Extended Abstracts Summer 2015 : Strategic Behavior in Combinatorial Structures; Quantitative Finance. 1st ed. 2017

種類:

電子ブック

責任表示:

edited by Josep Díaz, Lefteris Kirousis, Luis Ortiz-Gracia, Maria Serna

出版情報:

Cham : Springer International Publishing : Imprint: Birkhäuser, 2017

著者名:

• Díaz, Josep.
• Kirousis, Lefteris.
• Ortiz-Gracia, Luis.
• Serna, Maria.
• SpringerLink (Online service)

シリーズ名:

Research Perspectives CRM Barcelona ; 6

ISBN:

9783319517537 [3319517538]    

注記:

Part-I -- Foreword -- On the Push & Pull Protocol for Rumour Spreading -- Random Walks that Find Perfect Objects and the Lovasz Local Lemma -- Logit Dynamics with Concurrent Updates for Local Interaction Games -- Logit Dynamics with Concurrent Updates for Local Interaction Games -- Carpooling in Social Networks -- Who to Trust for Truthful Facility Location? -- Metric and Spectral Properties of Dense Inhomogeneous Random Graphs -- On-Line List Colouring of Random Graphs -- Approximation Algorithms for Computing Maximin Share Allocations -- An Alternate Proof of the Algorithmic Lovász Local Lemma -- Learning Game-Theoretic Equilibria via Query Protocols -- The Lower Tail: Poisson Approximation Revisited -- Population Protocols for Majority in Arbitrary Networks -- The Asymptotic Value in Finite Stochastic Games -- Almost All 5-Regular Graphs Have a 3-Flow -- Part-II -- Foreword -- On the Short-Time Behaviour of the Implied Volatility Skew for Spread Options and Applications -- An Alternative to CARMA Models vi
This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing together physicists, computer scientists and mathematicians. The main research theme explores how atomic agents that act locally and microscopically lead to discontinuous macroscopic changes. Adopting this perspective has proven to be especially useful in studying the evolution of random and usually complex or large combinatorial objects (like networks or logic formulas) with respect to discontinuous changes in global parameters like connectivity, satisfiability etc. There is, of course, an obvious strategic element in the formation of a transition: the atomic agents “selfishly” seek to optimize a local parameter. However, up to now this game-theoretic aspect of abrupt, locally triggered changes had not been exten

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