On stochastic games in economics

In this paper we show that many results on equilibria in stochastic games arising from economic theory can be deduced from the theorem on the existence of a correlated equilibrium due to Nowak and Raghavan. Some new classes of nonzero-sum Borel state space discounted stochastic games having stationary Nash equilibria are also presented. Three nontrivial examples of dynamic stochastic games arising from economic theory are given closed form solutions. Research partially supported by MNSW grant 1 P03A 01030.     

Correlated equilibrium and concave games

This paper shows that if a game satisfies the sufficient condition for the existence and uniqueness of a pure-strategy Nash equilibrium provided by Rosen (Econometrica 33:520, 1965), then the game has a unique correlated equilibrium, which places probability one on the unique pure-strategy Nash equilibrium. In addition, it shows that a weaker condition suffices for the uniqueness of a correlated equilibrium. The condition generalizes the sufficient condition for the uniqueness of a correlated equilibrium provided by Neyman (Int J Game Theory 26:223, 1997) for a potential game with a strictly concave potential function. I thank the editor, an associate editor, and an anonymous referee for detailed comments and suggestions, which have substantially improved this paper. Special thanks are due to the referee for pointing out Lemmas 4 and 5. I acknowledge financial support by The Japan Economic Research Foundation and by MEXT, Grant-in-Aid for Scientific Research. All remaining errors are mine.     

The core and the Weber set for bicooperative games

This paper studies two classical solution concepts for the structure of bicooperative games. First, we define the core and the Weber set of a bicooperative game and prove that the core is always contained in the Weber set. Next, we introduce a special class of bicooperative games, the so-called bisupermodular games, and show that these games are the only ones in which the core and the Weber set coincide.      

On totally reducible binary forms: I

Letv(n) be the number of positive numbers up to a large limit n that are expressible in essentially more than one way by a binary formf that is a product ofl > 2 distinct linear factors with integral coefficients. We prove that

On Limit Cycles Appearing by Polynomial Perturbation of Darbouxian Integrable Systems

We prove an existential finiteness result for integrals of rational 1-forms over the level curves of Darbouxian integrals. Received: May 2007, Revision: March 2008, Accepted: March 2008     

On a conjecture of Schmutz

In this work we discuss Schmutz’s conjecture that in dimension 2 to 8 the distinct norms that occur in the lattices with the best known sphere packings are strictly greater than those in any other lattice of the same covolume. We see that the ternary conjecture is not true. However, it seems that there is but one exception: one lattice, where for one length the conjecture fails. Received: 11 February 2008, Revised: 20 May 2008     

On certain Mordell-Weil lattices of hyperelliptic type on rational surfaces

We study a class of rational hyperelliptic fibrations that can serve as a natural higher-genus analogue of rational elliptic fibrations from the standpoint of Mordell-Weil lattices. As a corollary, we obtain certain generalizations of the root lattices. We also describe the torsion part. Translated from Itogi Nauki i Tekhniki, Seriya Sovremennaya Matematika i Ee Prilozheniya. Tematicheskie Obzory. Vol. 62, Algebraic Geometry-10, 1999.     

On the birational rigidity of some pencils of Del Pezzo surfaces

In this note, we discuss birational properties of some three-dimensional Del Pezzo fibrations of degree two. Translated from Itogi Nauki i Tekhniki, Seriya Sovremennaya Matematika i Ee Prilozheniya. Tematicheskie Obzory. Vol. 62, Algebraic Geometry-10, 1999.     

Axiomatizing the Harsanyi solution,the symmetric egalitarian solution and the consistent solution for NTU-games

The validity of the axiomatization of the Harsanyi solution for NTU-games by Hart (1985) is shown to depend on the regularity conditions imposed on games. Following this observation, we propose two related axiomatic characterizations, one of the symmetric egalitarian solution (Kalai and Samet, 1985) and one of the consistent solution (Maschler and Owen, 1992). The three axiomatic results are studied, evaluated and compared in detail.Revised October 2004We thank an anonymous referee and an associate editor for their helpful comments. Geoffroy de Clippel also thanks Professors Sergiu Hart, Jean-François Mertens and Enrico Minelli. Horst Zank thanks the Dutch Science Foundation NWO and the British Council for support under the UK-Netherlands Partnership Programme in Science (PPS 706). The usual disclaimer applies.     

