Subjects -> MATHEMATICS (Total: 1013 journals)
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    - PROBABILITIES AND MATH STATISTICS (113 journals)

PROBABILITIES AND MATH STATISTICS (113 journals)                     

Showing 1 - 98 of 98 Journals sorted alphabetically
Advances in Statistics     Open Access   (Followers: 9)
Afrika Statistika     Open Access   (Followers: 1)
American Journal of Applied Mathematics and Statistics     Open Access   (Followers: 10)
American Journal of Mathematics and Statistics     Open Access   (Followers: 8)
Annals of Data Science     Hybrid Journal   (Followers: 17)
Annual Review of Statistics and Its Application     Full-text available via subscription   (Followers: 8)
Applied Medical Informatics     Open Access   (Followers: 12)
Asian Journal of Mathematics & Statistics     Open Access   (Followers: 8)
Asian Journal of Probability and Statistics     Open Access  
Austrian Journal of Statistics     Open Access   (Followers: 4)
Biostatistics & Epidemiology     Hybrid Journal   (Followers: 4)
Cadernos do IME : Série Estatística     Open Access  
Calcutta Statistical Association Bulletin     Hybrid Journal  
Communications in Mathematics and Statistics     Hybrid Journal   (Followers: 3)
Communications in Statistics - Simulation and Computation     Hybrid Journal   (Followers: 9)
Communications in Statistics: Case Studies, Data Analysis and Applications     Hybrid Journal  
Comunicaciones en Estadística     Open Access  
Econometrics and Statistics     Hybrid Journal   (Followers: 1)
Forecasting     Open Access   (Followers: 1)
Foundations and Trends® in Optimization     Full-text available via subscription   (Followers: 2)
Frontiers in Applied Mathematics and Statistics     Open Access   (Followers: 1)
Game Theory     Open Access   (Followers: 3)
Geoinformatics & Geostatistics     Hybrid Journal   (Followers: 13)
Geomatics, Natural Hazards and Risk     Open Access   (Followers: 14)
Indonesian Journal of Applied Statistics     Open Access  
International Game Theory Review     Hybrid Journal   (Followers: 1)
International Journal of Advanced Statistics and IT&C for Economics and Life Sciences     Open Access  
International Journal of Advanced Statistics and Probability     Open Access   (Followers: 6)
International Journal of Algebra and Statistics     Open Access   (Followers: 3)
International Journal of Applied Mathematics and Statistics     Full-text available via subscription   (Followers: 3)
International Journal of Ecological Economics and Statistics     Full-text available via subscription   (Followers: 5)
International Journal of Energy and Statistics     Hybrid Journal   (Followers: 3)
International Journal of Game Theory     Hybrid Journal   (Followers: 3)
International Journal of Mathematics and Statistics     Full-text available via subscription   (Followers: 2)
International Journal of Multivariate Data Analysis     Hybrid Journal  
International Journal of Probability and Statistics     Open Access   (Followers: 3)
International Journal of Statistics & Economics     Full-text available via subscription   (Followers: 6)
International Journal of Statistics and Applications     Open Access   (Followers: 2)
International Journal of Statistics and Probability     Open Access   (Followers: 3)
International Journal of Statistics in Medical Research     Hybrid Journal   (Followers: 5)
International Journal of Testing     Hybrid Journal   (Followers: 1)
Iraqi Journal of Statistical Sciences     Open Access  
Japanese Journal of Statistics and Data Science     Hybrid Journal  
Journal of Biometrics & Biostatistics     Open Access   (Followers: 5)
