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cs.GT2026
Computing Stationary Equilibria in Measure-Dependent Markov Systems
Jing Dong, Bar Light, Xin Tong
Many stochastic systems in operations and economics exhibit feedback between their long-run state distribution and the transition law governing their dynamics. In this paper, we de…
math.PR2026
Tractable Relaxations of Multivariate Stochastic Dominance via Optimal Transport and CVaR
Bar Light
Many operational decisions involve alternatives with several uncertain attributes. When comparing such alternatives, stochastic dominance requires every decision maker in a prescri…
cs.GT2026
Equilibrium in Multi-Agent Reinforcement Learning
Maurizio D'Andrea, Bar Light
Standard solution concepts for stochastic games, such as Markov perfect equilibrium and Markov coarse correlated equilibrium, are computationally difficult, and thus, standard dece…