We consider a two-player zero-sum game given by a Markov chain over a finite set of states K and a family of zero-sum matrix games (Gk)kK. The sequence of states follows the Marko...
Abstract. In this paper we consider a class of hybrid stochastic games with the piecewise openloop information structure. These games are indexed over a parameter which represents...
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Priority queueing systems come natural when customers with diversified delay requirements have to wait to get service. The customers that cannot tolerate but small delays get serv...
Let C be a code of length n over an alphabet of size q. A word d is a descendant of a pair of codewords x, y C if di {xi, yi} for 1 i n. A code C is an identifiable parent prop...