Search Results - subject:"Optimal strategies"

Computing uniformly optimal strategies in two-player stochastic games

Solan, Eilon; Vieille, Nicolas - In: Economic Theory 42 (2010) 1, pp. 237-253

Persistent link: https://www.econbiz.de/10008537630

Continuity of the value and optimal strategies when common priors change

Einy, Ezra; Haimanko, Ori; Tumendemberel, Biligbaatar - Economics Department, Ben Gurion University of the Negev - 2009

We show that the value of a zero-sum Bayesian game is a Lipschitz continuous function of the players?common prior belief, with respect to the total variation metric (that induces the topology of setwise convergence on beliefs). This is unlike the case of general Bayesian games, where lower...

Persistent link: https://www.econbiz.de/10008635672

Optimal strategies in a class of zero-sum ergodic stochastic games

Nowak, Andrzej S. - In: Computational Statistics 50 (1999) 3, pp. 399-419

In this paper we study zero-sum stochastic games with Borel state spaces. We make some stochastic stability assumptions on the transition structure of the game which imply the so-called w-uniform geometric ergodicity of Markov chains induced by stationary strategies of the players. Under such...

Persistent link: https://www.econbiz.de/10010847651

Optimal strategies in a class of zero-sum ergodic stochastic games

Nowak, Andrzej S. - In: Mathematical Methods of Operations Research 50 (1999) 3, pp. 399-419

Persistent link: https://www.econbiz.de/10010950072

OPTIMAL STRATEGIES IN ONE-DAY CRICKET

NORTON, PAM; PHATARFOD, RAVI - In: Asia-Pacific Journal of Operational Research (APJOR) 25 (2008) 04, pp. 495-511

Using a dynamic programming formulation, an analysis is presented of both the first and second innings of a one-day cricket match assuming variation in type of ball bowled and subsequent selection of a strategy by the batsman. We assume that the team batting first uses the strategy to maximize...

Persistent link: https://www.econbiz.de/10005050674

Optimal (s, S) production policies with delivery time guarantees and breakdowns

Jellouli, Olfa; Chatelet, Eric; Lallement, Patrick - In: European Journal of Industrial Engineering 1 (2007) 3, pp. 266-279

determination of optimal strategies. Hence, the optimal (s, S) policies are obtained using two methods depending on the failure type …

Persistent link: https://www.econbiz.de/10005754434

Optimal (s, S) production policies with delivery time guarantees and breakdowns

Jellouli, Olfa; Chatelet, Eric; Lallement, Patrick - In: European Journal of Industrial Engineering 1 (2007) 3, pp. 266-279

determination of optimal strategies. Hence, the optimal (s, S) policies are obtained using two methods depending on the failure type …

Persistent link: https://www.econbiz.de/10008563595

COARSE-GRAINED PARALLELIZATION OF THE ADVANCED NEUROSIMULATOR FAUN 1.0 WITH PVM AND THE ENHANCED CORNERED RAT GAME REVISITED

METTENHEIM, HANS-JÖRG VON; BREITNER, MICHAEL H. - In: International Game Theory Review (IGTR) 07 (2005) 03, pp. 347-365

optimal strategies with sufficient accuracy. Exemplarily four synthesis approaches for the solution of zero …-sum, noncooperative dynamic games are outlined and discussed. Either value function, adjoint vector components or optimal strategies can … cornered rat game — formulated and analyzed in 1993 — serves as an example. Optimal strategies for cat and rat are synthesized …

Persistent link: https://www.econbiz.de/10005050941

Convergence of utility functions and convergence of optimal strategies

Napp, Clotilde; Jouini, Elyès - Université Paris-Dauphine (Paris IX) - 2004

In this paper we study the stability (in the L^{p} as well as for the almost sure convergence sense) of the optimal investment-consumption strategy with respect to the choice of the utility function.

Persistent link: https://www.econbiz.de/10010707266

On the optimality equation for zero-sum ergodic stochastic games

Jaśkiewicz, Anna; Nowak, Andrzej S. - In: Computational Statistics 54 (2001) 2, pp. 291-301

We consider zero-sum stochastic games with Borel state spaces satisfying a generalized geometric ergodicity condition. We prove under fairly general assumptions that the optimality equation has a solution which is unique up to an additive constant. Copyright Springer-Verlag Berlin Heidelberg 2001

Persistent link: https://www.econbiz.de/10010847619