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1.
Shlomo Vinner 《Israel Journal of Mathematics》1972,12(3):279-298
The concept of α, β-elementary equivalence of two relational structures is defined. Sufficient and necessary conditions are
given for this notion by generalizing Ehrenfeucht’s game in algebraic terms. Some results, in a first order language with
generalized quantifier, are obtained.
This paper is part of the author’s doctoral dissertation which was prepared under the supervision of Professor Azriel Levy
at the Hebrew University of Jerusalem. The author wishes to thank Professor Levy for his kind assistance. 相似文献
2.
Nawel Amrouche Guiomar Martín-Herrán Georges Zaccour 《Annals of Operations Research》2008,164(1):79-95
We consider a noncooperative differential game where a retailer sells her own private label in addition to the manufacturer’s
brand. We assume that each brand’s goodwill evolves according to a modified Nerlove-Arrow dynamics, in such a way that the
advertising effort of one brand hurts the competitor’s goodwill stock. We characterize Feedback-Stackelberg pricing and advertising
strategies and employ simulations to analyze their sensitivity to the main model parameters.
We thank an anonymous Reviewer for very helpful comments. Research supported by NSERC, Canada, and FQRSC, Quebec. Research
completed when the second author was a visiting professor at GERAD, HEC Montréal. The second author’s research was partially
supported by MEC and JCYL under projects SEJ2005-03858/ECON and VA045A06, co-financed by FEDER funds. 相似文献
3.
We present a repeated prisoners’ dilemma game with imperfect public monitoring, which exhibits the following paradoxical feature: the (limit) equilibrium payoff set achieves full efficiency asymptotically as the public signal becomes insensitive to the hidden actions of the players. The basic logic behind this result also provides an example where the Folk theorem is obtained, while Fudenberg et al.’s (in Econometrica 62:997–1040, 1994) sufficient conditions for Folk theorem are violated.We would like to thank Drew Fudenberg, David Levine, an associate editor and two anonymous referees for their helpful comments and suggestions. 相似文献
4.
This work is devoted to one section of a game theory popular in recent years, the theory of contracts and the problem of an
agent and a principal. A principal tries to stimulate agents into making a number of contracts with clients using his resources
in order to maximize his profits as a result. At the same time, the principal has limited information about the agents. He
knows only the results he has obtained; he does not know their type or the efforts made. The strategy of the principal is
an incentive scheme that shows the agent’s reward depending on his results. In turn, the agents try to maximize their benefits
while having the right to turn down a contract. We do not consider models with random events, and we restrict ourselves to
the deterministic case. The model thus does not fall under the heading of a moral hazard but is related to a situation of
unfavorable selection. 相似文献
5.
Francesca Busetto Giulio Codognato Sayantan Ghosal 《International Journal of Game Theory》2008,37(3):371-386
In this paper, we investigate the problem of the strategic foundation of the Cournot–Walras equilibrium approach. To this
end, we respecify à la Cournot–Walras the mixed version of a model of simultaneous, noncooperative exchange, originally proposed
by Lloyd S. Shapley. We show, through an example, that the set of the Cournot–Walras equilibrium allocations of this respecification
does not coincide with the set of the Cournot–Nash equilibrium allocations of the mixed version of the original Shapley’s
model. As the nonequivalence, in a one-stage setting, can be explained by the intrinsic two-stage nature of the Cournot–Walras
equilibrium concept, we are led to consider a further reformulation of the Shapley’s model as a two-stage game, where the
atoms move in the first stage and the atomless sector moves in the second stage. Our main result shows that the set of the
Cournot–Walras equilibrium allocations coincides with a specific set of subgame perfect equilibrium allocations of this two-stage
game, which we call the set of the Pseudo–Markov perfect equilibrium allocations.
We would like to thank Pierpaolo Battigalli, Marcellino Gaudenzi, and an anonymous referee for their comments and suggestions. 相似文献
6.
Dmitry A. Shapiro 《International Journal of Game Theory》2009,38(1):81-106
A popular approach to explain over-contribution in public good games is based on the assumption that people care (either positively
or negatively) about the utility of other participants. Over-contribution then is an outcome of utility maximization where
utility depends on subjects’ own payoffs as well as on the payoffs of other players. In this paper, I study to what extent this assumption of utility interdependence is responsible
for over-contribution. I design three treatments where subjects’ decisions cannot affect opponents’ payoffs and thus utility
interdependence cannot explain cooperative behavior. The main result is that while average contribution in these treatments
is below the benchmark it nonetheless stays well above zero. Even when no one benefits from subjects’ generosity the average
contributions are as high as one third of the endowment and are only 25% below those in the benchmark level. This suggests
that utility interdependence is not the main factor responsible for over-contribution.
