[PDF] Top 20 Dynkin game under g-expectation in continuous time
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Dynkin game under g-expectation in continuous time
... stopping game problem is an extension of the optimal stopping problem, the martingale approach has been used to find a pair of saddle point, and then the value function is obtained by solving this double optimal ... See full document
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Continuous time, continuous decision space prisoner’s dilemma: A bridge between game theory and economic GCD models
... evolve? Under what conditions can it happen that individuals do not behave egoistically? To phrase it in economic terms: How can it happen that individuals do not behave according to what yields the highest ... See full document
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A single item continuous double auction game
... auction game with an infinite number of buyers and sellers is ...discrete time instances, a player is randomly selected to make a bid (buyer) or an ask ... See full document
38
Convergence to a self-normalized G-Brownian motion
... sub-linear expectation, or also called G-expectation, is a nonlinear expec- tation generalizing the notions of backward stochastic differential equations, g- expectations, and provides a ... See full document
25
Review Article The diagnosis and treatment of knee osteoarthritis: a literature review
... same time, with the continuous improvement of minimally invasive treatment concepts and the continu- ous maturity of arthroscopic techniques, the treatment of KOA under arthroscopy is not lim- ited ... See full document
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A Comment on "Cycles and Instability in a Rock Paper Scissors Population Game: A Continuous Time Experiment"
... discrete time) replicate previous results that exhibit “weak or no cycles”, which depended on the result —— the stable discrete time treatments (SD) do not exhibit clear cyclical behavior indicated by CRI’s ... See full document
5
Doubly Reflected BSDEs and Ef-Dynkin games: beyond the right-continuous case
... -Dynkin game might not admit a value ...zero-sum game of the previous subsection over a larger set of “stopping strategies” than the set of stopping times T 0 ... See full document
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A Dynkin game on assets with incomplete information on the return
... A typical problem that we have in mind is the one of a firm holding a concession to drill oil wells. Being aware of the social costs and benefits of the oil field development, a public authority would like to sign a ... See full document
38
Information issues in differential game theory*
... Differential game theory investigates conflict problems in control systems driven by several ...differential game is the so-called pursuit-evasion game, in which one player (the pursuer) tries to ... See full document
13
Expectation-Maximization Method for EEG-Based Continuous Cursor Control
... both continuous method and trial- wise method using common spatial pattern (CSP) for fea- ture extraction, using Fisher linear discriminant (continu- ous method) and regularized linear discriminant (trialwise ... See full document
10
ON THE FIRST PASSAGE g-MEAN-VARIANCE OPTIMALITY FOR DISCOUNTED CONTINUOUS-TIME MARKOV DECISION PROCESSES
... discounted continuous-time MDPs in a finite or countable state space and with a bounded reward ...performance g (not necessarily the value function) but also a very attractive variance ...called ... See full document
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Expectation-maximization analysis of spatial time series
... Fig. 3. (A) Red dots: Probability of Regime A (w A (t )). Blue dots: Probability of Regime B (w B (t )). Green dots: Probability of Regime C (w C (t )). For representation purposes, the Y-axis has been stretched from the ... See full document
5
Expectation Driven Cycles: Time varying Effects
... that expectation shocks generated longer-lived effects in unemployment in the post-1990 ...an expectation shock is remarkably larger and more persistent during the most recent recession, when compared with ... See full document
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Contra g#ψ - Continuous Functions and almost Contra g#ψ – Continuous Functions in Topological Spaces
... and g:(Y,σ)→(Z, η) be a function defined by g(a) = c, g(b) = b ,g(c) = ...and g are contra g # ψ - continuous but their composition g о f : (X,τ) →(Z, η) is not ... See full document
6
A general solution to the continuous-time estimation problem under widely linear processing
... processes, infinite observation intervals, additive and/or multiplicative noise, noiseless observations, estimation of functionals of the signal, etc. It also brings under a single framework three different kinds ... See full document
11
Game of the Cursed Prince based on Android
... A story in a prosperous, rich and happy kingdom has a King, a Queen, a Prince, a concubine, a Treasure, and so on. They are surrounded with a luxurious and happy life. But they do not know what threats will befall them. ... See full document
6
The Statistical Exploration in the $G$-expectation Framework: The Pseudo Simulation and Estimation of Variance Uncertainty
... and Time-value ordering rule) are able to capture the true parameter interval regardless of the underlying distributional setting on the uncertain parameter (especially the central group ... See full document
103
Min-Max $pi g^asteta$-continuous and Max-Min $pi g^asteta$-continuous functions in topological spaces
... Example 4.14. Let X = Y = {a, b, c} be with τ = {ϕ, {b}, {b, c}, X} and µ = {ϕ ,{a, b},Y }. Let f : X −→ Y be an identity function. Then f is a maximal πg ∗ β -continuous function but it is not a max-min πg ∗ β ... See full document
6
Contra g ? ? WG Continuous Functions
... Thivagar[17] g - closed set, Saied Jafari,Lellis Thivagar and Nirmala Rebecca Paul[18] introduced and studied g -closed ...of g -WG closed ...contra g ~ wg – continuous ... See full document
7
On the Quasi Hyperbolic Kac Moody Algebra QHA7(2)
... the Dynkin diagrams and some properties of real and imaginary roots were obtained in [15,17 and18] by Uma ...the Dynkin diagrams associated to the quasi hyperbolic Kac-Moody algebra QHA 2(1) was obtained ... See full document
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