We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
Abstract: This paper defines the extensive form correlated equilibrium (EFCE) for extensive games with perfect recall. The EFCE concept extends Aumann's strategic-form correla...
In this paper we present a polynomial-time procedure to find a low rank solution for a system of Linear Matrix Inequalities (LMI). The existence of such a low rank solution was sh...