1 citations · 1 across the 8 of their papers we have counts for
8 papers
Team problems and stochastic programming
Igor V. Evstigneev, Mohammad J. Vanaei, Mikhail V. Zhitlukhin
The paper bridges two vast areas of research: stochastic team decision problems and convex stochastic programming. New methods developed in the latter are applied to the study of f…
Contest vs. Competition in Cournot Duopoly: Schaffer's Paradox
Rabah Amir, Igor V. Evstigneev, Mikhail V. Zhitlukhin
The paper compares two types of industrial organization in the Cournot duopoly: (a) the classical one, where the market players maximize profits and the outcome of the game is a Co…
A Multidimensional Fatou Lemma for Conditional Expectations
E. Babaei, I. V. Evstigneev, K. R. Schenk-Hoppé
The classical multidimensional version of Fatou's lemma (Schmeidler 1970) originally obtained for unconditional expectations and the standard non-negative cone in a finite-dimensio…
Stochastic Fixed Points and Nonlinear Perron-Frobenius Theorem
E. Babaei, I. V. Evstigneev, S. A. Pirogov
We provide conditions for the existence of measurable solutions to the equation , where is an automorphism of the probability space and $f(ω,…
On Zermelo's theorem
Rabah Amir, Igor V. Evstigneev
A famous result in game theory known as Zermelo's theorem says that "in chess either White can force a win, or Black can force a win, or both sides can force at least a draw". The…
Linearization and local stability of random dynamical systems
Igor V. Evstigneev, Sergey A. Pirogov, Klaus R. Schenk-Hoppé
The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces…