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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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591418 · Feb 202019922001200920172026
48 results for Nash bargaining

This paper simplifies the Nash Bargaining Solution for use in intellectual property cases.

problem Limited application of Nash Bargaining Solution in assigning intellectual property damages.
method Normalizes the Nash Bargaining Solution and provides a methodology for determining bargaining weight.
result Clarifies the application of Nash Bargaining Solution to specific case facts.

NAMEx merges experts using Nash bargaining for improved performance.

problem Sparse Mixture of Experts merging strategies lack a principled weighting mechanism.
method Reinterpreting expert merging through game theory, introducing Nash Merging and complex momentum.
result NAMEx consistently outperforms competing methods across various tasks and system sizes.

The paper tackles fair sharing of exploration costs across groups in online learning.

problem Sharing the cost of exploration fairly across multiple groups in online learning.
method The paper introduces the 'grouped' bandit model and uses axiomatic bargaining theory, specifically the Nash bargaining solution, to formalize fairness.
result The paper derives policies that are optimally fair and regret-optimal, showing that regret-optimal policies can be unfair.

We introduce a strategic behavior in reinsurance bilateral transactions, where agents choose the risk preferences they will appear to have in the transaction. Within a wide class of risk measures, we identify agents' strategic choices to a range of risk aversion coefficients. It is shown that at the strictly beneficial…

2019-09-04abs ↗pdf ↗

Proposes a value-oriented forecast reconciliation method for renewables in electricity markets.

problem Forecast reconciliation overlooks the value of forecasts in decision-making, leading to unfair outcomes.
method Value-oriented forecast reconciliation using a Nash bargaining framework and a primal-dual algorithm for parameter estimation.
result Consistently increases profits for all agents involved in an aggregated wind energy trading problem.

We consider a nonlinear extension of the generalized network flow model, with the flow leaving an arc being an increasing concave function of the flow entering it, as proposed by Truemper and Shigeno. We give a polynomial time combinatorial algorithm for solving corresponding flow maximization problems, finding an epsi…

2011-09-18abs ↗pdf ↗

Our work extends Coase's theorem to settings with uncertainty, showing how to maximize social welfare through property rights and learning.

problem Theoretical models of externality often assume perfect knowledge, limiting practical solutions.
method We extend Coase's theorem to a two-player bandit setting with uncertainty, designing a learning policy to maximize social welfare.
result We show that property rights and learning can recover Coase's theorem in settings with uncertainty.

I derive practical formulas for optimal arrangements between sophisticated stock market investors (namely, continuous-time Kelly gamblers or, more generally, CRRA investors) and the brokers who lend them cash for leveraged bets on a high Sharpe asset (i.e. the market portfolio). Rather than, say, the broker posting a m…

2019-04-14abs ↗pdf ↗

PropFair algorithm ensures fair performance in federated learning.

problem Ensuring fair performance in federated learning for diverse clients.
method PropFair, a novel algorithm based on bargaining games, finds proportionally fair solutions.
result PropFair approximately finds proportional fairness solutions and balances average and worst 10% client performances.

Let MM and NN be Nash manifolds, and ff and gg Nash maps from MM to NN. If MM and NN are compact and if ff and gg are analytically R-L equivalent, then they are Nash R-L equivalent. In the local case, CinftyC^infty R-L equivalence of two Nash map germs implies Nash R-L equivalence. This shows a difference of Nash…

2010-04-23abs ↗pdf ↗

Machine learning detects NASH patients from medical claims data.

problem Detecting undiagnosed NASH patients for screening and management.
method Gradient-boosted decision trees trained on administrative medical claims data.
result Model precision for NASH detection is significantly higher than NASH incidence.

The paper examines Nash equilibrium in GANs for stationary Gaussian processes.

problem Existence and uniqueness of Nash equilibrium in GANs for stationary Gaussian processes.
method Analyzes the existence of Nash equilibrium in GANs for stationary Gaussian processes, considering different discriminator families.
result The existence of Nash equilibrium depends on the discriminator family and symmetry properties of the generator family.

Algorithm learns Nash equilibria in stochastic games using entropy-regularized policies.

problem Learning Nash equilibria in zero-sum stochastic games is computationally expensive.
method Entropy-regularized soft policies for Q-function updates.
result Algorithm converges to Nash equilibrium under certain conditions.

