This paper studies the informational content of elective teams in a dynamic agency framework with adverse selection. Two agents with different employment hi...

In this paper, we present a scenario aggregation algorithm for the solution of the dynamic minimax problem in stochastic programming. We consider the case w...

In this paper, we present algorithms for the solution of the dynamic minimax problem in stochastic programs. This dynamic minimax approach is suggested for ...

The objective of this paper is to study optimal pricing strategies in a duopoly, under an asymmetric information structure, where the appropriate solution c...

In this paper, we present three algorithms for the solution of a large-scale zero-sum two-player stochastic game in discrete time, with a finite state set a...

The refining industry is faced with medium and long term planning problems (e.g. crude supply, stocks, capacity decisions) where an important part of the da...

In this paper, we present decomposition algorithms for the solution of large scale stochastic dynamic problems, with convergence results and implementation ...

In this paper, we suggest an approximation procedure for the solution of two-player zero-sum stochastic games with continuous state and action spaces simila...

The aim of this paper is the characterization and the computation of equilibrium solutions in multistage games represented by networks. More specifically, w...

In this paper, we present algorithms for the solution of finite discounted stochastic games, without special structure. Three equilibrium concepts are consi...

The concept of ϵ-sequential Stackelberg equilibrium is introduced in the general framework of dynamic two-person games defined in the Denardo contracti...

Various algorithms for numerical solutions of discounted stochastic games are presented. For zero-sum two-person games, the existing algorithms are compared...

This paper deals with a class of games defined on a network flow model. The network represents the transformation process of a commodity from its extraction...