Stackelberg vs. Nash in the Lottery Colonel Blotto Game

Y Liu, B Ni, W Shen, Z Wang, J Zhang - arxiv preprint arxiv:2410.07690, 2024 - arxiv.org
Resource competition problems are often modeled using Colonel Blotto games. However,
Colonel Blotto games only simulate scenarios where players act simultaneously. In many …

Joint mixability and notions of negative dependence

T Koike, L Lin, R Wang - Mathematics of Operations …, 2024 - pubsonline.informs.org
A joint mix (JM) is a random vector with a constant component-wise sum. The dependence
structure of a joint mix minimizes some common objectives, such as the variance of the …

Fast, optimal, and dynamic electoral campaign budgeting by a generalized Colonel Blotto game

T Valles, D Beaglehole - arxiv preprint arxiv:2406.15714, 2024 - arxiv.org
The Colonel Blotto game is a deeply studied theoretical model for competitive allocation
environments including elections, advertising, and ecology. However, the original …

Bridging Historical Data and Future Markets: An Optimal Transport Policy for Demand Forecasting

Y Chi, D Lei, Y Qi, J Zhang, H Hu, L Zheng… - Available at SSRN …, 2024 - papers.ssrn.com
Accurate demand forecasting is crucial for the operational decision-making processes of
online retailers. In recent years, machine learning models have seen widespread use in …

Colonel Blotto Games with a Head Start

L Aspect, C Ewerhart - Available at SSRN 4204082, 2022 - papers.ssrn.com
Abstract This paper studies Colonel Blotto games with two battlefields where one player has
a head start in the form of additional troops on one of the battlefields. Such games arise …

Finite approximations of the Sion-Wolfe game

L Aspect, C Ewerhart - Working paper series/Department of Economics, 2023 - zora.uzh.ch
As pointed out by Sion and Wolfe (1957), a non-cooperative game on the unit square need
not admit a Nash equilibrium, neither in pure nor in randomized strategies. In this paper, we …

Measures for risk, dependence and diversification

L Lin - 2024 - uwspace.uwaterloo.ca
Two primary tasks in quantitative risk management are measuring risk and managing risk.
Risk measures and dependence modeling are important tools for assessing portfolio risk …