A Nash game theory approach allocates capital requirements among financial institutions.

problem Allocating systemic risk measures among financial institutions.
method Proposes a Nash allocation rule inspired by game theory.
result Provides sufficient conditions for the existence and uniqueness of Nash allocation rules.

In this paper we review our earlier work on quantum computing and the Nash Equilibrium, in particular, tracing the history of the discovery of new Nash Equilibria and then reviewing the ways in which quantum computing may be expected to generate new classes of Nash equilibria. We then extend this work through a substan…

2007-07-03abs ↗pdf ↗

We propose a continuum model for the description of buyer and seller dynamics in an Internet market. The relevant variables are the research effort of buyers and the sellers' reputation building process. We show that, if a commercial web-site gives consumers the possibility to rate credibly sellers they bargained with,…

2002-07-04abs ↗pdf ↗

Proposes a new criterion for selecting Nash equilibria considering both utility and inequality.

problem Finding a fair Nash equilibrium in group decision-making.
method Introduces entropy-norm space for geometric selection of strict Nash equilibria.
result The closest entropy-norm pair to the largest entropy-norm pair in rescaled space is the most suitable equilibrium.

Ancient Ricci flows with bounded Nash entropy have uniform Sobolev inequalities.

problem Bounding Nash entropy in ancient Ricci flows.
method Uniformly bounded Nash entropy implies uniform bounds on the ν-functional, leading to uniform logarithmic and Sobolev inequalities.
result Uniform logarithmic and Sobolev inequalities on ancient Ricci flows with bounded Nash entropy.

The study examines Nash equilibria in utility maximization games with multiplicative performance criteria.

problem Existence and uniqueness of Nash equilibria in multiplicative performance criteria games.
method General characterization of Nash equilibria for a large class of utility functions.
result Existence and uniqueness of Nash equilibria for arbitrary initial wealth vectors.

We obtain global extensions of the celebrated Nash-Kuiper theorem for C1,θC^{1,θ} isometric immersions of compact manifolds with optimal Hölder exponent. In particular for the Weyl problem of isometrically embedding a convex compact surface in 3-space, we show that the Nash-Kuiper non-rigidity prevails upto exponent $θ<1…

2019-06-20abs ↗pdf ↗

PAPAL algorithm finds mixed Nash equilibria in continuous games.

problem Finding mixed Nash equilibria in non-convex, non-concave games.
method Particle-based Primal-Dual Algorithm (PAPAL) for weakly entropy-regularized min-max optimization.
result PAPAL offers non-asymptotic convergence guarantees for εε-mixed Nash equilibrium.

Improved SEG method converges to Nash equilibrium in bilinear games.

problem Stochastic bilinear minimax optimization problem
method Stochastic ExtraGradient (SEG) method with constant step size, iteration averaging, and scheduled restarting.
result Provable convergence to Nash equilibrium under standard settings, optimal convergence rate in interpolation setting.

This research uses reinforcement learning to find optimal emission offsets in greenhouse gas markets.

problem Finding optimal emission offsets in greenhouse gas markets to control excess emissions.
method Utilized reinforcement learning, specifically Nash-DQN, to estimate market Nash equilibria.
result Emitting firms can achieve significant financial savings by abiding by the Nash equilibria found in the market.

Study Nash equilibrium in mean field portfolio games with random market parameters.

problem Modeling wealth and relative performance in competitive financial markets.
method Martingale optimality principle approach to characterize Nash equilibrium in mean field FBSDE.
result Unique Nash equilibrium found under weak interaction assumption and market parameters independence.

A new algorithm reduces memory and computational needs for reinforcement learning.

problem Memory and computational inefficiency in model-free reinforcement learning.
method Memory-Efficient Nash Q-Learning (ME-Nash-QL) for two-player zero-sum games.
result Proves ME-Nash-QL reduces space and sample complexity for tabular and long-horizon cases.

We introduce a new loss function for evaluating forecasts and estimate models using it.

problem Lack of a decision-theoretic foundation for evaluating forecasts using the Nash-Sutcliffe efficiency.
method We introduce and analyze the Nash-Sutcliffe loss function and its application in estimating models.
result Nash-Sutcliffe loss provides a decision-theoretic foundation for evaluating and estimating models.