Search Results - subject:"STOCHASTIC GAMES"

Long information design

Koessler, Frédéric; Laclau, Marie; Renault, Jérôme; … - 2022

Persistent link: https://www.econbiz.de/10013263300

Discounted stochastic games, the 3M property and stationary Markov perfect equilibria

Fu, Jing; Page, Frank H. - 2022

Persistent link: https://www.econbiz.de/10013207715

Layered networks, equilibrium dynamics, and stable coalitions

Fu, Jing; Page, Frank H.; Zigrand, Jean-Pierre - 2022

Persistent link: https://www.econbiz.de/10013172795

Discounted stochastic games, the 3M property and stationary markov perfect equilibria

Fu, Jing; Page, Frank H. - 2022

Persistent link: https://www.econbiz.de/10013175028

Portfolio liquidation games with self-exciting order flow

Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu - 2022

We analyze novel portfolio liquidation games with self-exciting order flow. Both the N-player game and the mean-field game are considered. We assume that players' trading activities have an impact on the dynamics of future market order arrivals thereby generating an additional transient price...

Persistent link: https://www.econbiz.de/10013193885

Emotions in game theory : fear, friendliness and hostility

Andersson, Lina - 2022

Persistent link: https://www.econbiz.de/10013194142

Portfolio liquidation games with self-exciting order flow

Fu, Guanxing; Horst, Ulrich; Xia, Xiaonyu - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 1020-1065

Persistent link: https://www.econbiz.de/10013463387

Stationary equilibria in discounted stochastic games

Attia, Luc; Oliu-Barton, Miquel - In: Dynamic games and applications : DGA 14 (2024) 2, pp. 271-284

Persistent link: https://www.econbiz.de/10014556540

Dynamic pricing provides robust equilibria in stochastic ridesharing networks

Cashore, J. Massey; Frazier, Peter I.; Tardos, Éva - In: Mathematics of operations research 49 (2024) 3, pp. 1647-1677

Persistent link: https://www.econbiz.de/10015047762

Markov Decision Processes and Stochastic Positional Games : Optimal Control on Complex Networks

Lozovanu, Dmitrii; Pickl, Stefan - 2024

Control Problems on Networks -- Stochastic Games and Positional Games on Networks. … decision problems and determining Nash equilibria for related stochastic games with average and total expected discounted … reward payoffs. In addition, it focuses on a new class of stochastic games: stochastic positional games that extend and …

Persistent link: https://www.econbiz.de/10014451769