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作者：Kella, Offer; Ramasubramanian, S.
作者单位：Hebrew University of Jerusalem; Indian Statistical Institute; Indian Statistical Institute Bangalore
摘要：A reflection map, induced by the deterministic Skorohod problem on the nonnegative orthant, is applied to a vector-valued function X on the nonnegative real line and then to a + X, where a is a nonnegative constant vector. A question that was posed over 15 years ago is, under what conditions does the difference between the two resulting regulated functions converge to zero for any choice of a as time diverges. This, in turn, implies that if one imposes enough stochastic structure that ensures ...
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作者：Feinberg, Eugene A.; Rothblum, Uriel G.
作者单位：State University of New York (SUNY) System; Stony Brook University; Technion Israel Institute of Technology
摘要：This paper studies a discrete-time total-reward Markov decision process (MDP) with a given initial state distribution. A (randomized) stationary policy can be split on a given set of states if the occupancy measure of this policy can be expressed as a convex combination of the occupancy measures of stationary policies, each selecting deterministic actions on the given set and coinciding with the original stationary policy outside of this set. For a stationary policy, necessary and sufficient c...
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作者：Simon, Robert Samuel
作者单位：University of London; London School Economics & Political Science
摘要：This paper presents a question of topological dynamics and demonstrates that its affirmation would establish the existence of approximate equilibria in all quitting games with only normal players. A quitting game is an undiscounted stochastic game with finitely many players where every player has only two moves, to end the game with certainty or to allow the game to continue. If nobody ever acts to end the game, all players receive payoffs of 0. A player is normal if and only if by quitting al...
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作者：Rinott, Yosef; Scarsini, Marco; Yu, Yaming
作者单位：Hebrew University of Jerusalem; Hebrew University of Jerusalem; Luiss Guido Carli University; University of California System; University of California Irvine
摘要：We consider a stochastic version of the well-known Blotto game, called the gladiator game. In this zero-sum allocation game two teams of gladiators engage in a sequence of one-on-one fights in which the probability of winning is a function of the gladiators' strengths. Each team's strategy is the allocation of its total strength among its gladiators. We find the Nash equilibria and the value of this class of games and show how they depend on the total strength of teams and the number of gladia...
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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...