Journal of Cost Analysis and Parametrics     Hybrid Journal   (Followers: 5)
Journal of Environmental Statistics     Open Access   (Followers: 4)
Journal of Game Theory     Open Access   (Followers: 1)
Journal of Mathematical Economics and Finance     Full-text available via subscription  
Journal of Mathematics and Statistics Studies     Open Access  
Journal of Modern Applied Statistical Methods     Open Access   (Followers: 1)
Journal of Official Statistics     Open Access   (Followers: 2)
Journal of Quantitative Economics     Hybrid Journal  
Journal of Social and Economic Statistics     Open Access  
Journal of Statistical Theory and Practice     Hybrid Journal   (Followers: 2)
Journal of Statistics and Data Science Education     Open Access   (Followers: 2)
Journal of Survey Statistics and Methodology     Hybrid Journal   (Followers: 4)
Journal of the Indian Society for Probability and Statistics     Full-text available via subscription  
Jurnal Biometrika dan Kependudukan     Open Access   (Followers: 1)
Jurnal Ekonomi Kuantitatif Terapan     Open Access  
Jurnal Sains Matematika dan Statistika     Open Access  
Lietuvos Statistikos Darbai     Open Access  
Mathematics and Statistics     Open Access   (Followers: 2)
Methods, Data, Analyses     Open Access   (Followers: 1)
METRON     Hybrid Journal   (Followers: 2)
Nepalese Journal of Statistics     Open Access   (Followers: 1)
North American Actuarial Journal     Hybrid Journal   (Followers: 2)
Open Journal of Statistics     Open Access   (Followers: 3)
Open Mathematics, Statistics and Probability Journal     Open Access  
Pakistan Journal of Statistics and Operation Research     Open Access   (Followers: 1)
Physica A: Statistical Mechanics and its Applications     Hybrid Journal   (Followers: 6)
Probability, Uncertainty and Quantitative Risk     Open Access   (Followers: 2)
Ratio Mathematica     Open Access  
Research & Reviews : Journal of Statistics     Open Access   (Followers: 3)
Revista Brasileira de Biometria     Open Access  
Revista Colombiana de Estadística     Open Access  
RMS : Research in Mathematics & Statistics     Open Access  
Romanian Statistical Review     Open Access  
Sankhya B - Applied and Interdisciplinary Statistics     Hybrid Journal  
SIAM Journal on Mathematics of Data Science     Hybrid Journal   (Followers: 1)
SIAM/ASA Journal on Uncertainty Quantification     Hybrid Journal   (Followers: 3)
Spatial Statistics     Hybrid Journal   (Followers: 2)
Sri Lankan Journal of Applied Statistics     Open Access  
Stat     Hybrid Journal   (Followers: 1)
Stata Journal     Full-text available via subscription   (Followers: 8)
Statistica     Open Access   (Followers: 6)
Statistical Analysis and Data Mining     Hybrid Journal   (Followers: 23)
Statistical Theory and Related Fields     Hybrid Journal  
Statistics and Public Policy     Open Access   (Followers: 4)
Statistics in Transition New Series : An International Journal of the Polish Statistical Association     Open Access  
Statistics Research Letters     Open Access   (Followers: 1)
Statistics, Optimization & Information Computing     Open Access   (Followers: 3)
Stats     Open Access  
Synthesis Lectures on Mathematics and Statistics     Full-text available via subscription   (Followers: 1)
Theory of Probability and its Applications     Hybrid Journal   (Followers: 2)
Theory of Probability and Mathematical Statistics     Full-text available via subscription   (Followers: 2)
Turkish Journal of Forecasting     Open Access   (Followers: 1)
VARIANSI : Journal of Statistics and Its application on Teaching and Research     Open Access  
Zeitschrift für die gesamte Versicherungswissenschaft     Hybrid Journal  

