Showing 2020Show all
3 papers · 1 filter
econ.TH2020
Social Welfare in Search Games with Asymmetric Information
Gilad Bavly, Yuval Heller, Amnon Schreiber
We consider games in which players search for a hidden prize, and they have asymmetric information about the prize location. We study the social payoff in equilibria of these games…
cs.GT2020
The Lipschitz Constant of Perturbed Anonymous Games
Ron Peretz, Amnon Schreiber, Ernst Schulte-Geers
The worst-case Lipschitz constant of an -player -action -perturbed game, , is given an explicit probabilistic description. In the case of , i…
q-fin.PM2020
Short-Term Investments and Indices of Risk
Yuval Heller, Amnon Schreiber
We study various decision problems regarding short-term investments in risky assets whose returns evolve continuously in time. We show that in each problem, all risk-averse decisio…