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1
Robust non-zero-sum stochastic differential reinsurance game
Published 2016Subjects: Get full text
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2
The speed of convergence in congestion games under best-response dynamics
Published 2013“…In Ackermann et al. [2008] it has been shown that the convergence time of such dynamics to Nash equilibrium may be exponential in the number of players n. …”
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3
Mean-field games of optimal stopping : a relaxed solution approach
Published 2020“…This framework allows us to prove the existence of a relaxed Nash equilibrium and the uniqueness of the associated value of the representative agent under mild assumptions. …”
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4
Non-zero-sum reinsurance games subject to ambiguous correlations
Published 2016“…We establish the general framework of Nash equilibrium for the coupled optimization problems. …”
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5
Robust Time-Inconsistent Stochastic Control Problems
Published 2018“…We adopt a game-theoretic framework and the concept of subgame perfect Nash equilibrium to derive an extended dynamic programming equation and extended Hamilton–Jacobi–Bellman–Isaacs equations for characterizing the robust dynamically optimal control of the problem. …”
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6
Technological change in water use : a mean-field game approach to optimal investment timing
Published 2022“…We formulate the problem of finding a Nash equilibrium as a mean-fi eld game (MFG) of optimal stopping. …”
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7
An extended McKean–Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix
Published 2024“…We apply a game-theoretic concept of subgame perfect Nash equilibrium to develop a robust equilibrium control approach, which can yield robust time-consistent decisions. …”
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8
Learning GANs in simultaneous game using Sinkhorn with positive features
Published 2022“…These are the local Nash equilibrium points. We carried out numerical experiments to confirm that our model is computationally stable. …”
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Journal Article -
9
Approximate pure nash equilibria in weighted congestion games: existence, efficient computation, and structure
Published 2013“…As a byproduct of our techniques, we also show the following interesting structural statement for weighted congestion games with polynomial latency functions of maximum degree d ≥ 2: polynomially-long sequences of best-response moves from any initial state to a d O(d2)-approximate pure Nash equilibrium exist and can be efficiently identified in such games as long as d is constant. …”
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Conference Paper