential game of evasion with constraints
On a problem of evasion
On approximations of nonzero-sum uniformly continuous ergodic stochastic games
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].