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31.
Parrondo games are coin flipping games with the surprising property that alternating plays of two losing games can produce a winning game. We show that this phenomenon can be modelled by probabilistic lattice gas automata. Furthermore, motivated by the recent introduction of quantum coin flipping games, we show that quantum lattice gas automata provide an interesting definition for quantum Parrondo games. 相似文献
32.
This paper presents a model of exchange where a single commodity serves as a means of payment and trade must pass through designated brokers. Broker buy and sell prices, trader allocations, and broker profits depend on the buy and sell decisions of all the market participants, and the exchange problem is described as a noncooperative game. The existence of an equilibrium is established and bounds are placed on the price spread on each commodity. Finally, the properties of the noncooperative equilibria under replication are examined. 相似文献
33.
We study fundamental properties of monotone network enterprises which contain public vertices and have positive and negative
costs on edges and vertices. Among the properties studied are the nonemptiness of the core, characterization of nonredundant
core constraints, ease of computation of the core and the nucleolus, and cases of decomposition of the core and the nucleolus.
Received December 1994/Final version March 1998 相似文献
34.
W. Schmitendorf 《Journal of Optimization Theory and Applications》1979,27(1):135-146
Optimal control problems with a vector performance index and uncertainty in the state equations are investigated. Nature chooses the uncertainty, subject to magnitude bounds. For these problems, a definition of optimality is presented. This definition reduces to that of a minimax control in the case of a scalar cost and to Pareto optimality when there is no uncertainty or disturbance present. Sufficient conditions for a control to satisfy this definition of optimality are derived. These conditions are in terms of a related two-player zero-sum differential game and suggest a technique for determining the optimal control. The results are illustrated with an example.This research was supported by AFOSR under Grant No. 76-2923. 相似文献
35.
Linear-quadratic two-person zero-sum differential games,necessary and sufficient conditions: Comment
P. Bernhard 《Journal of Optimization Theory and Applications》1980,31(2):283-284
We give a simpler, easier-to-check, version of the theorem of the paper referred to, i.e., a necessary and sufficient condition for the existence of a saddle point to the linear-quadratic two-person zero-sum perfect information differential game. 相似文献
36.
Ignacio?García-JuradoEmail author Luciano?Méndez-Naya César?Sánchez-Sellero 《Mathematical Methods of Operations Research》2004,59(3):349-357
In this note we show that the mathematical tools of cooperative game theory allow a successful approach to the statistical problem of estimating a density function. Specifically, any random sample of an absolutely continuous random variable determines a transferable utility game, the Shapley value of which proves to be an estimator of the density function of binned kernel and WARPing types, with good computational and statistical properties.Authors acknowledge the financial support of Spanish Ministry for Science and Technology and FEDER through projects BFM2002-03213 and BEC2002-04102-C02-02 and of Xunta de Galicia through projects PGIDT00PXI20104PR and PGIDT03PXIC20701PN. They also thank the comments of two anonymous referees. 相似文献
37.
Endre?Bj?rndal Maurice?KosterEmail author Stef?Tijs 《Mathematical Methods of Operations Research》2004,59(2):249-270
In this paper we consider standard fixed tree games, for which each vertex unequal to the root is inhabited by exactly one player. We present two weighted allocation rules, the weighted down-home allocation and the weighted neighbour-home allocation, both inspired by the painting story in Maschler et al. (1995) . We show, in a constructive way, that the core equals both the set of weighted down-home allocations and the set of weighted neighbour allocations. Since every weighted down-home allocation specifies a weighted Shapley value (Kalai and Samet (1988)) in a natural way, and vice versa, our results provide an alternative proof of the fact that the core of a standard fixed tree game equals the set of weighted Shapley values. The class of weighted neighbour allocations is a generalization of the nucleolus, in the sense that the latter is in this class as the special member where players have all equal weights. 相似文献
38.
Trading by Quantum Rules: Quantum Anthropic Principle 总被引:1,自引:0,他引:1
This is a short review of the background and recent development in quantum game theory and its possible application in economics and finance. The intersection of science and society is discussed and Quantum Anthropic Principle is put forward. The review is addressed to nonspecialists. 相似文献
39.
Sigal Leviatan 《International Journal of Game Theory》2003,31(3):383-410
The consistent value is an extension of the Shapley value to the class of games with non-transferable utility.? In this paper,
the consistent value will be characterized for market games with a continuum of players of two types. We will show that for
such games the consistent value need not belong to the core, and provide conditions under which there is equivalence between
the two concepts.
Received: October 1998
RID="*"
ID="*" This thesis was completed under the supervision of Professor Sergiu Hart, The Center for Rationality and Interactive
Decision Theory, Department of Mathematics, Department of Economics, The Hebrew University of Jerusalem. I would like to thank
Professor Hart for introducing me to this area of research, for his help and guidance, and, especially, for all his patience.? I
would also like to thank Michael Borns for improving the style, and an anonymous referee for helpful comments. 相似文献
40.
Closed kernel systems of the coalition matrix turn out to correspond to cones of games on which the core correspondence is
additive and on which the related barycentric solution is additive, stable and continuous. Different perfect cones corresponding
to closed kernel systems are described.
Received: December 2001/Revised: July 2002
RID="*"
ID="*" This note contains the new results, which were presented by the first author in an invited lecture at the XIV Italian
Meeting on Game Theory and Applications in Ischia, July 2001. The lecture was dedicated to Irinel Dragan on the occasion of
his seventieth birthday. 相似文献