Search Results - subject_exact:"Stochastic game"

Stationary Bayesian-Markov equilibria in Bayesian stochastic games with periodic revelation

Ko, Eunmi - 2024

I consider a class of dynamic Bayesian games in which types evolve stochastically according to a first-order Markov process on a continuous type space. Types are privately informed, but they become public together with actions when payoffs are obtained, resulting in a delayed information...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015271402

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Stationary Bayesian-Markov equilibria in Bayesian stochastic games with periodic revelation

Ko, Eunmi - 2024

Article

Partial information and mean field games : the case of linear quadratic stochastic aggregative games with discrete observations

Rajabali, Farid; Malhamé, Roland; Bolouki, Sadegh - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015205404

Robust dynamic games played over event trees

Parilina, Elena; Zaccour, Georges - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458511

Strategy complexity of reachability in countable stochastic 2-player games

Kiefer, Stefan; Mayr, Richard; Shirmohammadi, Mahsa; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515290

Entropy regularization in mean-field games of optimal stopping

Dianetti, Jodi; Dumitrescu, Roxana; Ferrari, Giorgio; … - 2025

We study mean-field games of optimal stopping (OS-MFGs) and introduce an entropy-regularized framework to enable learning-based solution methods. By utilizing randomized stopping times, we reformulate the OS-MFG as a mean-field game of singular stochastic controls (SC-MFG) with entropy...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472851

Fast and slow optimal trading with exogenous information

Cont, Rama; Micheli, Alessandro; Neuman, Eyal - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015394810

Dynamic trading strategies for storage

Balakin, Sergei; Roger, Guillaume - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556611

Stochastic choice and noisy beliefs in games

Friedman, Evan; Ward, Jeremy - 2025 - First version: 15th November 2019, current version: 7th December 2025

We elicit subjects' beliefs over opponents' behavior multiple times for a given game without feedback. A large majority of subjects have stochasticity in their belief reports, which we argue cannot be explained by learning or measurement error, suggesting significant noise in subjects'...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562810

Robust two-player differential investment game of defined contribution pension plans under multiple risks

Zhang, Yumo; Lind, Peter Pommergård; Xiang, Hanqing - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534470

Scheduling in the high-uncertainty heavy traffic regime

Atar, Rami; Castiel, Eyal; Shadmi, Yonatan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015211579

Dynamic price competition with capacity constraints

Betancourt, Jose M.; Hortaçsu, Ali; Öry, Aniko; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014577005

Classical solutions to graphon MFG equations with affine control : Lipschitz mappings on Hölder spaces

Huang, Minyi; Caines, Peter E. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101696

The dynamics of instability

Barilla, César; Gonçalves, Duarte - 2024

We study a model in which two players with opposing interests try to alter a status quo through instability-generating actions. We show that instability can be used to secure longer-term durable changes, even if it is costly to generate and does not generate short-term gains. In equilibrium,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014468079

Persistence in a dynamic moral hazard game

Bohren, J. Aislinn - 2024

This paper explores how the persistence of past choices creates incentives in a continuous time stochastic game involving a large player (e.g., a firm) and a sequence of small players (e.g., customers). The large player faces moral hazard and her actions are distorted by a Brownian motion....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014468081

Computing perfect stationary equilibria in stochastic games

Li, Peixuan; Dang, Chuangyin; Herings, Peter Jean-Jacques - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015185089

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Computing perfect stationary equilibria in stochastic games

Li, Peixuan; Dang, Chuangyin; Herings, Peter Jean-Jacques - 2023

Book / Working Paper

Folk theorems in repeated games with switching costs

Tsodikovich, Yevgeny; Venel, Xavier; Zseleva, Anna - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015135080

The price of history-independent strategies in games with inter-temporal externalities

Tsodikovich, Yevgeny; Venel, Xavier; Zseleva, Anna - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015191165

A dynamic common resource model : stochastic shocks and consumption externalities

Watanabe, Riku - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015069338

Poisson search

De Sinopoli, Francesco; Ferraris, Leo; Meroni, Claudia - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071790

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Poisson search

De Sinopoli, Francesco; Ferraris, Leo; Meroni, Claudia - 2020

Book / Working Paper

Charitable giving and NPOs investment decision in a stochastic dynamic economy

Jiang, Han; Simons, Aggey - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014532348

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Charitable giving and NPOs investment decision in a stochastic dynamic economy

Jiang, Han; Simons, Aggey - 2021

Book / Working Paper

Stochastic games with general payoff functions

Flesch, János; Solan, Eilon - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015047482

Rogue traders

Dong, Huayuan; Guasoni, Paolo; Mayerhofer, Eberhard - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014328986

