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Found 928 Documents (Results 1–100)

Option pricing and stochastic optimization. (English) Zbl 07819633

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 651-665 (2022).
MSC:  91G20 93E20 91G70
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Extremum strategies of approach of controlled objects in dynamic game problems with terminal payoff function. (English. Ukrainian original) Zbl 1505.91100

Cybern. Syst. Anal. 58, No. 2, 197-209 (2022); translation from Kibern. Sist. Anal. 58, No. 2, 42-57 (2022).
MSC:  91A25 91A23
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A novel payoff distribution procedure for sustainable cooperation in an extensive game with payoffs at all nodes. (English) Zbl 1504.91022

Pardalos, Panos (ed.) et al., Mathematical optimization theory and operations research. 21st international conference, MOTOR 2022, Petrozavodsk, Russia, July 2–6, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13367, 279-294 (2022).
MSC:  91A18 91A12 91B76
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A cooperation scheme in multistage game of renewable resource extraction with asymmetric players. (English) Zbl 1504.91195

Pardalos, Panos (ed.) et al., Mathematical optimization theory and operations research. 21st international conference, MOTOR 2022, Petrozavodsk, Russia, July 2–6, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13367, 235-249 (2022).
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The GKK algorithm is the fastest over simple mean-payoff games. (English) Zbl 07615743

Kulikov, Alexander S. (ed.) et al., Computer science – theory and applications. 17th international computer science symposium in Russia, CSR 2022, virtual event, June 29 – July 1, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13296, 269-288 (2022).
MSC:  68Qxx
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Quantitative verification on product graphs of small treewidth. (English) Zbl 07799620

Bojańczyk, Mikołaj (ed.) et al., 41st IARCS annual conference on foundations of software technology and theoretical computer science, FSTTCS 2021, virtual conference, December 15–17, 2021. Wadern: Schloss Dagstuhl – Leibniz Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 213, Article 42, 23 p. (2021).
MSC:  68N30 68Qxx
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Strategy complexity of mean payoff, total payoff and point payoff objectives in countable MDPs. (English) Zbl 07730614

Haddad, Serge (ed.) et al., 32nd international conference on concurrency theory, CONCUR 2021, August 24–27, 2021, virtual conference. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 203, Article 12, 15 p. (2021).
MSC:  68Q85
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Fragility and robustness in mean-payoff adversarial Stackelberg games. (English) Zbl 07730611

Haddad, Serge (ed.) et al., 32nd international conference on concurrency theory, CONCUR 2021, August 24–27, 2021, virtual conference. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 203, Article 9, 17 p. (2021).
MSC:  68Q85
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Subgame-perfect equilibria in mean-payoff games. (English) Zbl 07730610

Haddad, Serge (ed.) et al., 32nd international conference on concurrency theory, CONCUR 2021, August 24–27, 2021, virtual conference. Wadern: Schloss Dagstuhl – Leibniz-Zentrum für Informatik. LIPIcs – Leibniz Int. Proc. Inform. 203, Article 8, 17 p. (2021).
MSC:  68Q85
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Stackelberg and Nash equilibria in games with linear-quadratic payoff functions as models of public goods. (English) Zbl 1522.91064

Olenev, Nicholas N. (ed.) et al., Optimization and applications. 12th international conference, OPTIMA 2021, Petrovac, Montenegro, September 27 – October 1, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13078, 275-287 (2021).
MSC:  91A65 49N10 91B18
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An approach for determining stationary equilibria in a single-controller average stochastic game. (English) Zbl 1504.91019

Petrosyan, Leon A. (ed.) et al., Frontiers of dynamic games. Based on the presentations at the international conference on game theory and management, GTM2020, Saint-Petersburg, Russia, October 5–9, 2020. Cham: Birkhäuser. Trends Math., 235-250 (2021).
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