Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Victoria L. Kreps"'
Autor:
Victoria L. Kreps
Publikováno v:
Mathematical Game Theory and Applications. 12:3-18
The set of all linear spaces of continuous two-person zero-sum games on the unit square with pure equilibrium points is considered. It is shown that the set contains maximal linearspaces of any finite dimension greater than three.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c81f42afdae87494b3b5272d9cfb609
https://doi.org/10.17076/mgta_2020_3_19
https://doi.org/10.17076/mgta_2020_3_19
Autor:
Leon A. Petrosyan, Victoria L. Kreps
Publikováno v:
Contributions to Game Theory and Management. 13:441-448
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f134ef3d4bf8a1f84605de5e96464a27
https://doi.org/10.21638/11701/spbu31.2020.25
https://doi.org/10.21638/11701/spbu31.2020.25
Autor:
Victoria L. Kreps
Publikováno v:
Automation and Remote Control. 80:362-379
Using a simplified multistage bidding model with asymmetrically informed agents, De Meyer and Saley [17] demonstrated an idea of endogenous origin of the Brownian component in the evolution of prices on stock markets: random price fluctuations may be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d60b48be9ca736fe62a128875a63b5c2
https://doi.org/10.1134/s0005117919020139
https://doi.org/10.1134/s0005117919020139
Autor:
Victoria L. Kreps, Victor K. Domansky
Publikováno v:
Automation and Remote Control. 77:722-733
This paper considers multistep bidding models where several types of risky assets (shares) are traded between two agents that have different information on the liquidation prices of traded assets. These random prices depend on "a state of nature" det
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99d69a44acb4fd273daf00dfbfa32358
https://doi.org/10.1134/s0005117916040160
https://doi.org/10.1134/s0005117916040160
Autor:
Andrei Matveenko, Victoria L. Kreps
Publikováno v:
International Game Theory Review. 22:1950008
We give a criterion of positivity for the value of a matrix game. We use the criterion to investigate conditions of positivity of value for two classes of games: payoff matrices with all elements outside of the main diagonal having the same sign and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1b37f12eaf9d8dda4f477a8cf3d749c
https://doi.org/10.1142/s0219198919500087
https://doi.org/10.1142/s0219198919500087
Autor:
Victor K. Domansky, Victoria L. Kreps
Publikováno v:
RAIRO - Operations Research. 47:251-272
We consider multistage bidding models where two types of risky assets (shares) are traded between two agents that have different information on the liquidation prices of traded assets. These prices are random integer variables that are determined by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::63193bfd31c64733f0457ca1f3179932
https://doi.org/10.1051/ro/2013037
https://doi.org/10.1051/ro/2013037
Autor:
Victoria L. Kreps, Misha Gavrilovich
Publikováno v:
International Game Theory Review. 20:1750034
We consider random public signals on the state of two-person zero-sum game with incomplete information on both sides (both players do not know the state of the game). To learn the state, each player chooses a finite automaton which receives the publi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::095b726a66e78e24994301a5ecec8325
https://doi.org/10.1142/s0219198917500347
https://doi.org/10.1142/s0219198917500347
Autor:
Victoria L. Kreps
Publikováno v:
Diskretnaya Matematika. 22:115-125
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec5bb590321cffeeb45025f27fb89421
https://doi.org/10.4213/dm1088
https://doi.org/10.4213/dm1088
Autor:
Victoria L. Kreps
Publikováno v:
SSRN Electronic Journal.
We consider finite non-cooperative N person games with fixed numbers mi, i = 1, . . . , N , of pure strategies of player i. We propose the following question: is it possible to extend the vector space of finite non-cooperative m1 × m2 × . . . × mN
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3771eb93782c514dac64200f4480e271
https://doi.org/10.2139/ssrn.2840819
https://doi.org/10.2139/ssrn.2840819
Autor:
Victoria L. Kreps, Misha Gavrilovich
Publikováno v:
SSRN Electronic Journal.
It is well-known that large random structures may have non-random macroscopic properties. We give an example of non-random properties for a class of large optimization problems related to the computational problem MAXFLS^= of calculating the maximal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c189deb742e1af8ce5c46abb748761e7
https://doi.org/10.2139/ssrn.2693527
https://doi.org/10.2139/ssrn.2693527