           

Similar Journals
Journal Cover
International Journal of Game Theory
Journal Prestige (SJR): 0.564
Number of Followers: 3  
 
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1432-1270 - ISSN (Online) 0020-7276
Published by Springer-Verlag Homepage  [2467 journals]
  • Horizontal product differentiation in Varian’s model of sales

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      Abstract: Abstract We consider the explicit introduction of firms’ choice of location into Varian’s model of sales. In our model, firms compete for both uninformed and informed consumers in a two-stage spatial competition model in which firms choose price and location. We obtain a result where both prices and locations are randomized in the subgame perfect equilibrium. The difference between each firm’s choice of location in the subgame perfect equilibrium is neither purely maximized at both ends of a line nor purely minimized at the center. Also, the expected profits in a subgame perfect equilibrium are equal to the maximum profit from an uninformed market in the absence of informed consumers. Thus, even when product differentiation is explicitly introduced into a Varian-type model, Varian’s implication can be retained; the opportunity for profit in an informed market is lost due to competition.
      PubDate: 2023-01-30
       
  • Equilibria in bottleneck games

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      Abstract: Abstract This paper introduces a bottleneck game with finite sets of commuters and departing time slots as an extension of congestion games of Konishi et al. (J Econ Theory 72:225–237, 1997a). After characterizing Nash equilibrium of the game, we provide sufficient conditions for which the equivalence between Nash and strong equilibria holds. Somewhat surprisingly, unlike in congestion games, a Nash equilibrium in pure strategies may often fail to exist, even when players are homogeneous. In contrast, when there is a continuum of atomless players, the existence of a Nash equilibrium and the equivalence between the set of Nash and strong equilibria hold as in congestion games (Konishi et al. 1997a).
      PubDate: 2023-01-27
       
  • Axiomatic characterizations of the core without consistency

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      Abstract: Abstract A TU game is totally positive if it is a linear combination of unanimity games with nonnegative coefficients. We show that the core on each cone of convex games that contains the set of totally positive games is characterized by the traditional properties Pareto efficiency, additivity (ADD), individual rationality, and the null-player property together with one new property, called unanimity requiring that the solution, when applied to a unanimity game on an arbitrary coalition, allows to distribute the entire available amount of money to each player of this coalition. We also show that the foregoing characterization can be generalized to the domain of balanced games by replacing ADD by “ADD on the set of totally positive games plus super-additivity (SUPA) in general”. Adding converse SUPA allows to characterize the core on arbitrary domains of TU games that contain the set of all totally positive games. Converse SUPA requires a vector to be a member of the solution to a game whenever, when adding a totally positive game such that the sum becomes totally additive, the sum of the vector and each solution element of the totally positive game belongs to the solution of the aggregate game. Unlike in traditional characterizations of the core, our results do not use consistency properties.
      PubDate: 2023-01-26
       
  • Comparison of the voluntary contribution and Pareto-efficient mechanisms
           under voluntary participation

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      Abstract: Abstract We compare the voluntary contribution mechanism with any mechanism attaining Pareto-efficient allocations when each agent can choose whether he/she participates in the mechanism for the provision of a non-excludable public good. We find that, in our participation game, the voluntary contribution mechanism, because of its higher participation probability in the unique symmetric mixed strategy Nash equilibrium, may perform better than any Pareto-efficient mechanism in terms of the equilibrium expected provision level of the public good and the equilibrium expected payoff of each agent. Our results suggest that the voluntary contribution mechanism, which cannot realize Pareto-efficient allocations under compulsory participation, might be superior to any Pareto-efficient mechanism if we allow agents to voluntarily choose participation in the mechanism.
      PubDate: 2023-01-05
       
  • Trilateral escalation in the dollar auction

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      Abstract: Abstract We find a new set of subgame perfect equilibria in a dollar auction that involves three active bidders. The player who falls to the third place continues making efforts to catch up until his lag from the frontrunner widens to a critical distance beyond which the catchup efforts become unprofitable. At that juncture the second-place player pauses bidding thereby bettering the chance for the third-place one to leapfrog to the front so as to perpetuate the trilateral rivalry. Once two players have emerged as the top two rivals, any such trilateral rivalry equilibrium produces larger total surplus for the three players than its bilateral rivalry counterpart does, where anyone who falls to the third place immediately drops out.
      PubDate: 2022-12-30
       
  • Information disclosure in all-pay contests with costly entry

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      Abstract: Abstract In this paper, we accommodate the costly entry of contestants and examine an information design problem when the organizer can decide how to generate contestants’ private information. The information designer should take into account both ex ante entry incentives and post-entry effort elicitation. We show that no transparency (full transparency) induces greater expected aggregate effort if the entry cost is lower (higher) than a threshold. We further consider randomized disclosure policies and identify the optimal degree of transparency, which increases with the entry cost to attract entry. In particular, depending on the entry cost, diverse randomized disclosure policies could be optimal. Our results indicate that endogenous participation plays a crucial role in the design of information revelation.
      PubDate: 2022-12-05
       
  • Cost-sharing games in real-time scheduling systems

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      Abstract: Abstract We apply non-cooperative game theory to analyze the server’s activation cost in real-time scheduling systems. An instance of the game consists of a single server and a set of unit-length jobs. Every job needs to be processed along a specified time interval, defined by the job’s release-time and due-date. Jobs may also have variable weights, which specify the amount of resource they require. We assume that jobs are controlled by selfish agents who act to minimize their own cost, rather than to optimize any global objective. The jobs processed in a specific time-slot cover the server’s activation cost in this slot, with the cost being shared proportionally to the jobs’ weights. Known results on cost-sharing games do not exploit the special interval-structure of the strategy space in our game, and are therefore not tight. We present a complete analysis of equilibrium existence, computation, and inefficiency in real-time scheduling cost-sharing games. Our tight analysis covers various classes of instances, and distinguishes between unilateral and coordinated deviations.
      PubDate: 2022-12-02
       
