Zobrazeno 1 - 10
of 103
pro vyhledávání: '"Rainer, Catherine"'
We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a population of small players playing in a Nash Mean Field Game equilibri
Externí odkaz:
http://arxiv.org/abs/2311.05229
We study quitting games and define the concept of absorption paths, which is an alternative definition to strategy profiles that accomodates both discrete time aspects and continuous time aspects, and is parameterized by the total probability of abso
Externí odkaz:
http://arxiv.org/abs/2012.04369
We present an example of symmetric ergodic $N$-players differential games, played in memory strategies on the position of the players, for which the limit set, as $N\to +\infty$, of Nash equilibrium payoffs is large, although the game has a single me
Externí odkaz:
http://arxiv.org/abs/1907.09785
We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy for the i
Externí odkaz:
http://arxiv.org/abs/1903.07439
Mean field games (MFG) are dynamic games with infinitely many infinitesimal agents. In this context, we study the efficiency of Nash MFG equilibria: Namely, we compare the social cost of a MFG equilibrium with the minimal cost a global planner can ac
Externí odkaz:
http://arxiv.org/abs/1802.06637
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Autor:
Gensbittel, Fabien, Rainer, Catherine
We study a two-player zero-sum game in continuous time, where the payoff-a running cost-depends on a Brownian motion. This Brownian motion is observed in real time by one of the players. The other one observes only the actions of his opponent. We pro
Externí odkaz:
http://arxiv.org/abs/1610.02955
Autor:
Gensbittel, Fabien, Rainer, Catherine
We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where both players
Externí odkaz:
http://arxiv.org/abs/1602.06140
Publikováno v:
In Games and Economic Behavior July 2020 122:83-104
Akademický článek
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