A general solution concept for two-person,zero-sum games

In this paper, finitely additive mixed extensions of two-person zero-sum games are studied, where the players use probability contents as mixed strategies. It is well-known that symmetric finitely additive mixed extensions always have a saddle point, a finitely additive solution. We generalize this solution concept and assign a finitely additive solution to every bounded two-person, zero-sum game.     

Nash fuzzy equilibrium: Theory and application to a spatial duopoly

Consider a non-cooperative n-persons game. Each gambler has a set of mixed strategies at his disposal. The payoffs are some physical or immaterial objects. The game is a fuzzy game because (1) gamblers have more or less precise preferences for the payoffs and (2) the outcoming of payoffs is uncertain. The uncertainty can be expressed either by a distribution of possibility or by a distribution of probability. The product set of a gambler's mixed strategies is convex and compact and the payoff functions are continuous. Then a closed and convex fuzzy point-to-set mapping is defined on the product set of strategies and, by using a Butnariu theorem, the existence of a fixed point for this fuzzy point-to-set mapping is proved. The issue allows us to generalize a famous Nash result: a n-persons non-cooperative fuzzy game with mixed strategies has at least one equilibrium point. In the second part of the paper an economic application is devoted to the statement of the equilibrium existence conditions in a spatial duopoly. The model is not only more general than the classical ones, but also more relevant because new results are obtained.     

A stability concept for matrix game optimal strategies and its application to linear programming sensitivity analysis

This paper studies a class of perturbations of a game matrix that alters each row by a different amount. We find that completely mixed optimal strategies are stable under these perturbations provided the norm of the vector of additive amounts is sufficiently small. Using this concept we give a new characterization of completely mixed grames. We also obtain a sensitivity result for a class of perturbations of the technological coefficient matrix of positive linear programs. The stability of an optimal strategy holds throughout at least a spherical neighborhood of the zero perturbation. We give a computational formula and equivalent programming formulations for the radius of this neighborhood.     

Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies

In the present paper we investigate the problem of the existence of a value for differential games without Isaacs condition. For this we introduce a suitable concept of mixed strategies along a partition of the time interval, which are associated with classical nonanticipative strategies (with delay). Imposing on the underlying controls for both players a conditional independence property, we obtain the existence of the value in mixed strategies as the limit of the lower as well as of the upper value functions along a sequence of partitions which mesh tends to zero. Moreover, we characterize this value in mixed strategies as the unique viscosity solution of the corresponding Hamilton–Jacobi–Isaacs equation.     

Possibilities of solution in stochastic decision models with recursive reward functions

A stochastic decision model with general, non-necessarily additive reward function is considered and essential properties of such reward functions are formulated which only allow a successive proceeding in the sense of dynamic programming. Conditions for recursive—additive reward functions are given which ensure the existence of optimal strategies and the usability of value iteration to find an optimal policy and the optimal total reward.     

A multistage pursuit-evasion game that admits a gaussian random process as a maximin control policy

In this paper we consider the existence and structure of both minimax and maximin policies for the special class of LQG pursuit-evasion games which is characterized by (i) a blind evader; and (ii) a pursuer who can make use of noise corrupted state measurements. The particular class of games which we consider has been studied previously by other investigators who have shown that pure strategies exist for both players. The major contribution of our paper is the delineation of the existence and structure of a mixed strategy for the evader in this class of games. This new maximin strategy is defined by a gaussian measure, which can be determined explicitly by the method of least favorable prior distributions. We show that the validity of the pure solutions determined previously is limited by the duration of the game, due to the existence of a ‘pure solution conjugate point’; further, we prove that our new strategies are valid solutions which extend the possible duration of the game beyond the limit imposed by the pure solution conjugate point. We believe that our paper constitutes the first report on the existence of a mixed strategy for an LQG game, and the first report on the role conjugate points play in the transition between pure strategies and mixed strategies.     

