On characterization of credibilistic equilibria of fuzzy-payoff two-player zero-sum game

2008 ◽  
Vol 13 (2) ◽  
pp. 127-132 ◽  
Author(s):  
Jinwu Gao ◽  
Zhi-Qiang Liu ◽  
Puchen Shen
Keyword(s):  
Fuzzy Payoff ◽  
Zero Sum

scholarly journals Explicit Characterization of Feedback Nash Equilibria for Indefinite, Linear-Quadratic, Mean-Field-Type Stochastic Zero-Sum Differential Games with Jump-Diffusion Models

Mathematics ◽  
2020 ◽  
Vol 8 (10) ◽  
pp. 1669
Author(s):  
Jun Moon ◽  
Wonhee Kim
Keyword(s):  
Nash Equilibrium ◽  
Mean Field ◽  
Jump Diffusion ◽  
Linear Quadratic ◽  
Quadratic Mean ◽  
Field Type ◽  
The Mean ◽  
Zero Sum ◽  
Objective Functional

We consider the indefinite, linear-quadratic, mean-field-type stochastic zero-sum differential game for jump-diffusion models (I-LQ-MF-SZSDG-JD). Specifically, there are two players in the I-LQ-MF-SZSDG-JD, where Player 1 minimizes the objective functional, while Player 2 maximizes the same objective functional. In the I-LQ-MF-SZSDG-JD, the jump-diffusion-type state dynamics controlled by the two players and the objective functional include the mean-field variables, i.e., the expected values of state and control variables, and the parameters of the objective functional do not need to be (positive) definite matrices. These general settings of the I-LQ-MF-SZSDG-JD make the problem challenging, compared with the existing literature. By considering the interaction between two players and using the completion of the squares approach, we obtain the explicit feedback Nash equilibrium, which is linear in state and its expected value, and expressed as the coupled integro-Riccati differential equations (CIRDEs). Note that the interaction between the players is analyzed via a class of nonanticipative strategies and the “ordered interchangeability” property of multiple Nash equilibria in zero-sum games. We obtain explicit conditions to obtain the Nash equilibrium in terms of the CIRDEs. We also discuss the different solvability conditions of the CIRDEs, which lead to characterization of the Nash equilibrium for the I-LQ-MF-SZSDG-JD. Finally, our results are applied to the mean-field-type stochastic mean-variance differential game, for which the explicit Nash equilibrium is obtained and the simulation results are provided.

Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

2003 ◽  
Vol 40 (02) ◽  
pp. 327-345 ◽  
Author(s):  
Xianping Guo ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Markov Chains ◽  
Continuous Time ◽  
Transition Rates ◽  
Zero Sum Games ◽  
Stationary Strategies ◽  
Continuous Time Markov Chains ◽  
Average Payoff ◽  
Optimal Stationary Strategies ◽  
Zero Sum

This paper is a first study of two-person zero-sum games for denumerable continuous-time Markov chains determined by given transition rates, with an average payoff criterion. The transition rates are allowed to be unbounded, and the payoff rates may have neither upper nor lower bounds. In the spirit of the ‘drift and monotonicity’ conditions for continuous-time Markov processes, we give conditions on the controlled system's primitive data under which the existence of the value of the game and a pair of strong optimal stationary strategies is ensured by using the Shapley equations. Also, we present a ‘martingale characterization’ of a pair of strong optimal stationary strategies. Our results are illustrated with a birth-and-death game.

scholarly journals Characterization and simplification of optimal strategies in positive stochastic games

2018 ◽  
Vol 55 (3) ◽  
pp. 728-741 ◽  
Author(s):  
János Flesch ◽  
Arkadi Predtetchinski ◽  
William Sudderth
Keyword(s):  
State Space ◽  
Optimal Strategy ◽  
Stochastic Games ◽  
Optimal Strategies ◽  
Action Space ◽  
Positive Zero ◽  
Countable State ◽  
Zero Sum ◽  
Action Spaces

Abstract We consider positive zero-sum stochastic games with countable state and action spaces. For each player, we provide a characterization of those strategies that are optimal in every subgame. These characterizations are used to prove two simplification results. We show that if player 2 has an optimal strategy then he/she also has a stationary optimal strategy, and prove the same for player 1 under the assumption that the state space and player 2's action space are finite.

