3-player repeated games with lack of information on one side

We study the existence of uniform equilibria for three-player repeated games with lack of information on one side and perfect observation. If there are only two states of nature, a completely revealing or a joint plan equilibrium always exists. This is not the case for larger spaces of states. Final version June 2001     

The game for the speed of convergence in repeated games of incomplete information

We consider an infinitely repeated two-person zero-sum game with incomplete information on one side, in which the maximizer is the (more) informed player. Such games have value v _∞ (p) for all 0≤p≤1. The informed player can guarantee that all along the game the average payoff per stage will be greater than or equal to v _∞ (p) (and will converge from above to v _∞ (p) if the minimizer plays optimally). Thus there is a conflict of interest between the two players as to the speed of convergence of the average payoffs-to the value v _∞ (p). In the context of such repeated games, we define a game for the speed of convergence, denoted SG _∞ (p), and a value for this game. We prove that the value exists for games with the highest error term, i.e., games in which v _n (p)− v _∞ (p) is of the order of magnitude of . In that case the value of SG _∞ (p) is of the order of magnitude of . We then show a class of games for which the value does not exist. Given any infinite martingale 𝔛^∞={X _k }^∞ _k=1, one defines for each n : V _n (𝔛^∞) ≔E∑ⁿ _k=1 |X _k+1 − X _k|. For our first result we prove that for a uniformly bounded, infinite martingale 𝔛^∞, V _n (𝔛^∞) can be of the order of magnitude of n ^1/2−ε, for arbitrarily small ε>0. Received January 1999/Final version April 2002     

Equilibria in repeated games of incomplete information: The general symmetric case

Every two person repeated game of symmetric incomplete information, in which the signals sent at each stage to both players are identical and generated by a state and moves dependent probability distribution on a given finite alphabet, has an equilibrium payoff. Received March 1996/Revised version January 1997/Final version May 1997     

Some thoughts on saddle-point conditions and information structures in zero-sum differential games

For a very simple two-stage, linear-quadratic, zero-sum difference game with dynamic information structure, we show that (i) there exist nonlinear saddle-point strategies which require the same existence conditions as the well-known linear, closed-loop, no-memory solution and (ii) there exist both linear and nonlinear saddle-point strategies which require more stringent conditions than the unique open-loop solution. We then discuss the implication of this result with respect to the existence of saddle points in zero-sum differential games for different information patterns.     

Adaptive expectations and dynamic adjustment in noncooperative games with incomplete information

This paper is concerned with the analysis of a Nash equilibrium of a noncooperative game. It can be shown that, without complete information about the other players' objectives or interests, the group of players, as a whole, can reach a Nash equilibrium by adopting a class of adaptive expectation and dynamic adjustment processes. It is shown that, if the expectation and adjustment processes are made continuously, the stability of the overall dynamic process is independent of the specific mechanisms of the expectation and the adjustment, but depends on the properties of each player's objective or payoff function. If, however, expectation and adjustment processes are made at discrete time intervals, the stability of the discrete process depends on the speed of adjustment chosen by each player.This research was supported by ONR Contract No. N00014-75-C-0738. The authors are indebted to the referee for several valuable comments and suggestions for improvement.     

Correlated equilibria in repeated games with lack of information on one side: A model with verifiable types

Games with lack of information on one side are considered where the uncertainty of the uniformed player concerns the (verifiable) identity of his opponent. Two solution concepts are compared: the correlated equilibrium and the noisy channel equilibrium. The analysis shows in particular that correlated equilibria behave differently in the model with verifiable types and in the one with unverifiable types.     

On rates of convergence of information theoretic criterion in rank determination of one-way random effects models

In this paper, upper bounds on the probabilities of wrong determination of the rank of covariance matrix of random effects in one-way random effects models are given, based on the information theoretic criterion. Under weak conditions, the bounds are shown of exponential-type.The work was partially supported by Natural Sciences and Engineering Research Council of Canada and Faculty Research Grant, Faculty of Arts, York University.     

The minmax regret gradual covering location problem on a network with incomplete information of demand weights

The gradual covering location problem seeks to establish facilities on a network so as to maximize the total demand covered, allowing partial coverage. We focus on the gradual covering location problem when the demand weights associated with nodes of the network are random variables whose probability distributions are unknown. Using only information on the range of these random variables, this study is aimed at finding the “minmax regret” location that minimizes the worst-case coverage loss. We show that under some conditions, the problem is equivalent to known location problems (e.g. the minmax regret median problem). Polynomial time algorithms are developed for the problem on a general network with linear coverage decay functions.     

二阶常系数线性微分方程的积分形式通解及首次积分

利用一阶线性微分方程的通解 ,导出了二阶常系数线性微分方程的积分形式通解 .研究了通解的结构 ,并给出了首次积分 .     

The effect of a surface energy term on the distribution of phases in an elastic medium with a two‐well elastic potential

We consider the problem of minimizing among functions u:?^d?Ω→?^d, u_∣?Ω=0, and measurable subsets E of Ω. Here f_h⁺, f^? denote quadratic potentials defined on Ω¯×{symmetric d×d matrices}, h is the minimum energy of f_h⁺ and ε(u) is the symmetric gradient of the displacement field u. An equilibrium state û, Ê of J(u,E) is called one‐phase if E=?? or E=Ω, two‐phase otherwise. For two‐phase states, σ∣?E∩Ω∣ measures the effect of the separating surface, and we investigate the way in which the distribution of phases is affected by the choice of the parameters h??, σ>0. Additional results concern the smoothness of two‐phase equilibrium states and the behaviour of inf J(u,E) in the limit σ↓0. Moreover, we discuss the case of additional volume force potentials, and extend the previous results to non‐zero boundary values. Copyright © 2002 John Wiley & Sons, Ltd.     

The blow-up curve of solutions of mixed problems for semilinear wave equations with exponential nonlinearities in one space dimension, II

In this paper, we consider mixed problems with a timelike boundary derivative (or a Dirichlet) condition for semilinear wave equations with exponential nonlinearities in a quarter plane. The case when the boundary vector field is tangent to the characteristic which leaves the domain in the future is also considered. We show that solutions either are global or blow up on a C¹ curve which is spacelike except at the point where it meets the boundary; at that point, it is tangent to the characteristic which leaves the domain in the future.