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» One-Counter Stochastic Games
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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 10 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
SIAMCO
2010
116views more  SIAMCO 2010»
13 years 6 months ago
Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
We consider linear-quadratic-Gaussian (LQG) games with a major player and a large number of minor players. The major player has a significant influence on others. The minor playe...
Minyi Huang
ICC
2009
IEEE
127views Communications» more  ICC 2009»
14 years 2 months ago
Security Games with Incomplete Information
—We study two-player security games which can be viewed as sequences of nonzero-sum matrix games where at each stage of the iterations the players make imperfect observations of ...
Kien C. Nguyen, Tansu Alpcan, Tamer Basar
ICC
2008
IEEE
136views Communications» more  ICC 2008»
14 years 2 months ago
A Game-Theoretic Framework for Interference Management through Cognitive Sensing
A game theoretic framework is developed in this paper to facilitate inter-cell interference management through cognitive sensing distributively performed by mobile stations (MSs)....
Yingda Chen, Koon Hoo Teo, Shalinee Kishore, Jinyu...
SOFSEM
2007
Springer
14 years 1 months ago
Games, Time, and Probability: Graph Models for System Design and Analysis
Digital technology is increasingly deployed in safety-critical situations. This calls for systematic design and verification methodologies that can cope with three major sources o...
Thomas A. Henzinger