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SIAMCO
2010
105views more  SIAMCO 2010»
13 years 8 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
13 years 8 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»
13 years 8 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»
13 years 4 months 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»
13 years 9 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