  • Entry in first-price auctions with signaling

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      Abstract: Abstract We study the optimal entry fee in a symmetric private value first-price auction with signaling, in which the participation decisions and the auction outcome are used by an outside observer to infer the bidders’ types. We show that this auction has a unique fully separating equilibrium bidding function. When the bidders’ sensibility for the signaling concern is sufficiently strong, the expected revenue maximizing entry fee is the maximal fee that guarantees full participation. The larger is the bidder’s sensibility, the higher is the optimal participation.
      PubDate: 2022-12-02
       
  • Collusion with capacity constraints under a sales maximization rationing
           rule

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      Abstract: Abstract In the repeated Bertrand duopoly with capacity constraints, we introduce a sales maximization rationing rule, instead of a standard rationing rule, Efficient rule (E rule). Under our new rule, when the demand of a firm with a lower price exceeds its capacity, the consumers who are willing to buy at that price are rationed to that firm according to their unwillingness to buy. We find that the maximum one-shot total payoff under our rule is not less than that under E rule at any capacities; it is achieved by an asymmetric price pair rather than a symmetric monopoly price pair and it is strictly greater than that under E rule unless each firm’s capacity is too large. Under the one-shot total payoff maximization, total surplus under our rule is also equal to or greater than that under E rule at any capacities. Hence, our rule is also appealing to the social planner, and it is implementable due to information technology which collects information about the consumers’ willingness to pay. In the repeated game, patient firms can achieve the total payoff maximization by an equilibrium under our rule. Moreover, a range of discount factors within which the total payoff maximization can be sustained under our rule is wider than that under E rule at some capacities.
      PubDate: 2022-11-30
       
  • Marginality and a Characterization of the Owen Graph value

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      Abstract: Abstract The Owen graph value for games with coalition structure and graph restricted communication was introduced and axiomatically characterized by Vázquez-Brage et al. [Games Econ. Behav. 12 (1996) 42-53]. This note provides an alternative characterization of this value by employing the marginality principle.
      PubDate: 2022-11-30
       
  • Additive adjudication of conflicting claims

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      Abstract: Abstract In a “claims problem” (O’Neill 1982), a group of individuals have claims on a resource but its endowment is not sufficient to honour all of the claims. We examine the following question: If a claims problem can be decomposed into smaller claims problems, can the solutions of these smaller problems be added to obtain the solution of the original problem' A natural condition for this decomposition is that the solution to each of the smaller problems is non-degenerate, assigning positive awards to each claimant. We identify the only consistent and endowment monotonic adjudication rules satisfying this property; they are generalizations of the canonical “constrained equal losses rule” sorting claimants into priority classes and distributing the amount available to each class using a weighted constrained equal losses rule. The constrained equal losses rule is the only symmetric rule in this family of rules.
      PubDate: 2022-11-29
       
  • Existence and uniqueness of Nash equilibrium in discontinuous Bertrand
           games: a complete characterization

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      Abstract: Abstract Since (Reny in Econometrica 67:1029–1056, 1999) a substantial body of research has considered what conditions are sufficient for the existence of a pure strategy Nash equilibrium in games with discontinuous payoffs. This work analyzes a general Bertrand game, with convex costs and an arbitrary sharing rule at price ties, in which tied payoffs may be greater than non-tied payoffs when both are positive. On this domain, necessary and sufficient conditions for (i) the existence of equilibrium (ii) the uniqueness of equilibrium are presented. The conditions are intuitively easy to understand and centre around the relationships between intervals of real numbers determined by the primitives of the model.
      PubDate: 2022-11-29
       
  • The battle of opinion: dynamic information revelation by ideological
           senders

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      Abstract: Abstract Two informed and interested parties (senders) repeatedly send messages to an uninformed party (public). Senders face a trade-off between propagating their favoured opinions, possibly by lying, and maintaining a high audience (or market share), as the state is occasionally revealed and lies cause audiences to switch to the competitor. We fully characterize a focal Markov perfect equilibrium of this game and discuss the impact of exogenous parameters on the truthfulness of equilibrium reporting. In particular, we find that senders’ lying propensities are strategic complements so that increasing one sender’s bias decreases both senders’ truthfulness. We also analyse the role of polarization across senders.
      PubDate: 2022-11-29
       
