arXiv research

The paper explains how simple methods can converge to optimal solutions in complex neural games.

We study the convergence of Nash equilibria in a game of optimal stopping. If the associated mean field game has a unique equilibrium, any sequence of $n$-player equilibria converges to it as $n\to\infty$. However, both the finite and infinite player versions of the game often admit multiple equilibria. We show that me…

We study rays in von Mangoldt planes, which has applications to the structure of open complete manifolds with lower radial curvature bounds. We prove that the set of souls of any rotationally symmetric plane of nonnegative curvature is a closed ball, and if the plane is von Mangoldt, we compute the radius of the ball. …

Study relative commutants in von Neumann algebras using contraction notions.

Study shows randomized strategies can't be Nash equilibria in markets with transient price impact.

The study examines different types of equilibria for stopping problems in one-dimensional diffusion processes.

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due to the existence of non-Nash stationary points. By taking advantage of the differ…

For a symmetric Hamiltonian system, lower bounds for the number of relative equilibria surrounding stable and formally unstable relative equilibria on nearby energy levels are given.

It is shown that the Novikov inequalities for critical points of closed 1-forms hold with the von Neumann Betti numbers replacing the Novikov numbers. As a corollary we obtain a vanishing theorem for $L^2$ cohomology, generalizing a theorem of W. Lueck. We also prove that von Neumann Betti numbers coincide with the Nov…

Paper develops efficient algorithms for learning rationalizable equilibria in multiplayer games.

A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parallels how a discrete-time equilibrium is defined, and allows for unambiguous economic interpretation. The terms "strong equilibria" and "weak …

Study global geometry of dynamical systems with entire vector fields.

Paper generalizes kernel mean embedding to von Neumann-algebra-valued measures.

New results on financial equilibria in markets with general semimartingales.

We prove a criterion for stability of relative equilibria in symmetric Hamiltonian systems at singular points of the momentum map. This generalizes a theorem of G.W. Patrick. The method of the proof is also useful in studying the bifurcation of relative equilibria.

We solve the mean parametrization of von Mises-Fisher distribution.

This paper analyzes complex equilibria in a networked bivirus epidemic model.

New findings show pure strategy equilibria are more robust in a war of attrition game.

We discuss the characterization of relative equilibria of Lagrangian systems with symmetry.

Develops diffusion models for time-varying correlation on the circle.

We present a derivation of the Kullback Leibler (KL)-Divergence (also known as Relative Entropy) for the von Mises Fisher (VMF) Distribution in $d$-dimensions.

We study differential operators on complete Riemannian manifolds which act on sections of a bundle of finite type modules over a von Neumann algebra with a trace. We prove a relative index and a Callias-type index theorems for von Neumann indexes of such operators. We apply these results to obtain a version of Atiyah's…

Making use of its smooth structure only, out of a connected oriented smooth $4$-manifold a von Neumann algebra is constructed. It is geometric in the sense that is generated by local operators and as a special four dimensional phenomenon it contains all algebraic (i.e., formal or coming from a metric) curvature tensors…

Under risk, Arrow-Debreu equilibria can be implemented as Radner equilibria by continuous trading of few long-lived securities. We show that this result generically fails if there is Knightian uncertainty in the volatility. Implementation is only possible if all discounted net trades of the equilibrium allocation are m…

In this paper the possibility of computing equilibrium in pure exchange and production economies by a homotopy method is investigated. The performance of the algorithm is tested on examples with known equilibria taken from the literature on general equilibrium models and numerical results are presented. In computing eq…

We prove a generalized version of the Strong Atiyah Conjecture for the infinite dihedral group W, replacing the group von Neumann algebra NW with the Hecke-von Neumann algebra N_qW.

Constructs a representation of the string 2-group on a von Neumann algebra.

We prove that the Cayley graph and the coset geometry of the von Dyck group $D(a,b,c)$ are linked by a vertex-to-edge duality.

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

Study of MHD equilibria with orientation-reversing symmetry, showing all orbits are periodic.

Study on symmetries and equilibria in Poisson manifolds, with applications to rigid body dynamics.

New method finds all Nash equilibria via vector optimization.

We obtain a formula for the number of horizontal equilibria of a planar convex body $K$ with respect to a center of mass $O$ in terms of the winding number of the evolute of $\partial K$ with respect to $O$. The formula extends to the case where $O$ lies on the evolute of $\partial K$ and a suitably modified version ho…

We present applications of the notion of isomorphic vector fields to the study of nonlinear stability of relative equilibria. Isomorphic vector fields were introduced by Hepworth [Theory Appl. Categ. 22 (2009), 542-587] in his study of vector fields on differentiable stacks. Here we argue in favor of the usefulness of …

Study optimal stopping times for multi-dimensional processes with non-exponential discounting.

We undertake a fundamental study of network equilibria modeled as solutions of fixed point equations for monotone linear functions with saturation nonlinearities. The considered model extends one originally proposed to study systemic risk in networks of financial institutions interconnected by mutual obligations and is…

New approach tackles non-stationary multi-agent games with black-box methods.

In this paper we suggest a new general formalism for studying the invariants of polyhedra and manifolds comming from the theory of von Neumann algebras. First, we examine generality in which one may apply the construction of the extended abelian category, which was suggested in the previous publications of the author, …

We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.

Sparse prototypes improve clustering of high-dimensional directional data.

This work finds mixed equilibria in zero-sum games using interacting particle dynamics.

We study the learnability of a class of compact operators known as Schatten--von Neumann operators. These operators between infinite-dimensional function spaces play a central role in a variety of applications in learning theory and inverse problems. We address the question of sample complexity of learning Schatten-von…

Paper shows RLHF can be solved similarly to standard RL.

Given a multifunction from $X$ to the $k-$fold symmetric product $Sym_k(X)$, we use the Dold-Thom Theorem to establish a homological selection Theorem. This is used to establish existence of Nash equilibria. Cost functions in problems concerning the existence of Nash Equilibria are traditionally multilinear in the mixe…

The study defines new surfaces with specific cut locus properties and provides conditions for their existence.

We show that if the connected sum of two knots with coprime Alexander polynomials has vanishing von Neumann rho-invariants associated with certain metabelian representations then so do both knots. As an application, we give a new example of an infinite family of knots which are linearly independent in the knot concorda…

Existence of stochastic financial equilibria giving rise to semimartingale asset prices is established under a general class of assumptions. These equilibria are expressed in real terms and span complete markets or markets with withdrawal constraints.We deal with random endowment density streams which admit jumps and g…

In this paper, we study the problem of learning the set of pure strategy Nash equilibria and the exact structure of a continuous-action graphical game with quadratic payoffs by observing a small set of perturbed equilibria. A continuous-action graphical game can possibly have an uncountable set of Nash euqilibria. We p…