Výsledky vyhledávání

Report

Zero-Sum Games involving Teams against Teams: Existence of Equilibria, and Comparison and Regularity in Information

Autor: Hogeboom-Burr, Ian, Yüksel, Serdar

Many emerging problems involve teams of agents taking part in a game. Such problems require a stochastic analysis with regard to the correlation structures among the agents belonging to a given team. In the context of Standard Borel spaces, this pape

Externí odkaz: http://arxiv.org/abs/2206.12048

Zobrazit plný text záznamu

Report

Sequential Stochastic Control (Single or Multi-Agent) Problems Nearly Admit Change of Measures with Independent Measurements

Autor: Hogeboom-Burr, Ian, Yüksel, Serdar

Change of measures has been an effective method in stochastic control and analysis; in continuous-time control this follows Girsanov's theorem applied to both fully observed and partially observed models, in decentralized stochastic control (or stoch

Externí odkaz: http://arxiv.org/abs/2111.15120

Zobrazit plný text záznamu

Report

Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams

Autor: Hogeboom-Burr, Ian, Yüksel, Serdar

We study continuity properties of stochastic game problems with respect to various topologies on information structures, defined as probability measures characterizing a game. We will establish continuity properties of the value function under total

Externí odkaz: http://arxiv.org/abs/2109.11035

Zobrazit plný text záznamu

Report

Comparison of Information Structures for Zero-Sum Games and a Partial Converse to Blackwell Ordering in Standard Borel Spaces

Autor: Hogeboom-Burr, Ian, Yüksel, Serdar

In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state variable and an action variable which is restricted to be conditionally

Externí odkaz: http://arxiv.org/abs/2005.06673

Zobrazit plný text záznamu