The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed strategies. This result was later extended to a class of incomplete-information two-player games by Harsanyi, who assumed that the payoff matrix is not known exa...

We propose an alternative approach for studying queues based on robust optimization. We model the uncertainty in the arrivals and services via polyhedral uncertainty sets which are inspired from the limit laws of probability. Using the generalized central limit theorem, this framework allows to model heavy-tailed behavior characterized by bursts of rapidly occurring arrivals and long service ti...

We present a distribution-free model of incomplete-information games, both with and without private information, in which the players use a robust optimization approach to contend with payoff uncertainty. Our “robust game” model relaxes the assumptions of Harsanyi’s Bayesian game model, and provides an alternative distribution-free equilibrium concept, which we call “robust-optimization equilib...

The use of control theory in a LQG form for quantum mechanical situations has revealed a new conceptualization of knowledge, measurement and feedback. The benefits of state estimation by the Kalman filter has shown up in theoretical calculations for cooling and confining of an atom in a harmonic potential, surpassing previous proposals of direct feedback. The goal of this thesis is to explore t...

Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 28 December 2020Accepted: 20 July 2021Published online: 18 October 2021KeywordsCUR decomposition, RPCA, robust CUR, low-rank matrix approximation, interpolative decompositions, algorithmsAMS Subject Headings15A23, 65F30, 68P20, 68W20, 68W25, 68Q25Publication DataISSN (onl...