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Solving Maxmin Optimization Problems via Population Games
Balter, Anne; Schumacher, Johannes M.; Schweizer, Nikolaus - 2022
of population games as studied in evolutionary game theory. Consequently, evolutionary dynamics that have been designed …
Persistent link: https://www.econbiz.de/10014235483
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Learning Equilibrium Mean-Variance Strategy
Dai, Min; Dong, Yuchao; Jia, Yanwei - 2021
We study a dynamic mean-variance portfolio optimization problem under the reinforcement learning framework, where an entropy regularizer is introduced to induce exploration. Due to the time-inconsistency involved in a mean-variance criterion, we aim to learn an equilibrium strategy. Under an...
Persistent link: https://www.econbiz.de/10013240451
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Consensus-halving via theorems of Borsuk-Ulam and Tucker
Simmons, Forest W.; Su, Francis Edward - 2001 - Manuscript version, February 2001
In this paper we show how theorems of Borsuk-Ulam and Tucker can be used to construct a consensus-halving: a division of an object into two portions so that each of n people believe the portions are equally split. Moreover, the division takes at most n cuts, which is best possible. This extends...
Persistent link: https://www.econbiz.de/10011569033
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Simulation eines CO-2-Zertifikatenhandels und algorithmische Optimierung von Investitionen
Meyer-Nieberg, Silja; Pickl, Stefan - In: Operations research proceedings 2002 : selected papers …, (pp. 471-473). 2003
Persistent link: https://www.econbiz.de/10001752048
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A quasi-variational inequality approach to the financial equilibrium problem
Scrimali, Laura (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402040
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A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander; Zhang, Tao - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
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Spatial Oligopolies with Cooperative Distribution
Sandsmark, Maria - 2009
The main objects here are Nash equilibria in spatial Cournot oligopolies when profits depend on coordinated distribution. Production is non-cooperative, but the subsequent transportation must be performed jointly to minimize costs. Cournot-Nash equilibria for this two-stage game with partial...
Persistent link: https://www.econbiz.de/10013155252
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A Game Theoretic Approach to Analyse Cooperation Between Rural Households in Northern Nigeria
Gerichhausen, Marloes - 2008
programming and cooperative game theory. While linear programming establishes insight in optimal farm plans for farmers that … cooperate, game theory is used to generate fair divisions of the extra gain that is established by cooperation.The model is … the individual gross margins. To divide these gains, we consider four established solution concepts from game theory that …
Persistent link: https://www.econbiz.de/10012723805
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Equilibrium Points of Bimatrix Games Using Bilinear and Linear Programming
Lahiri, Somdeb - 2021
In this note we show without using any fixed-point theorem argument, that a pair of vectors is an equilibrium point of a bimatrix game if it solves a certain bilinear programming problem. Since the bilinear programming problem we consider has an optimal solution, we are able to prove the...
Persistent link: https://www.econbiz.de/10013215324
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Solution algorithm
Sarfati, Mahir; Hesamzadeh, Mohammad Reza; Holmberg, Pär - 2018
In part I of this paper, we proposed a Mixed-Integer Linear Program (MILP) to analyze imperfect competition of oligopoly producers in two-stage zonal power markets. In part II of this paper, we propose a solution algorithm which decomposes the proposed MILP model into several subproblems and...
Persistent link: https://www.econbiz.de/10011943407