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作者：Weber, Richard
作者单位：University of Cambridge
摘要：In the symmetric rendezvous search game played on n locations two players are initially placed at two distinct locations. The game is played in discrete steps, at each of which each player can either stay where he is or move to a different location. The players share no common labelling of the locations. We wish to find a strategy such that, if both players follow it independently, then the expected number of steps until they are in the same location is minimized. Informal versions of the rend...
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作者：Nishimura, Hiroki; Ok, Efe A.
作者单位：New York University
摘要：This paper provides a systematic solvability analysis for (generalized) variational inequalities on separable Hilbert lattices. By contrast to a large part of the existing literature, our approach is lattice-theoretic, and is not based on topological fixed point theory. This allows us to establish the solvability of certain types of (generalized) variational inequalities without requiring the involved (set-valued) maps be hemicontinuous or monotonic. Some of our results generalize those obtain...
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作者：Bertsekas, Dimitri P.; Yu, Huizhen
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-factors. The main difference is in the policy evaluation phase: instead of solving a linear system of equations, our algorithm requires solving an optimal stopping problem. The solution of this problem may be inexact, with a finite number of value iterations, in the spirit of modified policy iteration. The stopping problem...
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作者：Budhiraja, Amarjit; Liu, Xin
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Minnesota System; University of Minnesota Twin Cities
摘要：A family of constrained diffusions in a random environment is considered. Constraint set is a polyhedral cone and coefficients of the diffusion are governed by, in addition to the system state, a finite-state Markov process that is independent of the driving noise. Such models arise as limit objects in the heavy traffic analysis of generalized Jackson networks (GJN) with Markov-modulated arrival and processing rates. We give sufficient conditions (which, in particular, includes a requirement o...
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作者：Wan, Cheng
作者单位：Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite
摘要：This work shows that the formation of a finite number of coalitions in a nonatomic network congestion game benefits everyone. At the equilibrium of the composite game played by coalitions and individuals, the average cost to each coalition and the individuals' common cost are all lower than in the corresponding nonatomic game (without coalitions). The individuals' cost is lower than the average cost to any coalition. Similarly, the average cost to a coalition is lower than that to any larger c...
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作者：Weber, Richard
作者单位：University of Cambridge
摘要：Howard [Howard, J. V. 2006. Unsolved symmetric rendezvous search problems: Some old and some new. Presentation, Sixth International Workshop in Search Games and Rendezvous, July 26, London School of Economics, London] has described a simply but nontrivial symmetric rendezvous search game in which two players are initially placed in two distinct locations. The game is played in discrete steps, at each of which each player can either stay where she is or move to the other location. When the play...