On finding curb sets in extensive games

We characterize strategy sets that are closed under rational behavior (curb) in extensive games of perfect information and finite horizon. It is shown that any such game possesses only one minimal curb set, which necessarily includes all its subgame perfect Nash equilibria. Applications of this result are twofold. First, it lessens computational burden while computing minimal curb sets. Second, it implies that the profile of subgame perfect equilibrium strategies is always stochastically stable in a certain class of games.I am grateful to J. Kamphorst, G. van der Laan and X. Tieman, who commented on the earlier versions of the paper. I also thank an anonymous referee and an associate editor for their helpful remarks. The usual disclaimer applies.     

On a class of slowly changing functions

We study the slowly changing functions and use them in the study of entire functions. An erratum to this article is available at .     

On the geometry of Nash equilibria and correlated equilibria

It is well known that the set of correlated equilibrium distributions of an n-player noncooperative game is a convex polytope that includes all the Nash equilibrium distributions. We demonstrate an elementary yet surprising result: the Nash equilibria all lie on the boundary of the polytope.We are grateful to Francoise Forges, Dan Arce, the editors, and several anonymous referees for helpful comments. This research was supported by the National Science Foundation under grant 98–09225 and by the Fuqua School of Business.The use of correlated mixed strategies in 2-player games was discussed by Raiffa (1951), who noted: it is a useful concept since it serves to convexify certain regions [of expected payoffs] in the Euclidean plane. (p. 8)Received: April 2002 / Revised: November 2003     

On the variety question for wRRA

In this paper we consider a question of Jónsson [6] whether the class of weakly representable relation algebras is a variety. We prove that the class is closed under taking homomorphic images provided that a certain embedding condition obtains. Received June 21, 2005; accepted in final form October 17, 2006.     

On a Bernoulli-integrable magnetohydrodynamic system

A geometric procedure is used to isolate four Bernoulli integrals for a nonlinear, two-dimensional magnetohydrodynamic system. The general solution of the latter may thereby be constructed.     

On the thermodynamics of fluids defined by implicit constitutive relations

In this paper, we develop a thermodynamically consistent theory for describing the response of nonlinear viscous fluids whose constitutive equations are of the form f (T, D) = 0. We show that such constitutive equations which include classical constitutive equations wherein the stress is expressed explicitly in terms of the kinematical quantities, provide a rich class of physically meaningful fluid response functions which allows us to describe a wider range of material behavior, including that of a general class of incompressible fluids, incompressible fluids with pressure dependent viscosity, and Bingham (or pseudoplastic) materials.     

On subspaces of exp(N)

Let exp(X) denote the exponential space of a topological spaceX introduced by Vietoris [14]. In this paper, we study the subspaces of the space exp(N), whereN={1, 2, 3, ...} is the discrete space of natural numbers. We also show that if the metrizability number of exp(X) is countable, thenX (and exp(X)) must be compact and metrizable.     

On quadratic fields generated by polynomials

Let be a polynomial of degree d ≥ 2 without multiple roots. Under the assumption of the ABC-conjecture, an asymptotic formula for the number of distinct fields among for has recently been given by Cutter, Granville, and Tucker. We use bounds for character sums to obtain an unconditional lower bound on the number of such fields for . Received: 19 November 2007     

An exotic shuffle relation for multiple zeta values

In this short note we will provide a new proof of the following exotic shuffle relation of multiple zeta values: This was proved by Zagier when n = 0, by Broadhurst when m = 0, and by Borwein, Bradley, and Broadhurst when m = 1. In general this was proved by Bowman and Bradley. Our new idea is to use the method of Borwein et al. to reduce the above general relation to some families of combinatorial identities which can be verified by Zeilberger’s algorithm [9, 10] that is part of the WZ method. Received: 27 November 2007 Revised: 28 June 2008     

On a discrete norm of the self-inversive unimodular polynomials

The quotient of divided by , whereP is a self-inversive and unimodular polynomial of any degree, dominates an absolute constantK>1. A 1989 paper gaveK=1.0252 on which its authors conjetured that the best constant is . We supply counter examples to their claim and provide a partial result for whenever theL _q norm is replaced by some “discrete” type norm. Research supported by the Shiraz University Grant 72-SC-784-432.     

On the Airy Reproducing Kernel, Sampling Series, and Quadrature Formula

We determine the class of entire functions for which the Airy kernel (of random matrix theory) is a reproducing kernel. We deduce an Airy sampling series and quadrature formula. Our results are analogues of well known ones for the Bessel kernel. The need for these arises in investigating universality limits for random matrices at the soft edge of the spectrum. Research supported by NSF grant DMS0400446 and US-Israel BSF grant 2004353.