I would like to thank my dissertation advisor Shyam Sunder for his valuable suggestions that helped improve this paper. I
am also grateful to Dan Levin, Ben Polak, Klaus Schmidt, Andrew Schotter, Anat Bracha, Danielle Catambay, Rodney Chan, two
anonymous referees and the anonymous Associate Editor for their comments and suggestions. Participants of the 17th International
Conference on Game Theory at Stony Brook University, 2006 ESA International Meeting and 10th Biennial Behavioral Decision
Research in Management Conference provided a valuable feedback at earlier stages of the paper. Finally, I would like to thank
the Whitebox Fellowship for its generous support of this study. 相似文献
7.
Vianney Perchet 《Journal of Optimization Theory and Applications》2011,149(3):665-677
We provide a necessary and sufficient condition under which a convex set is approachable in a game with partial monitoring,
i.e. where players do not observe their opponents’ moves but receive random signals. This condition is an extension of Blackwell’s
Criterion in the full monitoring framework, where players observe at least their payoffs. When our condition is fulfilled,
we construct explicitly an approachability strategy, derived from a strategy satisfying some internal consistency property in an auxiliary game. 相似文献
8.
9.
Ryoichi Nishimura Shunsuke Hayashi Masao Fukushima 《Journal of Global Optimization》2012,53(1):107-120
Consider the N-person non-cooperative game in which each player’s cost function and the opponents’ strategies are uncertain. For such an
incomplete information game, the new solution concept called a robust Nash equilibrium has attracted much attention over the
past several years. The robust Nash equilibrium results from each player’s decision-making based on the robust optimization
policy. In this paper, we focus on the robust Nash equilibrium problem in which each player’s cost function is quadratic,
and the uncertainty sets for the opponents’ strategies and the cost matrices are represented by means of Euclidean and Frobenius
norms, respectively. Then, we show that the robust Nash equilibrium problem can be reformulated as a semidefinite complementarity
problem (SDCP), by utilizing the semidefinite programming (SDP) reformulation technique in robust optimization. We also give
some numerical example to illustrate the behavior of robust Nash equilibria. 相似文献
10.
Wolfgang Barz 《Acta Analytica》2007,22(3):183-188
It is argued that Searle’s argument for the thesis that there is a conceptual connection between intentionality and consciousness
suffers from serious ambiguities. Searle’s argument is reconstructed as consisting of three premises that contain the notions
of aspectual shape and irreducible subjectivity. Having identified two different readings of ‘aspectual shape’ and ‘irreducibly
subjective,’ I conclude that each version of Searle’s argument incorporates at least one false premise.
This paper is a descendant of a paper presented at the Wittgenstein Symposium at Kirchberg am Wechsel in August 2004. I would
like to thank the reviewer of this journal for his/her helpful comments on a previous draft. 相似文献
11.
In this paper we investigate the optimal supply function for a generator who sells electricity into a wholesale electricity spot market and whose profit function is not smooth. In previous work in this area, the generator’s profit function has usually been assumed to be continuously differentiable. However in some interesting instances, this assumption is not satisfied. These include the case when a generator signs a one-way hedge contract before bidding into the spot market, as well as a situation in which a generator owns several generation units with different marginal costs. To deal with the non-smooth problem, we use the model of Anderson and Philpott, in which the generator’s objective function is formulated as a Stieltjes integral of the generator’s profit function along his supply curve. We establish the form of the optimal supply function when there are one-way contracts and also when the marginal cost is piecewise smooth.We would like to thank two anonymous referees for careful reading of the paper and helpful comments which lead to a significant improvement of this paper. 相似文献
12.
Feichtinger Gustav Hartl Richard F. Kort Peter M. Seidl Andrea Wrzaczek Stefan 《Journal of Optimization Theory and Applications》2022,194(3):878-895
Journal of Optimization Theory and Applications - This paper considers a capital accumulation game where the installation costs of investments are lowered by the firm’s own capital stock... 相似文献
13.
This work addresses a classic problem of online prediction with expert advice. We assume an adversarial opponent, and we consider both the finite horizon and random stopping versions of this zero-sum, two-person game. Focusing on an appropriate continuum limit and using methods from optimal control, we characterize the value of the game as the viscosity solution of a certain nonlinear partial differential equation. The analysis also reveals the predictor’s and the opponent’s minimax optimal strategies. Our work provides, in particular, a continuum perspective on recent work of Gravin et al. (in: Proceedings of the twenty-seventh annual ACM-SIAM symposium on discrete algorithms, SODA ’16, (Philadelphia, PA, USA), Society for Industrial and Applied Mathematics, 2016). Our techniques are similar to those of Kohn and Serfaty (Commun Pure Appl Math 63(10):1298–1350, 2010), where scaling limits of some two-person games led to elliptic or parabolic PDEs. 相似文献
14.
