Search results for "Stochastic game"

showing 10 items of 43 documents

The many faces of human sociality: uncovering the distribution and stability of social preferences

2018

There is vast heterogeneity in the human willingness to weigh others' interests in decision making. This heterogeneity concerns the motivational intricacies as well as the strength of other-regarding behaviors, and raises the question how one can parsimoniously model and characterize heterogeneity across several dimensions of social preferences while still being able to predict behavior over time and across situations. We tackle this task with an experiment and a structural model of preferences that allows us to simultaneously estimate outcome-based and reciprocity-based social preferences. We find that non-selfish preferences are the rule rather than the exception. Neither at the level of …

2000 General Economics Econometrics and Financeindividual behaviorVerhaltensökonomieSocial preferencesECON Department of EconomicsEntscheidungsfindung10007 Department of Economics0502 economics and businessC91EconomicsEconometricsHeterogenitätddc:330Social preferences; Heterogeneity; Stability; Finite mixture models050207 economicsSocial preferencesStrukturmodellPreference (economics)Sociality050205 econometrics finite mixture models05 social sciencesStochastic gameBehavioral microeconomics (underlying principles)Representative agentstabilityPräferenzReciprocity (evolution)Altruismus330 EconomicsPredictive powerD03C49heterogeneityGeneral Economics Econometrics and FinanceValue (mathematics)laboratory
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Choosing Optimal Seed Nodes in Competitive Contagion.

2019

International audience; In recent years there has been a growing interest in simulating competitive markets to find out the efficient ways to advertise a product or spread an ideology. Along this line, we consider a binary competitive contagion process where two infections, A and B, interact with each other and diffuse simultaneously in a network. We investigate which is the best centrality measure to find out the seed nodes a company should adopt in the presence of rivals so that it can maximize its influence. These nodes can be used as the initial spreaders or advertisers by firms when two firms compete with each other. Each node is assigned a price tag to become an initial advertiser whi…

Big Datagame theoryComputer scienceProcess (engineering)01 natural sciencescompetitive contagionMicroeconomics010104 statistics & probabilityArtificial IntelligenceNode (computer science)Computer Science (miscellaneous)seed nodes0101 mathematicsOriginal ResearchSmall numbercentrality measures010102 general mathematicsStochastic game[INFO.INFO-CV]Computer Science [cs]/Computer Vision and Pattern Recognition [cs.CV]complex networksComplex networkProduct (business)CentralityGame theorycompetitive marketingInformation SystemsFrontiers in big data
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Solutions of nonlinear PDEs in the sense of averages

2012

Abstract We characterize p-harmonic functions including p = 1 and p = ∞ by using mean value properties extending classical results of Privaloff from the linear case p = 2 to all pʼs. We describe a class of random tug-of-war games whose value functions approach p-harmonic functions as the step goes to zero for the full range 1 p ∞ .

Class (set theory)Mean value theoremMathematics(all)Dynamic programming principleGeneral MathematicsAsymptotic expansion01 natural sciences1-harmonicApplied mathematics0101 mathematicsMathematicsp-harmonicApplied Mathematics010102 general mathematicsMathematical analysista111Zero (complex analysis)Sense (electronics)010101 applied mathematicsNonlinear systemRange (mathematics)Two-player zero-sum gamesMean value theorem (divided differences)Viscosity solutionsAsymptotic expansionValue (mathematics)Stochastic gamesJournal de Mathématiques Pures et Appliquées
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FROM DISCRETE KINETIC AND STOCHASTIC GAME THEORY TO MODELLING COMPLEX SYSTEMS IN APPLIED SCIENCES

2004

This paper deals with some methodological aspects related to the discretization of a class of integro-differential equations modelling the evolution of the probability distribution over the microscopic state of a large system of interacting individuals. The microscopic state includes both mechanical and socio-biological variables. The discretization of the microscopic state generates a class of dynamical systems defining the evolution of the densities of the discretized state. In general, this yields a system of partial differential equations replacing the continuous integro-differential equation. As an example, a specific application is discussed, which refers to modelling in the field of…

Class (set theory)Partial differential equationDiscretizationField (physics)Dynamical systems theoryApplied Mathematicspopulation modelsMathematical analysisStochastic gameBoltzmann modelsComplex systemnonlinearityModeling and SimulationApplied mathematicsProbability distributiondiscretizationKinetic theoryMathematicsMathematical Models and Methods in Applied Sciences
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2002

This paper analyses the effects of partially revocable endogenous commitments of a seller in a negotiation with a deadline. In particular, we examine when commitment is a source of strength, a source of inefficiency and when it does not affect the bargaining outcome at all. We show that when commitment possesses a minimum amount of irrevocability this crucially determines the bargaining outcome. In the bilateral bargaining case, commitment becomes a source of inefficiency since it causes a deadline effect. In the choice of partner framework, however, the deadline effect disappears and there is an immediate agreement and, moreover, commitment becomes a source of strength since it increases t…

Competition (economics)MicroeconomicsNegotiationmedia_common.quotation_subjectStochastic gameEconomicsComputingMilieux_COMPUTERSANDSOCIETYAffect (psychology)InefficiencyGeneral Economics Econometrics and FinanceOutcome (game theory)media_commonSpanish Economic Review
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A saturated strategy robustly ensures stability of the cooperative equilibrium for Prisoner's dilemma

