A non-cooperative foundation for the continuous Raiffa solution

This paper provides a non-cooperative foundation for (asymmetric generalizations of) the continuous Raiffa solution. Specifically, we consider a continuous-time variation of the classic Ståhl–Rubinstein bargaining model, in which there is a finite deadline that ends the negotiations, and in which each player’s opportunity to make proposals is governed by a player-specific Poisson process, in that the rejecter of a proposal becomes proposer at the first next arrival of her process. Under the assumption that future payoffs are not discounted, it is shown that the expected payoffs players realize in subgame perfect equilibrium converge to the continuous Raiffa solution outcome as the deadline tends to infinity. The weights reflecting the asymmetries among the players correspond to the Poisson arrival rates of their respective proposal processes.     

A system of equilibria for non-cooperative games

We develop the foundations of a new theory of non-cooperative games based on natural equilibrium concepts (without any artificial behavioral norms) and dispensing with the use of the characteristic function, which is the basis for all known theories that (as practical experience shows) have no relevance in applications. __________ Translated from Nelineinaya Dinamika i Upravlenie, No. 3, pp. 167–178, 2003.     

A non-cooperative approach to the cost spanning tree problem

We associate to each cost spanning tree problem a non-cooperative game, which is inspired by a real-life problem. We study the Nash equilibria and subgame perfect Nash equilibria of this game. We prove that these equilibria are closely related with situations where agents connect sequentially to the source.Finicial support from the Ministerio de Ciencia y Tecnologia and FEDER, and Xunta de Galicia through grants BEC2002-04102-C02-01 and PGIDIT03PXIC30002PN is gratefully acknowledged.     

An interpretation of the additional condition in the theory of embedding of fields with Abelian kernel

We give an interpretation of A. V. Yakovlev's additional embeddability condition, which, together with a compatibility condition, is necessary and sufficient for the solvability of the embedding problem in Galois theory.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 94, pp. 116–118, 1979.     

Advances in credit scoring: combining performance and interpretation in kernel discriminant analysis

Due to the recent financial turmoil, a discussion in the banking sector about how to accomplish long term success, and how to follow an exhaustive and powerful strategy in credit scoring is being raised up. Recently, the significant theoretical advances in machine learning algorithms have pushed the application of kernel-based classifiers, producing very effective results. Unfortunately, such tools have an inability to provide an explanation, or comprehensible justification, for the solutions they supply. In this paper, we propose a new strategy to model credit scoring data, which exploits, indirectly, the classification power of the kernel machines into an operative field. A reconstruction process of the kernel classifier is performed via linear regression, if all predictors are numerical, or via a general linear model, if some or all predictors are categorical. The loss of performance, due to such approximation, is balanced by better interpretability for the end user, which is able to order, understand and to rank the influence of each category of the variables set in the prediction. An Italian bank case study has been illustrated and discussed; empirical results reveal a promising performance of the introduced strategy.     

A new construction of the Clifford-Fourier kernel

In this paper, we develop a new method based on the Laplace transform to study the Clifford-Fourier transform. First, the kernel of the Clifford-Fourier transform in the Laplace domain is obtained. When the dimension is even, the inverse Laplace transform may be computed and we obtain the explicit expression for the kernel as a finite sum of Bessel functions. We equally obtain the plane wave decomposition and find new integral representations for the kernel in all dimensions. Finally we define and compute the formal generating function for the even dimensional kernels.     

One-to-many non-cooperative matching games

We study a strategic model of wage negotiations between firms and workers. First, we define the stability of an allocation in an environment where firms can employ more than one worker. Secondly, we develop a one-to-many non-cooperative matching game, which is an extension of Kamecke’s one-to-one non-cooperative matching game. The main result shows the equivalence between the stable allocations and the outcomes of the subgame equilibria in the matching game: for any stable allocation in this game there is a subgame perfect equilibrium which induces the allocation on the equilibrium path, and every subgame perfect equilibrium induces a stable allocation on the equilibrium path. Furthermore, as for the existence of a stable allocation, we argue that a stable allocation, as with a subgame perfect equilibrium, does not always exist, but it exists under some conditions, using Kelso and Crawford’s modelling.     

Structure of equilibria inN-person non-cooperative games

Here we study the structure of Nash equilibrium points forN-person games. For two-person games we observe that exchangeability and convexity of the set of equilibrium points are synonymous. This is shown to be false even for three-person games. For completely mixed games we get the necessary inequality constraints on the number of pure strategies for the players. Whereas the equilibrium point is unique for completely mixed two-person games, we show that it is not true for three-person completely mixed game without some side conditions such as convexity on the equilibrium set. It is a curious fact that for the special three-person completely mixed game with two pure strategies for each player, the equilibrium point is unique; the proof of this involves some combinatorial arguments.     

A local geometric characterization of the Bochner-Martinelli kernel

In this paper it is shown that a connected smooth local hypersurface in for which the skew-hermitian part of the Bochner-Martinelli kernel has a weak singularity must lie on a surface having one of the following forms: for some , or where is a one-dimensional curve. This strengthens results of Boas about the Bochner-Martinelli kernel and it generalizes a result of Kerzman and Stein about the Cauchy kernel.

