A Differential Game with Random Time Horizon and Discontinuous Distribution

A Differential Oligopoly Game with Sticky Prices and Environmental Externality

Dynamics of the Time Horizon Minority Game

We present exact analytic results for a new version of the Minority Game (MG) in which strategy performance is recorded over a finite time horizon. The dynamics of this Time Horizon Minority Game (THMG) exhibit many distinct features from the MG and depend strongly on whether the participants are fed real, or random, history strings. The THMG equations are equivalent to a Markov Chain, and yiel...

a differential oligopoly game with sticky prices and environmental externality

Ordered Random Variables from Discontinuous Distributions

In the absolutely continuous case, order statistics, record values and several other models of ordered random variables can be viewed as special cases of generalized order statistics, which enables a unified treatment of their theory. This paper deals with discontinuous generalized order statistics, continuing on the recent work of Tran (2006). Specifically, we show that in general neither re...

Adaptive control with random horizon

of the system can increase information about the parameters ξ. The a posteriori distribution at time i, characterizing the knowledge about ξ obtained from the observations y0,..., yi, depends, however, on control actions undertaken before time i, i.e. on (u0,...,ui-1, because they influence the states being observed. To fulfill the purpose of control, which is usually to optimize performance cr...