Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 24 for “"Equilibrium strategies"”.
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Essays on economic theory
… under global stability, the maximum change in equilibrium strategies due to changes in players' beliefs at orders higher than k is exponentially decreasing in k. Therefore, given any need for precision, we can approximate equilibrium strategies by specifying only finitely many orders of …
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Barrier Coverage: Deploying Robot Guards to Prevent Intrusion
… theory to construct partial barriers. These are strategies for minimizing undetected intrusion when there is a limitation on available guard resources. We give equilibrium strategies for guards and intruder for the above three guard types in two dimensions. For variable-length sensors we derive …
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Essays on Two-Sided Search With Heterogeneous Agents
… of the problem, I am able to characterize the equilibrium strategies and show that, if the strict Monotone Likelihood Ratio Property holds, then positive sorting of agents by types will be observed in equilibrium. However, the segmentation of the market into clusters disappears."
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Two Approaches to Non-Zero-Sum Stochastic Differential Games of Control and Stopping
… the reward streams of the games. Existence of equilibrium stopping rules is proved under some assumptions. The martingale part provides an equivalent martingale characterization of Nash equilibrium strategies of the games. When using equilibrium stopping rules, Isaacs' condition is necessary …
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The Use of Noncooperative Games to Determine Strategic Bidding in Centralized Electricity Markets
… participants to walk away from the best-response equilibrium strategies provided by Nash solutions. Although Nash solutions make theoretical sense in nonrepeated games, their applicability in repeated games is weakened by the fact that these solutions are not, in general, Pareto optimal. This fact …
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A conciliação do trabalho e vida pessoal de gerentes de uma instituição financeira.
… and professional career, and identify the equilibrium strategies between personal and professional life performance. The way managers are charged as a result showed a series of feelings in managers who deserve more attention by both organizations. The time factor was that of a key point of …
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Electricity market integration of stochastic renewable resources : efficiency and risk tradeoffs
… decisions. This thesis characterizes producer equilibrium strategies in competitive short term energy markets by examining the bidding behavior of energy market participants when energy imbalance payments are determined endogenously from market clearing conditions. The results show that the …
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Effect of information in Bayesian congestion games
… We study properties of Bayesian Wardrop Equilibrium, where each population assigns their demand to routes with the lowest expected cost based on their belief. We show that if population beliefs about the state and the signal received by the other population are based on a common prior, as …
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Essays on dynamic sales mechanisms
… to examine the buyer's and the sellers' equilibrium strategies. I show that without a lockout period, in equilibrium, the sellers with different costs are either almost fully discriminated or pooled in intervals except the one with the lowest possible cost. In the latter case, the buyer …
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Network security and min-cost max-flow problem
… obtain properties that are satisfied in any Nash equilibrium. Using graph theoretic arguments, we give a characterization of the support of the equilibrium strategies. Finally, we study the conditions under which these results extend to a revised version of the game where both players face budget …
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Investment Strategies under Uncertainty: Theory and evidence of preemption in case of geographical market entrance
This thesis develops an equilibrium framework for strategic exercise of geographical market entry option. The theoretical model analyses the impact of asymmetries of the competing firms such as follower entry barrier and asymmetric profitability on the optimal market entry timing and firm values. …
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Essays on economic growth and informational frictions
… by its effect on R&D. I also study a general equilibrium model in with predictions which are consistent with the empirical regularities mentioned above. In particular, aggregate growth increases as financial development increases. The model also predicts that financial development produces …
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Value of heterogeneous information in stochastically congestible facilities
… significantly affect commuters' choices and the equilibrium level of congestion. Our work addresses the open problem raised in Arnott et al. (1991) about the need to consider asymmetrically informed commuters in the bottleneck model of traffic congestion. We consider a Bayesian game with two …
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Some optimal control problems in financial and actuarial mathematics
… pension management, and the optimal insurance strategies for policyholders of a mutual insurance company (MIC). In the last chapter, we present an optimal stopping problem which concerns with finding the optimal time to sell or purchase a risky asset in the financial market. The main content …
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Analysis and design of blockchain systems
… mining as a dynamic mean-field game, identifying equilibrium strategies which guarantee that an attacker cannot profit from a double-spend attack. The third contribution presents a formal computational framework for understanding miner behavior in PoW systems, with a specific emphasis on the …
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Analysis and design of competing double auction marketplaces
… of the traders’ market selection and bidding strategies. In the context of multiple competing marketplaces, the optimal choice for a trader in terms of selecting a marketplace and submitting bids not only depends on its own preferences (i.e. type, which is usually privately known), but also on …
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Three essays on empirical industrial organization
… first two chapters focus on lender and borrower strategies in the U.S. mortgage market while the third chapter addresses the asymmetric price adjustment phenomenon in the U.S. gasoline market. The first chapter shows how consumer search confers positive externalities to other consumers in the …
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Market Based Models for CYBersecurity information EXchange (CYBEX)
… we derive the constraints under which different equilibrium strategies can be achieved and then derive the lower as well as upper bounds of incentives from CYBEX. The external incentives can be manipulated in an appropriate manner to motivate firms towards sharing all of their information …
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Networks, decisions, and outcomes : coordination with local information and the value of temporal data for learning influence networks
… provide a characterization of how the extent of equilibrium multiplicity is determined by the extent to which subsets of agents have access to common information: we show that the size of the set of equilibrium strategies is increasing with the extent of variability in the size of the subsets of …
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