     

A Sobolev mapping property of the Bergman kernel

We prove that if D is a pseudoconvex domain with Lipschitz boundary having an exhaustion function such that is plurisubharmonic, then the Bergman projection maps the Sobolev space boundedly to itself for any . Received March 10, 1999 / Published online May 8, 2000     

A kernel for automorphic L-functions

The full multiple Dirichlet series of an automorphic cusp form is defined, in classical language, as a Dirichlet series of several complex variables over all the Fourier coefficients of the cusp form. It is different from the L-function of Godement and Jacquet, which is defined as a Dirichlet series in one complex variable over a one-dimensional array of the Fourier coefficients. In GL(2) and GL(3), the two notions are simply related. In this paper, we construct a kernel function that gives the full multiple Dirichlet series of automorphic cusp forms on GL(n,R). The kernel function is a new Poincaré series. Specifically, the inner product of a cusp form with this Poincaré series is the product of the full multiple Dirichlet series of the form times a function that is essentially the Mellin transform of Jacquet's Whittaker function. In the proof, the full multiple Dirichlet series is produced by applying the Lipschitz summation formula several times and by an integral which collapses the sum over SL(n−1,Z) in the Fourier expansion of the cusp form.     

A Cauchy kernel for the Hermitian submonogenic system

Hermitian monogenic functions are the null solutions of two complex Dirac type operators. The system of these complex Dirac operators is overdetermined and may be reduced to constraints for the Cauchy datum together with what we called the Hermitian submonogenic system (see [8], [9]). This last system is no longer overdetermined and it has properties that are similar to those of the standard Dirac operator in Euclidean space, such as a Cauchy–Kowalevski extension theorem and Vekua type solutions. In this paper, we investigate plane wave solutions of the Hermitian submonogenic system, leading to the construction of a Cauchy kernel. We also establish a Stokes type formula that, when applied to the Cauchy kernel provides an integral representation formula for Hermitian submonogenic functions.     

Two-stage non-cooperative games with risk-averse players

This paper formally introduces and studies a non-cooperative multi-agent game under uncertainty. The well-known Nash equilibrium is employed as the solution concept of the game. While there are several formulations of a stochastic Nash equilibrium problem, we focus mainly on a two-stage setting of the game wherein each agent is risk-averse and solves a rival-parameterized stochastic program with quadratic recourse. In such a game, each agent takes deterministic actions in the first stage and recourse decisions in the second stage after the uncertainty is realized. Each agent’s overall objective consists of a deterministic first-stage component plus a second-stage mean-risk component defined by a coherent risk measure describing the agent’s risk aversion. We direct our analysis towards a broad class of quantile-based risk measures and linear-quadratic recourse functions. For this class of non-cooperative games under uncertainty, the agents’ objective functions can be shown to be convex in their own decision variables, provided that the deterministic component of these functions have the same convexity property. Nevertheless, due to the non-differentiability of the recourse functions, the agents’ objective functions are at best directionally differentiable. Such non-differentiability creates multiple challenges for the analysis and solution of the game, two principal ones being: (1) a stochastic multi-valued variational inequality is needed to characterize a Nash equilibrium, provided that the players’ optimization problems are convex; (2) one needs to be careful in the design of algorithms that require differentiability of the objectives. Moreover, the resulting (multi-valued) variational formulation cannot be expected to be of the monotone type in general. The main contributions of this paper are as follows: (a) Prior to addressing the main problem of the paper, we summarize several approaches that have existed in the literature to deal with uncertainty in a non-cooperative game. (b) We introduce a unified formulation of the two-stage SNEP with risk-averse players and convex quadratic recourse functions and highlight the technical challenges in dealing with this game. (c) To handle the lack of smoothness, we propose smoothing schemes and regularization that lead to differentiable approximations. (d) To deal with non-monotonicity, we impose a generalized diagonal dominance condition on the players’ smoothed objective functions that facilitates the application and ensures the convergence of an iterative best-response scheme. (e) To handle the expectation operator, we rely on known methods in stochastic programming that include sampling and approximation. (f) We provide convergence results for various versions of the best-response scheme, particularly for the case of private recourse functions. Overall, this paper lays the foundation for future research into the class of SNEPs that provides a constructive paradigm for modeling and solving competitive decision making problems with risk-averse players facing uncertainty; this paradigm is very much at an infancy stage of research and requires extensive treatment in order to meet its broad applications in many engineering and economics domains.     

A counterexample to the differentiability of the Bergman kernel function

In this paper we prove the following main result. Let be a smoothly bounded pseudoconvex domain in with . Suppose that there exists a complex variety sitting in the boundary ; then we have

In particular, the Bergman kernel function associated with the Diederich-Fornaess worm domain is not smooth up to the boundary in joint variables off the diagonal of the boundary.

     

A geometrical interpretation of the Hungarian method

In this paper a geometrical interpretation of the Hungarian method will be given. This special algorithm to solve the dual transportation problem is not restricted to the edges of the convex polyhedron of feasible solutions. Each covering-step can be considered as a determination of a direction of steepest descent, each reduction-step as movement along that direction to a boundary point of the polyhedron. The dimension of the face that will be crossed depends on the covering that is chosen.     

Multiple goal non-cooperative conflicts under uncertainty: A fuzzy set approach

This paper investigates strategy selection for a participant in a two-party non-cooperative conflict which involves both uncertainty and multiple goals. Uncertainty arises from the players not knowing the utility functions. Multiple objectives appear as the result of the payoff being a vector of prizes and the players attempt to attain various goals for each prize separately. The main objective is to present a fuzzy set/fuzzy programming solution concept to the conflict situation. In doing so, we compare a Bayesian player to one that employs fuzzy set techniques. We point out some of the advantages of the fuzzy set method. The necessary computations in the fuzzy set method are explained in detail through an example.