Stochastic Control Approach to Reputation Games
نویسندگان
چکیده
منابع مشابه
Martingale Approach to Stochastic Differential Games of Control and Stopping
We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate conditions, we show that the game has a value and construct a saddle pair of optimal control and stopping strategies. Crucial in this construction is a characte...
متن کاملNetwork Reputation Games
Originally, hyperlinks on the web were placed for organic reasons, presumably to aid navigation or identify a resource deemed relevant by the human author. However, link-based reputation measures used by search engines (e.g., PageRank) have altered the dynamics of link-placement by introducing new incentives into the system. Strategic authors — spammers and others — now explicitly attempt to bo...
متن کاملBSDE Approach to Non-Zero-Sum Stochastic Differential Games of Control and Stopping
This paper studies two non-zero-sum stochastic differential games of control and stopping. One game has interaction in the players’ stopping rules, whereas the other does not. Solutions to backward stochastic differential equations (BSDEs) will be shown to provide the value processes of the first game. A multi-dimensional BSDE with reflecting barrier is studied in two cases for its solution: ex...
متن کاملA reinforcement learning approach to stochastic business games
The Internet revolution has resulted in increased competition among providers of goods and services to lure customers by tearing down the barriers of time and distance. For example, a home buyer shopping for a mortgage loan through the Internet is now a potential customer for a large number of lending institutions throughout the world. The lenders (players, in generic game theory nomenclature) ...
متن کاملA Stochastic Programming Duality Approach to Inventory Centralization Games
In this paper, we present a unified approach to study a class of cooperative games arising from inventory centralization. The optimization problems corresponding to the inventory games are formulated as stochastic programs. We observe that the strong duality of stochastic linear programming not only directly leads to a series of recent results concerning the non-emptiness of the cores of such g...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2020
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2020.2968861