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Journal of Dynamics and Games最新文献

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Replicator dynamics: Old and new 复制因子动力学:新旧
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020028
S. Sorin
{"title":"Replicator dynamics: Old and new","authors":"S. Sorin","doi":"10.3934/jdg.2020028","DOIUrl":"https://doi.org/10.3934/jdg.2020028","url":null,"abstract":"We introduce the unilateral version associated to the replicator dynamics and describe its connection to on-line learning procedures, in particular to the multiplicative weight algorithm. We show the interest of handling simultaneously discrete and continuous time analysis. We then survey recent results on extensions of this dynamics as maximization of the cumulative outcome with alternative regularization functions and variable weights. This includes no regret algorithms, time average version and link to best reply dynamics in two person games, application to equilibria and variational inequalities, convergence properties in potential and dissipative games.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70034045","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Sequencing grey games 灰色游戏排序
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020002
S. Ergün, O. Palanci, S. Z. A. Gök, Şule Nizamoğlu, G. Weber
{"title":"Sequencing grey games","authors":"S. Ergün, O. Palanci, S. Z. A. Gök, Şule Nizamoğlu, G. Weber","doi":"10.3934/jdg.2020002","DOIUrl":"https://doi.org/10.3934/jdg.2020002","url":null,"abstract":"The job scheduling problem is a notoriously difficult problem in combinatorial optimization and Operational Research. In this study, we handle the job scheduling problem by using a cooperative game theoretical approach. In the sequel, sequencing situations arising grom grey uncertainty are considered. Cooperative grey game theory is applied to analyze these situations. Further, grey sequencing games are constructed and grey equal gain splitting (GEGS) rule is introduced. It is shown that cooperative grey games are convex. An application is given based on Priority Based Scheduling Algorithm. The paper ends with a conclusion.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033242","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
On class of non-transferable utility cooperative differential games with continuous updating 一类具有持续更新的不可转让效用的合作微分对策
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020020
Zeyang Wang, O. Petrosian
{"title":"On class of non-transferable utility cooperative differential games with continuous updating","authors":"Zeyang Wang, O. Petrosian","doi":"10.3934/jdg.2020020","DOIUrl":"https://doi.org/10.3934/jdg.2020020","url":null,"abstract":"This paper considers and describes the class of cooperative differential games with the non-transferable utility and continuous updating. It is the first detailed paper about the application of continuous updating approach to the non-transferable utility differential games. The process of how to construct Pareto optimal strategy with continuous updating and Pareto trajectory is described. Another important contribution is that the property of subgame consistency is adopted for the class of games with continuous updating. The resource extraction game model is used as an example. The Pareto optimal strategies and corresponding trajectory are constructed, and the set of Pareto optimal strategies satisfying the subgame consistency property is presented. The results of numerical simulation are demonstrated in the Matlab environment, and the conclusion is drawn.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033348","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Emerging patterns in inflation expectations with multiple agents 多重动因下通胀预期的新模式
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020012
Emiliano Alvarez, Silvia London
{"title":"Emerging patterns in inflation expectations with multiple agents","authors":"Emiliano Alvarez, Silvia London","doi":"10.3934/jdg.2020012","DOIUrl":"https://doi.org/10.3934/jdg.2020012","url":null,"abstract":"Macroeconomic theory and central Banks' policy recommendations have analyzed for decades the link between the expected value of future inflation and its subsequent realization. Agents' inflation expectations have thus become a fundamental input of the economic policy: they allow to know if economic agents are synchronized with the policies and allow the Central Banks to anticipate the market trends. In this paper, we found evidence for the case of Uruguay of a discrepancy between the distribution of agents' inflation expectations and the distribution expected by traditional models. A first consequence is an increase in uncertainty in the estimates; problems related to its asymptotic distribution and the assumptions that arise from this aggregate distribution are analyzed. Another consequence is related to the existence of a structure in the data and the notion of equilibrium in the model. It is concluded that a discussion regarding the nature of the economic phenomenon is essential for the correct specification of the model studied.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033440","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices 乌拉圭主权债务指数回报波动性的长期依赖性
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020016
Juan Kalemkerian, Andr'es Sosa
{"title":"Long-range dependence in the volatility of returns in Uruguayan sovereign debt indices","authors":"Juan Kalemkerian, Andr'es Sosa","doi":"10.3934/jdg.2020016","DOIUrl":"https://doi.org/10.3934/jdg.2020016","url":null,"abstract":"One consequence of the fact that a large number of agents with different behaviors operate in financial systems is the emergence of certain statistical properties in some time series. Some of these properties contradict the hypotheses that are established in the traditional models of efficient market and portfolio optimization. Among them is the long-range dependence that is the objective of this work. The approach is proposed by fractional calculus, as a generalization of the classic approach to financial markets through semi-martingales. This paper study the existence of this property in variables dependent on the term structure curves of Uruguayan sovereign debt after the 2002 economic crisis.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Pricing equilibrium of transportation systems with behavioral commuters 具有行为通勤者的交通系统定价均衡
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020026
J. Lien, V. Mazalov, Jie Zheng
