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ANOR
2011
124views more  ANOR 2011»
13 years 4 months ago
Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
Rudi Zagst, Julia Kraus
SIAMDM
2010
167views more  SIAMDM 2010»
13 years 4 months ago
Domination Game and an Imagination Strategy
The domination game played on a graph G consists of two players, Dominator and Staller who alternate taking turns choosing a vertex from G such that whenever a vertex is chosen by...
Bostjan Bresar, Sandi Klavzar, Douglas F. Rall
WINE
2005
Springer
118views Economy» more  WINE 2005»
14 years 3 months ago
Nash Equilibria and Dominant Strategies in Routing
Nash equilibria and dominant strategies are two of the major approaches to deal with selfishness in an automated system (AS), where each agent is a selfish entity. In this paper,...
Weizhao Wang, Xiang-Yang Li, Xiaowen Chu
CEEMAS
2007
Springer
14 years 4 months ago
Verifying Dominant Strategy Equilibria in Auctions
Future agent mediated eCommerce will involve open systems of agents interoperating between different institutions, where different auction protocols may be in use. We argue that i...
Emmanuel M. Tadjouddine, Frank Guerin
AAAI
2012
12 years 5 days ago
Optimizing Payments in Dominant-Strategy Mechanisms for Multi-Parameter Domains
In AI research, mechanism design is typically used to allocate tasks and resources to agents holding private information about their values for possible allocations. In this conte...
Lachlan Thomas Dufton, Victor Naroditskiy, Maria P...