Wellposedness of second order master equations for mean field games with nonsmooth data
In this paper we study second order master equations arising from mean field games with
common noise over arbitrary time duration. A classical solution typically requires the …
common noise over arbitrary time duration. A classical solution typically requires the …
Set valued hamilton-jacobi-bellman equations
M İşeri, J Zhang - arXiv preprint arXiv:2311.05727, 2023 - arxiv.org
Building upon the dynamic programming principle for set valued functions arising from many
applications, in this paper we propose a new notion of set valued PDEs. The key component …
applications, in this paper we propose a new notion of set valued PDEs. The key component …
Set values for mean field games
M Iseri, J Zhang - arXiv preprint arXiv:2107.01661, 2021 - arxiv.org
In this paper we study mean field games with possibly multiple mean field equilibria. Instead
of focusing on the individual equilibria, we propose to study the set of values over all …
of focusing on the individual equilibria, we propose to study the set of values over all …
Stability of equilibria in time-inconsistent stopping problems
We investigate the stability of equilibrium-induced optimal values with respect to reward
functions and transition kernels for time-inconsistent stopping problems under …
functions and transition kernels for time-inconsistent stopping problems under …
Continuity and sensitivity analysis of parameterized Nash games
Z Feinstein - Economic Theory Bulletin, 2022 - Springer
In this paper we consider continuity of the set of Nash equilibria and approximate Nash
equilibria for parameterized games. For parameterized games with unique Nash equilibria …
equilibria for parameterized games. For parameterized games with unique Nash equilibria …
Intragroup-to-intergroup game envelopment analysis: Multi-subgroup modeling, dual Nash equilibrium, and dynamic evaluation application
M Liu, W Zhou - Engineering Applications of Artificial Intelligence, 2024 - Elsevier
In the competitive decision-making process, the mutual competition caused by limited
resources can help participants improve their decision-making effectiveness. When it comes …
resources can help participants improve their decision-making effectiveness. When it comes …
Exit game with private information
HD Kwon, J Palczewski - Mathematics of Operations …, 2024 - pubsonline.informs.org
The timing of strategic exit is one of the most important but difficult business decisions,
especially under competition and uncertainty. Motivated by this problem, we examine a …
especially under competition and uncertainty. Motivated by this problem, we examine a …
Convex projection and convex multi-objective optimization
G Kováčová, B Rudloff - Journal of Global Optimization, 2022 - Springer
In this paper we consider a problem, called convex projection, of projecting a convex set
onto a subspace. We will show that to a convex projection one can assign a particular multi …
onto a subspace. We will show that to a convex projection one can assign a particular multi …
Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions
We investigate the stability of the equilibrium-induced optimal value in a one-dimensional
diffusion setting for a time-inconsistent stopping problem under nonexponential discounting …
diffusion setting for a time-inconsistent stopping problem under nonexponential discounting …
Set values for mean field games
M İşeri̇, J Zhang - Transactions of the American Mathematical Society, 2024 - ams.org
In this paper we study mean field games with possibly multiple mean field equilibria. Instead
of focusing on the individual equilibria, we propose to study the set of values over all …
of focusing on the individual equilibria, we propose to study the set of values over all …