We consider simple Markovian games, in which several states succeed each other over time, following an exogenous discrete-time Markov chain. In each state, a different simple static game is played by the same set of players. We investigate the approximation of the Shapley--Shubik power index in simple Markovian games (SSM). We prove that an exponential number of queries on coalition values is n...

Abstract We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of moments Markovian growth–collapse processes. This extends existing formulas mean and variance available in literature closed-form expressions all orders. In comparison other methods based on differential equations, our approach yields explicit summations terms time parameter...

In this work we provide a recursive method of calculating the wavefunction XX spin chain coupled at both ends to non-Markovian reservoirs with arbitrary spectral density. The is based on appropriate handling time-dependent Schrodinger's equations motion in Laplace space and leads closed form solutions transformed amplitudes, for lengths as well initial conditions, within single-excitation subsp...

We study a linear chain of oscillators with inhomogeneity in their interactions phonon bath. In previous work on the Markovian master equation system, we investigated model which difference site-phonon coupling between adjacent is same throughout chain. Here look into another are coupled to bath alternating strength at successive sites. Whereas first all exciton modes connected, second they pai...

General open quantum systems display memory features, their master equations are non-Markovian. We show that the subclass of Gaussian non-Markovian open system dynamics is tractable in a depth similar to the Markovian class. The structure of master equations exhibits a transparent generalization of the Lindblad structure. We find and parametrize the class of stochastic Schrödinger equations tha...

This paper investigates the problem of designing a robust state-feedback controller for a class of uncertain Markovian jump nonlinear systems that guarantees the L2-gain from an exogenous input to a regulated output is less than or equal to a prescribed value. First, we approximate this class of uncertain Markovian jump nonlinear systems by a class of uncertain Takagi-Sugeno fuzzy models with M...

We consider the estimation of hidden Markovian process by using information geometry with respect to transition matrices. We consider the case when we use only the histogram of k-memory data. Firstly, we focus on a partial observation model with Markovian process and we show that the asymptotic estimation error of this model is given as the inverse of projective Fisher information of transition...

This paper considers a continuous-time mean-variance portfolio selection with regime-switching and random horizon. Unlike previous works, the dynamic of assets are described by non-Markovian models in sense that all market parameters predictable respect to filtration generated jointly Markov chain Brownian motion. The is assumed be independent motion, thus incomplete. authors formulate this pro...