2017 Consrtuctive nonsmooth analysis and related topics (dedicated to the memory of V.F.Demyanov) (CNSA)
We use the payment schedule based approach to ensure stable cooperation in multistage games with vector payoffs.
We investigate a model of one-stage bidding between two differently informed stockmarket agents for a risky asset (share). The random liquidation price of a share may take two values: the integer positive m with probability p and 0 with probability 1−p. Player 1 (insider) is informed about the price, Player 2 is not. Both players know the probability p. Player 2 knows that Player 1 is an insider. Both players propose simultaneously their bids. The player who posts the larger bid buys one share from his opponent for this price. Any integer bids are admissible. The model is reduced to a zero-sum game with lack of information on one side. We construct the solution of this game for any p and m: we find the optimal strategies of both players and describe recurrent mechanism for calculating the game value. The results are illustrated by means of computer simulation.
Cooperative game theory instruments application to the corporate finance M&A research issues provide an ability to extend the field considered and conclusions obtained. The paper presents the M&A cooperative games modeling and its empirical implementation to analyze the airline strategic alliance as M&A deal.
The article is devoted to the problem of the structure of pragmatic constraints. The fact that gricean maxims are neither pure descriptive rules nor pure prescriptive ones is one of the puzzles of early pragmatic theories. I try to clarify the problem of ontological status of pragmatic constraints by means of game theory and optimality theory.
The authors investigate behavioural assumptions underlying the normal performance of market economy. It is assumed that a model of man adequate for market economy can be deduced from the ideal-typical properties of the latter. The main components of such model are rationality and morality. Main ethical categories relevant for market economy are analyzed: trust, justice, equality, virtues, freedom as well as their treatment in modern economics. Behavioural properties specifi c for modern Russian economy are discussed.
In this paper, we want to introduce experimental economics to the field of data mining and vice versa. It continues related work on mining deterministic behavior rules of human subjects in data gathered from experiments. Game-theoretic predictions partially fail to work with this data. Equilibria also known as game-theoretic predictions solely succeed with experienced subjects in specific games – conditions, which are rarely given. Contemporary experimental economics offers a number of alternative models apart from game theory. In relevant literature, these models are always biased by philosophical plausibility considerations and are claimed to fit the data. An agnostic data mining approach to the problem is introduced in this paper – the philosophical plausibility considerations follow after the correlations are found. No other biases are regarded apart from determinism. The dataset of the paper “Social Learning in Networks” by Choi et al 2012 is taken for evaluation. As a result, we come up with new findings. As future work, the design of a new infrastructure is discussed.
The purpose of this book is to acquaint the reader with the developments in bilinear systems theory and its applications. Bilinear systems can be used to represent a wide range of physical, chemical, biological, and social systems, as well as manufacturing processes, which cannot be effectively modeled under the assumption of linearity. This book provides a unified approach for the identification and control of nonlinear complex objects that can be transformed into bilinear systems, with a focus on the control of open physical processes functioning in a non-equilibrium mode. A wide class of non-linear control systems can be approximated using novel algorithms motivated by bilinear models. The goal of this book is to describe new methods, heuristics, and optimality criteria with less demanding computational complexity than exact criteria that result in robust adaptive algorithms. Emphasis is placed on three primary disciplines influencing bilinear systems theory: modern differential geometry, control of dynamical systems, and optimization theory.
Reaction–diffusion type replicator systems are investigated for the case of a bimatrix. An approach proposed earlier for formalizing and analyzing distributed replicator systems with one matrix is applied to asymmetric conflicts. A game theory interpretation of the problem is described and the relation between dynamic properties of systems and their game characteristics is determined. The stability of a spatially homogeneous solution for a distributed system is considered and a theorem on maintaining stability is proved. The results are illustrated with two-dimensional examples in the case of distribution.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.