We consider a problem of finding optimal contracts in continuous time, when the agent’s actions are unobservable by the principal,
who pays the agent with a one-time payoff at the end of the contract. We fully solve the case of quadratic cost and separable
utility, for general utility functions. The optimal contract is, in general, a nonlinear function of the final outcome only,
while in the previously solved cases, for exponential and linear utility functions, the optimal contract is linear in the
final output value. In a specific example we compute, the first-best principal’s utility is infinite, while it becomes finite
with hidden action, which is increasing in value of the output. In the second part of the paper we formulate a general mathematical
theory for the problem. We apply the stochastic maximum principle to give necessary conditions for optimal contracts. Sufficient
conditions are hard to establish, but we suggest a way to check sufficiency using non-convex optimization. 相似文献
15.
Some projection-like methods for the generalized Nash equilibria 总被引:1,自引:0,他引:1
A generalized Nash game is an m-person noncooperative game in which each player’s strategy depends on the rivals’ strategies. Based on a quasi-variational
inequality formulation for the generalized Nash game, we present two projection-like methods for solving the generalized Nash
equilibria in this paper. It is shown that under certain assumptions, these methods are globally convergent. Preliminary computational
experience is also reported. 相似文献
16.
Judith Timmer 《Mathematical Methods of Operations Research》2006,64(1):95-106
This paper introduces and studies the compromise value for cooperative games with random payoffs, that is, for cooperative games where the payoff to a coalition of players is a random variable. This value is a compromise between utopia payoffs and minimal rights and its definition is based on the compromise value for NTU games and the τ-value for TU games. It is shown that the nonempty core of a cooperative game with random payoffs is bounded by the utopia payoffs and the minimal rights. Consequently, for such games the compromise value exists. Further, we show that the compromise value of a cooperative game with random payoffs coincides with the τ-value of a related TU game if the players have a certain type of preferences. Finally, the compromise value and the marginal value, which is defined as the average of the marginal vectors, coincide on the class of two-person games. This results in a characterization of the compromise value for two-person games.I thank Peter Borm, Ruud Hendrickx and two anonymous referees for their valuable comments. 相似文献
17.
A central decision-maker, the principal, employs performance evaluation criteria consistent with an organization’s overall
goal(s) to measure the effectiveness of the agents who execute decisions and implement strategies within a specified period.
The dataset of performance criteria spanning the performance space will change over time to reflect the principal’s strategic
modifications. This paper applies a Data Envelopment Analysis (DEA) based approach to reveals the dynamics of the performance
space of Major League Baseball (MLB) pitchers with minimum subjective judgment imposed on the data. The proposed approach
is applied to data on MLB pitchers from 1871 to 2006. We conclude that many of the findings are consistent with the observations
of baseball’s experts. The approach also suggests new directions for investigating a large dataset to identify revealed preferences
or strategies by using historical and modern observations. 相似文献
18.
We consider the problem of Adverse Selection and optimal derivative design within a Principal–Agent framework. The principal’s
income is exposed to non-hedgeable risk factors arising, for instance, from weather or climate phenomena. She evaluates her
risk using a coherent and law invariant risk measure and tries minimize her exposure by selling derivative securities on her
income to individual agents. The agents have mean–variance preferences with heterogeneous risk aversion coefficients. An agent’s
degree of risk aversion is private information and hidden from the principal who only knows the overall distribution. We show
that the principal’s risk minimization problem has a solution and illustrate the effects of risk transfer on her income by
means of two specific examples. Our model extends earlier work of Barrieu and El Karoui (in Financ Stochast 9, 269–298, 2005)
and Carlier et al. (in Math Financ Econ 1, 57–80, 2007).
We thank Guillaume Carlier, Pierre-Andre Chiappori, Ivar Ekeland, Andreas Putz and seminar participants at various institutions
for valuable comments and suggestions. Financial support through an NSERC individual discovery grant is gratefully acknowledged. 相似文献
19.
Uri Srebro 《Israel Journal of Mathematics》1971,9(1):93-110
Conformal capacity of some ring domains inn-spaces is computed and applied in estimations of the modulus of Groetzsch and Teichmuller’s domains. Upper bounds for modR are given here by means of the specific diameters of the ring domainR. Convergence theorems of Lehto and Virtanen are generalized here ton-spacesn>2; and are applied to discrete groups ofn-Moebius transformations.
This paper is mainly based on the author’s Ph.D. Thesis done at the Technion, Haifa, under the guidance of Professor E. Netanyahu.
The author wishes to thank Professor E. Netanyahu for his help in preparing this paper. 相似文献
20.
The class of sufficient matrices is important in the study of the linear complementarity problem (LCP)—some interior point
methods (IPM’s) for LCP’s with sufficient data matrices have complexity polynomial in the bit size of the matrix and its handicap.In
this paper we show that the handicap of a sufficient matrix may be exponential in its bit size, implying that the known complexity
bounds of interior point methods are not polynomial in the input size of the LCP problem. We also introduce a semidefinite
programming based heuristic, that provides a finite upper bond on the handicap, for the sub-class of P{\mathcal{P}} -matrices (where all principal minors are positive). 相似文献