{"title":"Pricing equilibrium of transportation systems with behavioral commuters","authors":"J. Lien, V. Mazalov, Jie Zheng","doi":"10.3934/jdg.2020026","DOIUrl":"https://doi.org/10.3934/jdg.2020026","url":null,"abstract":"We study Wardrop equilibrium in a transportation system with profit-maximizing firms and heterogeneous commuters. Standard commuters minimize the sum of monetary costs and equilibrium travel time in their route choice, while \"oblivious\" commuters choose the route with minimal idle time. Three possible scenarios can arise in equilibrium: A pooling scenario where all commuters make the same transport choice; A separating scenario where different types of commuters make different transport choices; A partial pooling scenario where some standard commuters make the same transport choice as the oblivious commuters. We characterize the equilibrium existence condition, derive equilibrium flows, prices and firms' profits in each scenario, and conduct comparative analyses on parameters representing route conditions and heterogeneity of commuters, respectively. The framework nests the standard model in which all commuters are standard as a special case, and also allows for the case in which all commuters are oblivious as the other extreme. Our study shows how the presence of behavioral commuters under different route conditions affects equilibrium behavior of commuters and firms, as well a the equilibrium outcome of the transportation system.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033991","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
A regularization interpretation of the proximal point method for weakly convex functions 弱凸函数的近点法的正则化解释
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020005
Tim Hoheisel, M. Laborde, Adam M. Oberman
{"title":"A regularization interpretation of the proximal point method for weakly convex functions","authors":"Tim Hoheisel, M. Laborde, Adam M. Oberman","doi":"10.3934/jdg.2020005","DOIUrl":"https://doi.org/10.3934/jdg.2020005","url":null,"abstract":"Empirical evidence and theoretical results suggest that the proximal point method can be computed approximately and still converge faster than the corresponding gradient descent method, in both the stochastic and exact gradient case. In this article we provide a perspective on this result by interpreting the method as gradient descent on a regularized function. This perspective applies in the case of weakly convex functions where proofs of the faster rates are not available. Using this analysis we find the optimal value of the regularization parameter in terms of the weak convexity.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033260","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
A stochastic model for computer virus propagation 计算机病毒传播的随机模型
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020010
M. Lefebvre
{"title":"A stochastic model for computer virus propagation","authors":"M. Lefebvre","doi":"10.3934/jdg.2020010","DOIUrl":"https://doi.org/10.3934/jdg.2020010","url":null,"abstract":"A three-dimensional continuous-time stochastic model based on the classic Kermack-McKendrick model for the spread of epidemics is proposed for the propagation of a computer virus. Moreover, control variables are introduced into the model. We look for the controls that either minimize or maximize the expected time it takes to clean the infected computers, or to protect them from the virus. Using dynamic programming, the equations satisfied by the value functions are derived. Particular problems are solved explicitly.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033400","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Foundations of semialgebraic gene-environment networks 半代数基因-环境网络的基础
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020018
Erik Kropat, G. Weber, E. B. Tirkolaee
{"title":"Foundations of semialgebraic gene-environment networks","authors":"Erik Kropat, G. Weber, E. B. Tirkolaee","doi":"10.3934/jdg.2020018","DOIUrl":"https://doi.org/10.3934/jdg.2020018","url":null,"abstract":"Gene-environment network studies rely on data originating from different disciplines such as chemistry, biology, psychology or social sciences. Sophisticated regulatory models are required for a deeper investigation of the unknown and hidden functional relationships between genetic and environmental factors. At the same time, various kinds of uncertainty can arise and interfere with the system's evolution. The aim of this study is to go beyond traditional stochastic approaches and to propose a novel framework of semialgebraic gene-environment networks. Foundation is laid for future research, methodology and application. This approach is a natural extension of interconnected systems based on stochastic, polyhedral, ellipsoidal or fuzzy (linguistic) uncertainty. It allows for a reconstruction of the underlying network from uncertain (semialgebraic) data sets and for a prediction of the uncertain futures states of the system. In addition, aspects of network pruning for large regulatory systems in genome-wide studies are discussed leading to mixed-integer programming (MIP) and continuous programming.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033286","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 16
Real option value and poverty trap 实物期权价值与贫困陷阱
IF 0.9
Journal of Dynamics and Games Pub Date : 2020-01-01 DOI: 10.3934/jdg.2020025
G. Calcagnini, E. Carrera, G. Travaglini
{"title":"Real option value and poverty trap","authors":"G. Calcagnini, E. Carrera, G. Travaglini","doi":"10.3934/jdg.2020025","DOIUrl":"https://doi.org/10.3934/jdg.2020025","url":null,"abstract":"In recent years concerns about poverty traps have risen to the forefront of policy. Accordingly, the decision on investing or waiting in specific sectors or locations of poor countries is in part assigned to the government of that country. We study the optimal timing of a foreign direct investment (FDI) where the returns are stochastic and the cost irreversible. A model of real option value compares the benefits and costs of a risky FDI with those of a riskless official development assistance (ODA). Once FDIs take place, the local government can shift ODAs towards different sectors or locations to hinder poverty. We show that with uncertainty and irreversibility, the policy decision has an opportunity value that must be included as a part of the full value of the FDI. This option value is highly sensitive to uncertainty over the future returns, so that changing actual economic conditions in poor countries can have a large impact on the poverty trap. Simulations show that this option value can be significant to explain the prevalence of hysteresis, that is the tendency of a poor country to persist in poverty.","PeriodicalId":42722,"journal":{"name":"Journal of Dynamics and Games","volume":"1 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2020-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"70033876","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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