2016

We study diffusion of cooperation in a two-population game in continuous time. At each instant, the game involves two random individuals, one from each population. The game has the structure of a Prisoner's dilemma where each player can choose either to cooperate (c) or to defect (d), and is reframed within the field of approachability in two-player repeated game with vector payoffs. We turn the game into a dynamical system, which is positive, and propose a saturated strategy that ensures local asymptotic stability of the equilibrium (c, c) for any possible choice of the payoff matrix. We show that there exists a rectangle, in the space of payoffs, which is positively invariant for the syst…

Computer Science::Computer Science and Game Theory0209 industrial biotechnologyControl and OptimizationSymmetric gameNormal-form gameStochastic gameSymmetric equilibrium02 engineering and technologyPrisoner's dilemma01 natural sciences010104 statistics & probability020901 industrial engineering & automationStrategySettore ING-INF/04 - AutomaticaArtificial IntelligenceRepeated gameDecision Sciences (miscellaneous)Simultaneous gameSettore MAT/09 - Ricerca Operativa0101 mathematicsMathematical economicsGames Sociology Statistics Trajectory Asymptotic stability Jacobian matricesArtificial Intelligence; Decision Sciences (miscellaneous); Control and OptimizationMathematics2016 IEEE 55th Conference on Decision and Control (CDC)
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Consensus in opinion dynamics as a repeated game

2018

Abstract We study an n -agent averaging process with dynamics subject to controls and adversarial disturbances. The model arises in multi-population opinion dynamics with macroscopic and microscopic intertwined dynamics. The averaging process describes the influence from neighbouring populations, whereas the input term indicates how the distribution of opinions in the population changes as a result of dynamical evolutions at a microscopic level (individuals’ changing opinions). The input term is obtained as the vector payoff of a two player repeated game. We study conditions under which the agents achieve robust consensus to some predefined target set. Such conditions build upon the approac…

Computer Science::Computer Science and Game Theory0209 industrial biotechnologyeducation.field_of_studyComputer scienceStochastic gamePopulation02 engineering and technologyApproachability01 natural sciences010305 fluids & plasmasTerm (time)020901 industrial engineering & automationControl and Systems EngineeringDynamics (music)0103 physical sciencesRepeated gameElectrical and Electronic EngineeringSet (psychology)educationMathematical economicsGame theoryAutomatica
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Local regularity for time-dependent tug-of-war games with varying probabilities

2016

We study local regularity properties of value functions of time-dependent tug-of-war games. For games with constant probabilities we get local Lipschitz continuity. For more general games with probabilities depending on space and time we obtain H\"older and Harnack estimates. The games have a connection to the normalized $p(x,t)$-parabolic equation $(n+p(x,t))u_t=\Delta u+(p(x,t)-2) \Delta_{\infty}^N u$.

Computer Science::Computer Science and Game TheoryPure mathematicsparabolic p(xTug of warMathematics::Analysis of PDEsHölder condition01 natural sciencesMathematics - Analysis of PDEsFOS: Mathematicsstochastic gamestug-of-war0101 mathematicsConnection (algebraic framework)Harnack's inequalityMathematicsHarnack inequalitySpacetimeHölder continuityApplied Mathematicsta111010102 general mathematicsLipschitz continuity010101 applied mathematicst)-LaplacianConstant (mathematics)AnalysisAnalysis of PDEs (math.AP)Journal of Differential Equations
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Population Games with Vector Payoff and Approachability

2016

This paper studies population games with vector payoffs. It provides a new perspective on approachability based on mean-field game theory. The model involves a Hamilton-Jacobi-Bellman equation which describes the best-response of every player given the population distribution and an advection equation, capturing the macroscopic evolution of average payoffs if every player plays its best response.

Computer Science::Computer Science and Game Theoryeducation.field_of_studyDistribution (number theory)Computer scienceStochastic gamePopulationMathematicsofComputing_NUMERICALANALYSISComputingMilieux_PERSONALCOMPUTINGTheoryofComputation_GENERALApproachabilityStrategyBest responseRepeated gameeducationGame theoryMathematical economics
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Conservation Laws and Asymptotic Behavior of a Model of Social Dynamics

2008

Abstract A conservative social dynamics model is developed within a discrete kinetic framework for active particles, which has been proposed in [M.L. Bertotti, L. Delitala, From discrete kinetic and stochastic game theory to modelling complex systems in applied sciences, Math. Mod. Meth. Appl. Sci. 14 (2004) 1061–1084]. The model concerns a society in which individuals, distinguished by a scalar variable (the activity) which expresses their social state, undergo competitive and/or cooperative interactions. The evolution of the discrete probability distribution over the social state is described by a system of nonlinear ordinary differential equations. The asymptotic trend of their solutions…

Conservation lawDiscretizationApplied MathematicsMathematical analysisStochastic gameGeneral EngineeringGeneral MedicineStability (probability)Computational MathematicsNonlinear systemSocial dynamicsExponential stabilityApplied mathematicsProbability distributionGeneral Economics Econometrics and FinanceAnalysisMathematics
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