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SIAMCO
2010
105views more  SIAMCO 2010»
15 years 4 months ago
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
In this paper we study the nonzero-sum Dynkin game in continuous time, which is a two-player noncooperative game on stopping times. We show that it has a Nash equilibrium point for...
Said Hamadène, Jianfeng Zhang
SSPR
2010
Springer
15 years 4 months ago
Fast Population Game Dynamics for Dominant Sets and Other Quadratic Optimization Problems
We propose a fast population game dynamics, motivated by the analogy with infection and immunization processes within a population of “players,” for finding dominant sets, a p...
Samuel Rota Bulò, Immanuel M. Bomze, Marcel...
IPL
2010
71views more  IPL 2010»
15 years 4 months ago
New common ancestor problems in trees and directed acyclic graphs
We derive a new generalization of lowest common ancestors (LCAs) in dags, called the lowest single common ancestor (LSCA). We show how to preprocess a static dag in linear time su...
Johannes Fischer, Daniel H. Huson
JMLR
2010
125views more  JMLR 2010»
15 years 28 days ago
Regret Bounds for Gaussian Process Bandit Problems
Bandit algorithms are concerned with trading exploration with exploitation where a number of options are available but we can only learn their quality by experimenting with them. ...
Steffen Grünewälder, Jean-Yves Audibert,...
SIAMDM
1998
89views more  SIAMDM 1998»
15 years 5 months ago
String Noninclusion Optimization Problems
For every string inclusion relation there are two optimization problems: find a longest string included in every string of a given finite language, and find a shortest string in...
Anatoly R. Rubinov, Vadim G. Timkovsky