A double obstacle problem arising in differential game theory

A double obstacle problem arising in differential game theory

A Hamilton-Jacobi equation involving a double obstacle problem is investigated. The link between this equation and the notion of dual solutions—introduced in [1, 2, 3] in the framework of differential games with lack of information—is established. As an application we characterize the convex hull of a function in the simplex as the unique solution of some nonlinear obstacle problem.

A probabilistic-numerical approximation for an obstacle problem arising in game theory

In 1967 Aumann and Maschler presented their celebrated model for games with incomplete information, see [1] and references therein. The game they consider consists in a set of, say I, standard discrete time two person zero-sum games. At the beginning one of these zero-sum games is picked at random according to a probability p. The information which game was picked is transmitted to Player 1 onl...

using game theory techniques in self-organizing maps training

شبکه خود سازمانده پرکاربردترین شبکه عصبی برای انجام خوشه بندی و کوانتیزه نمودن برداری است. از زمان معرفی این شبکه تاکنون، از این روش در مسائل مختلف در حوزه های گوناگون استفاده و توسعه ها و بهبودهای متعددی برای آن ارائه شده است. شبکه خودسازمانده از تعدادی سلول برای تخمین تابع توزیع الگوهای ورودی در فضای چندبعدی استفاده می کند. احتمال وجود سلول مرده مشکلی اساسی در الگوریتم شبکه خودسازمانده به حسا...

Obstacle Problem for Nonlinear Integro{differential Equations Arising in Option Pricing

A mathematical model of the effect of subsidy transfer in cooperative advertising using differential game theory

This work deals with subsidy transfer from a manufacturer to a retailer through the distributor in cooperative advertising. While the retailer engages in local advertising, the manufacturer indirectly participates in retail advertising using advertising subsidy which is given to the distributor, who in turn transfers it to the retailer. The manufacturer is the Stackelberg game leader; the distr...