On the Nash equilibria of a duel with terminal payoffs

Kehagias, Athanasios - 2023

We formulate and study a two-player duel game as a terminal payoffs stochastic game. Players 𝑃1,𝑃2 are standing in place and, in every turn, each may shoot at the other (in other words, abstention is allowed). If 𝑃𝑛 shoots 𝑃𝑚 (𝑚≠𝑛), either they hit and kill them (with...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014426539

Closed-loop Nash competition for liquidity

Micheli, Alessandro; Muhle-Karbe, Johannes; Neuman, Eyal - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014370629

Ensuring mutual benefit in a trans-boundary industrial pollution control problem

Perera, Ryle S.; Sato, Kimitoshi - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014327241

Layered networks, equilibrium dynamics, and stable coalitions

Fu, Jing; Page, Frank H.; Zigrand, Jean-Pierre - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014327266

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Layered networks, equilibrium dynamics, and stable coalitions

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

Book / Working Paper

Submixing and shift-invariant stochastic games

Gimbert, Hugo; Kelmendi, Edon - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014512297

Where do mistakes lead? : a survey of games with incompetent players

Graham, Thomas; Kleshnina, Maria; Filar, Jerzy A. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014225786

Linear-quadratic-singular stochastic differential games and applications

Dianetti, Jodi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015593590

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Linear-quadratic-singular stochastic differential games and applications

Dianetti, Jodi - 2023

Book / Working Paper

The logarithmic stochastic tracing procedure : a homotopy method to compute stationary equilibria of stochastic games

Eibelshäuser, Steffen; Klockmann, Victor; Poensgen, David - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014471535

How does blockchain mitigate false advertising in live streaming e-commerce? : a tripartite stochastic evolutionary game approach

Wang, Ruipeng; Tai, Yuhong - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015441842

Strategic pricing in volatile markets

Gryglewicz, Sebastian; Kolb, Aaron - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445314

Optimal strategy of mean-field FBSDE games with delay and noisy memory based on Malliavin calculus

Ke, Ang; Wu, Jinbiao; Xu, Biteng - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515285

Zero-sum state-blind stochastic games with vanishing stage duration

Novikov, Ivan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515299

Two timescales in stochastic evolutionary games

Lessard, Sabin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515355

Stochastic evolutionary stability in matrix game with three pure strategies models

Zheng, Xiu-Deng; Tao, Yi; Li, Cong - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515361

Replicator dynamics for stochastic games

Murali, Divya; Rao, K. S. Mallikarjuna; Shaiju, A. J. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515371

Variants of Harsanyi's tracing procedures for selecting a perfect stationary equilibrium in stochastic games

Cao, Yiyin; Li, Peixuan; Dang, Chuangyin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472420

Intermediation in networks

Siedlarek, Jan-Peter - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015450113

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Intermediation in networks

Siedlarek, Jan-Peter - 2015

Book / Working Paper

Intermediation in networks

Siedlarek, Jan-Peter - 2014

Book / Working Paper

Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models

Zhu, Huainian; Zhang, Yumo - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015431897

Robust non-zero-sum investment-consumption games under multivariate stochastic covariance models

Zhang, Yumo; Zhu, Huainian - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015405512

Management of carbon emissions via a nonzero-sum stochastic differential game

Perera, Ryle S.; Sato, Kimitoshi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553609

Nonstationary nonzero-sum Markov games under a probability criterion

Guo, Xin; Wen, Xin - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553644

Convergence of deep fictitious play for stochastic differential games

Han, Jiequn; Hu, Ruimeng; Long, Jihao - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373550

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

Fu, Jing; Page, Frank H. - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013207715

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

Fu, Jing; Page, Frank H. - 2022

Book / Working Paper

Long information design

Koessler, Frédéric; Laclau, Marie; Renault, Jérôme; … - 2011

We analyze information design games between two designers with opposite preferences and a single agent. Before the agent makes a decision, designers repeatedly disclose public information about persistent state parameters. Disclosure continues until no designer wishes to reveal further...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013273785

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Long information design

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

Book / Working Paper

Long information design

Koessler, Frédéric; Laclau, Marie; Renault, Jérôme; … - 2019

Book / Working Paper

Portfolio liquidation games with self-exciting order flow

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

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013463387

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Portfolio liquidation games with self-exciting order flow

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

Book / Working Paper

Nonlocality, nonlinearity, and time inconsistency in stochastic differential games

Lei, Qian; Pun, Chi Seng - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014471215

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Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games

Lei, Qian; Pun, Chi Seng - 2022

Book / Working Paper

Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility

Zhang, Yumo - 2022

This paper investigates the optimal asset-liability management problems for two managers subject to relative performance concerns in the presence of stochastic inflation and stochastic volatility. The objective of the two managers is to maximize the expected utility of their relative terminal...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014237372

Worst-case regret in ambiguous dynamic games

Kostadinov, Rumen - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013459864