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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.

168,657 papers · 148 categories

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48 results for Nash dimension

Compact RCD spaces derived from singular Kahler metrics on 3D projective varieties.

problem Understanding geometric structures of singular Kahler spaces.
method Proving RCD spaces homeomorphic to 3D projective varieties with bounded Nash entropy and Ricci curvature.
result Compact RCD spaces are equivalent to underlying projective varieties.

Study on embedding properties of Riemannian manifolds with specific geometric constraints.

problem Embedding Riemannian manifolds with certain geometric properties into Euclidean spaces.
method Utilizing a known trick to find embeddings with specific dimensions.
result Existence of isometric embeddings with specified dimensions for Riemannian manifolds.

Finding Nash equilibria in two-player zero-sum continuous games is a central problem in machine learning, e.g. for training both GANs and robust models. The existence of pure Nash equilibria requires strong conditions which are not typically met in practice. Mixed Nash equilibria exist in greater generality and may be …

2020-02-14abs ↗pdf ↗

The article examines entropy-information inequalities for continuous-time Markov chains under curvature-dimension conditions.

problem Proving Li-Yau inequalities and modified logarithmic Sobolev inequalities for reversible Markov chains.
method Introducing the CDΥ(κ,F)CD_Υ(κ,F) condition and deriving entropy-information inequalities.
result Derives functional inequalities relating entropy to Fisher information.

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 ↗

Develops a game-theoretic approach to solve SGEP efficiently.

problem Efficiently solving the symmetric generalized eigenvalue problem for large datasets.
method Formulates SGEP as a Nash equilibrium in a game-theoretic context and develops a parallelizable algorithm.
result Achieves O(dk)O(dk) runtime complexity, making it feasible for large-scale problems.

Optimal algorithm for two-player zero-sum games with linear parameterization.

problem Finding Nash Equilibrium in two-player zero-sum Markov games with linear transition.
method Nash-UCRL algorithm, Coarse Correlated Equilibrium, Optimism-in-Face-of-Uncertainty.
result Proves ildeO(dHT) ilde{O}(dH\sqrt{T}) regret bound, matching lower bound up to logarithmic factors.

In this paper we study the embedding of Riemannian manifolds in low codimension. The well-known result of Nash and Kuiper says that any short embedding in codimension one can be uniformly approximated by C1C^1 isometric embeddings. This statement clearly cannot be true for C2C^2 embeddings in general, due to the classi…

2009-05-04abs ↗pdf ↗

This paper concerns the questions of flexibility and rigidity of solutions to the Monge-Ampère equation which arises as a natural geometrical constraint in prestrained nonlinear elasticity. In particular, we focus on anomalous i.e. "flexible" weak solutions that can be constructed through methods of convex integration …

2015-08-06abs ↗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.

New Zoll families of minimal spheres found in spheres and projective spaces.

problem Finding new Zoll families of minimal spheres in various spaces.
method Equivariant constructions using Nash-Moser-Hamilton implicit function theorem.
result First examples of metrics on real projective spaces with Zoll families of minimal projective hyperplanes.

RL in MFGs is as hard as solving many single-agent RL problems.

problem Learning Nash Equilibrium in Mean-Field Games (MFGs).
method Introduce P-MBED to measure model complexity, develop a novel exploration strategy, and establish polynomial sample complexity results.
result Learning Nash Equilibrium in MFGs is no more statistically challenging than solving a logarithmic number of single-agent RL problems.

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.

We explore the practicability of Nash's Embedding Theorem in vision and imaging sciences. In particular, we investigate the relevance of a result of Burago and Zalgaller regarding the existence of isometric embeddings of polyhedral surfaces in R3\mathbb{R}^3 and we show that their proof does not extended directly to hi…

2010-04-29abs ↗pdf ↗

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.

Study of LQ MFGs in infinite-dimensional Hilbert spaces.

problem Mean field games in infinite-dimensional settings with stochastic dynamics.
method Analysis of coupled semilinear infinite-dimensional stochastic evolution equations, development of Nash equilibrium.
result Characterization of unique Nash equilibrium in the limit of many agents.

Researchers solve a complex equation to embed graphs with negative curvature.

problem Embedding graphs in Rn+1\mathbb R^{n+1} with negative Gauss curvature.
method Solving a fully nonlinear Monge-Ampère equation using energy estimates and Nash-Moser iteration.
result Local solvability of the fully nonlinear equation for negative curvature.

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 ↗

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.

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.