Categories of abstract smooth models and their singular envelopes

We define the categories of (abstract) smooth models (Definition 1.2) and, in the additive case, their singular envelopes (Definition 1.5). The first main result is a relative version of the Yoneda representation theorem (Theorem 1.6), and the second one is an existence and uniqueness theorem for the singular envelope (Theorem 1.7). In fact we prove the existence of a canonical process which associates with each additive smooth-model categoryS a singular envelopeS-an ofS, whose objects are calledS-analytic spaces (Definition 5.1). We notice that most of the fundamental categories of geometry are of the formS-an (up to equivalence). As an application we introduce here two such categories: Banach differentiable spaces and Banach mixed spaces.The author is indebted to the Department of Mathematics of the University of Rome (La Sapienza) for hospitality and financial support and to the referees for their critical comments on the first version of this paper.     

Multi-valued,singular stochastic evolution inclusions

We provide an abstract variational existence and uniqueness result for multi-valued, monotone, non-coercive stochastic evolution inclusions in Hilbert spaces with general additive and Wiener multiplicative noise. As examples we discuss certain singular diffusion equations such as the stochastic 1-Laplacian evolution (total variation flow) in all space dimensions and the stochastic singular fast-diffusion equation. In case of additive Wiener noise we prove the existence of a unique weak-⁎ mean ergodic invariant measure.     

ON A CLASS OF NONLINEAR UNIFORM APPROXIMATION PROBLEMS

1　ＩｎｔｒｏｄｕｃｔｉｏｎＬｅｔＸｂｅａｃｏｍｐａｃｔＨａｕｓｄｏｒｆｆｓｐａｃｅ ,ｗｉｔｈＣ(Ｘ)ｔｈｅｓｐａｃｅｏｆｃｏｎｔｉｎｕｏｕｓｆｕｎｃｔｉｏｎｓｄｅｆｉｎｅｄｏｎＸ ,ａｎｄｌｅｔＭ Ｃ(Ｘ)ｂｅｎｏｎｅｍｐｔｙ.ＬｅｔＦ(ｘ ,ｙ) :Ｘ×Ｒ →Ｒｂｅａｎｏｎ ｎｅｇａｔｉｖｅｆｕｎｃｔｉｏｎ ,ａｎｄｃｏｎｓｉｄｅｒｔｈｅｆｏｌｌｏｗｉｎｇｍｉｎｉｍｉｚａｔｉｏｎｐｒｏｂｌｅｍ :ｆｉｎｄｙ∈Ｍｔｏｍｉｎｉｍｉｚｅ‖Ｆ(.,ｙ )‖ ,(1)ｗｈｅｒｅ‖Ｆ (.,ｙ )‖ =ｓｕｐｘ∈ＸＦ(ｘ ,ｙ(ｘ) ) .Ｔｈｅｍ…     

Uniqueness Result for the 2D Navier–Stokes Equation with Additive Noise

A bidimensional stochastic Navier–Stokes equation with an additive noise is considered. Known results on existence of generalized solutions are reviewed, in order to state an existence result in the most complete form. For this kind of generalized solutions, pathwise uniqueness is proven.     

Banach空间非线性混合型微分-积分方程初值问题整体解的存在性

利用一个新的比较结果和M     

On the existence of approximate equilibrium in pure strategies for a game with incomplete information

The paper deals with a noncooperative game with incomplete information. By means of a purification theorem for vector valued payoff functions a procedure is developed by which players are enabled to replace mixed strategies by pure strategies at an approximate equilibrium point. Further, the problem of existence of an approximate equilibrium point is discussed. Assumptions concerning the payoff functions and information structure are given ensuring both the existence of approximate equilibrium and the workability of the replacement procedure.     

Approximate equilibria for Bayesian games

In this paper the problem of the existence of approximate equilibria in mixed strategies is central. Sufficient conditions are given under which approximate equilibria exist for non-finite Bayesian games. Further one possible approach is suggested to the problem of the existence of approximate equilibria for the class of multicriteria Bayesian games.     