Rearrangement of vector series. I

2001 ◽  
Vol 130 (1) ◽  
pp. 89-109 ◽  
Author(s):  
C. St. J. A. NASH-WILLIAMS ◽  
D. J. WHITE
Keyword(s):  
Euclidean Space ◽  
Partial Sums ◽  
Combinatorial Characterization ◽  
Cluster Set ◽  
The One ◽  
One Point Compactification ◽  
Zero Sum ◽  
Positive Integers

Let ℝd* = ℝd ∪ {[midast ]} be the one-point compactification of Euclidean space ℝd and d [ges ] 2. Given a permutation f of the set ℕ of positive integers, let [Cscr ]f(ℝd*) denote the set of all sets C ⊆ ℝd* for which there is a series [sum ]an in ℝd with zero sum such that C is the cluster set in ℝd* of the sequence of partial sums of [sum ]af(n). Every C ∈ [Cscr ]f(ℝd*) is non-empty, connected and closed in ℝd*. We give a combinatorial characterization of the permutations f for which all non-empty closed connected subsets of ℝd* belong to [Cscr ]f(ℝd*). For every permutation f of ℕ, we determine all C ∈ [Cscr ]f(ℝd*) which contain [midast ].

Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates

2003 ◽  
Vol 40 (2) ◽  
pp. 327-345 ◽  
Author(s):  
Xianping Guo ◽  
Onésimo Hernández-Lerma
Keyword(s):  
Markov Chains ◽  
Continuous Time ◽  
Transition Rates ◽  
Zero Sum Games ◽  
Stationary Strategies ◽  
Continuous Time Markov Chains ◽  
Average Payoff ◽  
Optimal Stationary Strategies ◽  
Zero Sum

This paper is a first study of two-person zero-sum games for denumerable continuous-time Markov chains determined by given transition rates, with an average payoff criterion. The transition rates are allowed to be unbounded, and the payoff rates may have neither upper nor lower bounds. In the spirit of the ‘drift and monotonicity’ conditions for continuous-time Markov processes, we give conditions on the controlled system's primitive data under which the existence of the value of the game and a pair of strong optimal stationary strategies is ensured by using the Shapley equations. Also, we present a ‘martingale characterization’ of a pair of strong optimal stationary strategies. Our results are illustrated with a birth-and-death game.

scholarly journals The Inverse Problem Associated to the Davenport Constant for $C_2\oplus C_2 \oplus C_{2n}$, and Applications to the Arithmetical Characterization of Class Groups

10.37236/520 ◽  
2011 ◽  
Vol 18 (1) ◽  
Author(s):  
Wolfgang A. Schmid
Keyword(s):  
Inverse Problem ◽  
Absolute Constant ◽  
Class Group ◽  
Finite Abelian Group ◽  
Maximal Length ◽  
Davenport Constant ◽  
Rings Of Algebraic Integers ◽  
Maximal Multiplicity ◽  
Zero Sum

The inverse problem associated to the Davenport constant for some finite abelian group is the problem of determining the structure of all minimal zero-sum sequences of maximal length over this group, and more generally of long minimal zero-sum sequences. Results on the maximal multiplicity of an element in a long minimal zero-sum sequence for groups with large exponent are obtained. For groups of the form $C_2^{r-1}\oplus C_{2n}$ the results are optimal up to an absolute constant. And, the inverse problem, for sequences of maximal length, is solved completely for groups of the form $C_2^2 \oplus C_{2n}$. Some applications of this latter result are presented. In particular, a characterization, via the system of sets of lengths, of the class group of rings of algebraic integers is obtained for certain types of groups, including $C_2^2 \oplus C_{2n}$ and $C_3 \oplus C_{3n}$; and the Davenport constants of groups of the form $C_4^2 \oplus C_{4n}$ and $C_6^2 \oplus C_{6n}$ are determined.

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