Pure strategy Nash equilibria refinement in bimatrix games by using domination efficiency along with maximin and the superoptimality rule

VV Romanuke - Наукові вісті КПІ, 2018 - irbis-nbuv.gov.ua
Background. Multiple Nash equilibria bring a new problem of selecting amongst them but
this problem is solved by refining the equilibria. However, none of the existing refinements …

A zero-sum competitive multi-player game

I Guo, M Rutkowski - Demonstratio Mathematica, 2012 - degruyter.com
A single period, zero-sum, multi-player game is constructed. Each player can either exit the
game for a fixed payoff or stay and split the remaining payoff with the other non-exiting …

Arbitrage pricing of multi-person game contingent claims

I Guo, M Rutkowski - arXiv preprint arXiv:1405.2718, 2014 - arxiv.org
We introduce a class of financial contracts involving several parties by extending the notion
of a two-person game option (see Kifer (2000)) to a contract in which an arbitrary number of …

Arbitrage-free pricing of multi-person game claims in discrete time

I Guo, M Rutkowski - Finance and Stochastics, 2017 - Springer
We introduce a class of financial contracts involving several parties by extending the notion
of a two-person game option to a contract in which an arbitrary number of parties is involved …

[PDF][PDF] Fourth Wellington Workshop

A Barbour - Victoria, 2013 - sms.wgtn.ac.nz
The asymptotic behaviour of many locally branching epidemic models can, at least to first
order, be deduced from the limit theory of two branching processes. The first is the …

[PDF][PDF] Multi-Person Game Options in Discrete and Continuous Time

M Rutkowski - bcc.impan.pl
Multi-Person Game Options in Discrete and Continuous Time 13 pt Page 1 Multi-Person
Game Options in Discrete and Continuous Time Marek Rutkowski School of Mathematics …