Pure strategy equilibria in a class of systems defense games

This paper analyzes a class of systems defense games. Section 1 provides an overview. Section 2 reviews the assumptions used to specify a class of system defense games in Shubik and Weber (1978, 1981) and Shubik (1982). This is followed by a review of the additive games considered in Shubik and Weber (1981) — and the notion of comparable amounts of strategic resources used in that paper. Section 3 generalizes two of the features of additive system defense games with comparable resources. Section 4 states the final assumptions that are being made, and discusses the nature of the resulting class of systems defense games. The central result in the paper is in Section 5. The theorem specifically identifies an implicit objective function that is maximized by the equilibrium strategies. In Section 6, the theorem is used to also obtain an equilibrium existence result and identify conditions where there is a unique equilibrium.I gratefully acknowledge financial support provided by a Pew Grant to the University of Maryland for research on Economics and National Security. I also gratefully acknowledge helpful comments and suggestions provided by the participants in Maryland's Economics and National Security Luncheon Seminar and an anonymous referee.     

混合策略中性质和均衡

系统地建立了纯策略和混合策略概念 ,关系及其有关概念 ,严格推导混合策略中的性质 ,给出了Nash均衡存在定理的一种证明 .     

Nash equilibrium and the law of large numbers

Pascoa (1993a) showed that the failure of the law of large numbers for a continuum of independent randomizations implies that Schmeidler's (1973) concept of a measure-valued profile function in equilibrium might not coincide with the concept of mixed strategies equilibrium of a nonatomic game. The latter should be defined as a probability measure on pure strategies profiles which is induced by the product measure of players' mixed strategies. This paper addresses existence and approximate purification of the latter and presents an assumption on continuity of payoffs that guarantees the equivalence between the two equilibrium concepts.     

广义集值强非线性混合似变分不等式解的迭代逼近

延拓辅助原理的技巧研究一类取非紧值的集值映象的广义强非线性混合似变分不等式．证明了这类广义强非线性混合似变分不等式的辅助问题解的存在性．利用该存在性结果,给出了解这类广义强非线性混合似变分不等式的迭代算法,最终证明了这类广义强非线性混合似变分不等式解的存在性及由算法生成的迭代序列的收敛性．     

广义集值强非线性混合似变分不等式解的迭代逼近

辅助原理的技巧被延拓来研究一类取非紧值的集值映象的广义强非线性混合似变分不等式.首先,证明了这类广义强非线性混合似变分不等式的辅助问题解的存在性.其次,利用该存在性结果,给出了解这类广义强非线性混合似变分不等式的迭代算法.最后,不仅证明了这类广义强非线性混合似变分不等式解的存在性,而且证明了由算法生成的迭代序列的收敛性.     

Quasilinear Stochastic Hyperbolic Differential Equations with Nondecreasing Coefficient

In this note we prove a result of existence and uniqueness of solutions for a certain class of hyperbolic stochastic differential equations with additive white noise and nondecreasing coefficient. We then show the convergence of Euler's approximation scheme for this equation.     

Existence and iterative algorithm of solutions for a system of generalized set-valued strongly nonlinear mixed variational-like inequalities problems in Banach spaces

In this paper, we introduce and study a new system of generalized set-valued strongly nonlinear mixed variational-like inequalities problems and its related auxiliary problems in reflexive Banach spaces. The auxiliary principle technique is applied to study the existence and iterative algorithm of solutions for the system of generalized set-valued strongly nonlinear mixed variational-like inequalities problems. Firstly, we prove the existence and uniqueness of solutions of the auxiliary problems for the system of generalized set-valued strongly nonlinear mixed variational-like inequalities problems. Secondly, an iterative algorithm for solving the system of generalized set-valued strongly nonlinear mixed variational-like inequalities problems is constructed by using this existence and uniqueness result. Finally, we show the existence of solutions of the system of generalized set-valued strongly nonlinear mixed variational-like inequalities problems and discuss the convergence analysis of this algorithm. These results improve, unify and generalize many corresponding known results given in literatures.