  • Network disruption and the common-enemy effect

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      Abstract: Abstract We study the effect of a common enemy on the connections-model of network formation, where self-interested players can use links to build a network, knowing that they face a common enemy who can disrupt the links or nodes of the network. The goal of the common enemy is to minimize the sum of the benefits players obtain from the network. We find that for large linking costs, introducing such a common enemy can lead to the formation of pairwise stable and efficient networks which would not be pairwise stable without the threat of disruption. The reason is the large reduction in payoffs caused by disruption as soon as one player fails to maintain a link. However, we also find that for small linking costs, the empty network is pairwise stable under disruption, whereas it is not in the absence of disruption. The reason is that in the presence of disruption a link that is unilaterally formed is automatically targeted (or one of the players forming the link is automatically targeted). While the common enemy can thus have a positive effect on the incentives of the players to form an efficient network, it can also lead to the disintegration of the network.
      PubDate: 2022-11-29
       
  • All-pay matching contests

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      Abstract: Abstract We study two-sided matching contests with two sets, each of which includes two heterogeneous players with commonly known types. The players in each set compete in all-pay contests where they simultaneously send their costly efforts and then are assortatively matched. A player has a value function that depends on his type as well as his matched one. This model always has a corner equilibrium in which the players do not exert efforts and are randomly matched. We characterize the interior equilibrium and show that although players exert costly (wasted) efforts, this equilibrium might be welfare superior to the corner equilibrium. We analyze the cross effects of the players’ types on the expected payoffs of the other players as well as on their effect on the players’ expected total effort, and demonstrate the complexity of these cross effects.
      PubDate: 2022-11-29
       
  • Signaling games with endogenous types

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      Abstract: Abstract This paper examines a signaling game with endogenous types in which the sender can influence the property of his private information. We propose an equilibrium selection criterion, called criterion D3, which builds on criterion D1 from signaling games without endogenous types (Cho and Kreps 1987 and Cho and Sobel 1990). We examine the selected equilibrium properties and compare them to the equilibria selected under the existing selection rules.
      PubDate: 2022-11-29
       
  • Nested Tullock contests with nonmonotone prizes

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      Abstract: Abstract This paper demonstrates the possibility of a symmetric “binary-action mixed-strategy equilibrium” in the nested Tullock contest model (Clark and Riis in Public Choice 87:177–184, 1996; Eur J Polit Econ 14(4):605–625, 1998b) with multiple nonmonotone prizes. In this symmetric equilibrium, every player adopts the same mixed strategy: each exerts zero effort with some probability and a constant positive effort otherwise. This new type of equilibrium can coexist with the pure-strategy equilibria established in the literature; it may exist even when those pure-strategy equilibria do not. The coexisting (mixed and pure-strategy) equilibria may induce different levels of effort supply.
      PubDate: 2022-11-24
       
  • The minimum set of $$\mu $$ -compatible subgames for obtaining a stable
           set in an assignment game

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      Abstract: Abstract This study analyzes von Neumann-Morgenstern stable sets in an assignment game. Núñez and Rafels (2013) have shown that the union of the extended cores of all \(\mu \) -compatible subgames is a stable set. Typically, the set of all \(\mu \) -compatible subgames includes many elements, most of which are inessential for obtaining the stable set. We provide an algorithm to find a set of \(\mu \) -compatible subgames for obtaining the stable set when the valuation matrix is positive. Moreover, this algorithm finds the minimum set of \(\mu \) -compatible subgames for obtaining the stable set when each column and row in the valuation matrix is constituted from different positive numbers. Our simulation result reveals that the average size of the minimum set of \(\mu \) -compatible subgames for obtaining the stable set is significantly lower than that of the set of all \(\mu \) -compatible subgames.
      PubDate: 2022-11-24
       
  • When partner knows best: asymmetric expertise in partnerships

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      Abstract: Abstract This paper analyzes the problem of a principal (she) designing a contract for an agent (he) to form a short-lived partnership to exploit an asset before reselling, as in asset flipping. The agent possesses higher expertise than the principal in the sense that he can form a more-accurate assessment of the resale value of the asset before negotiating the dissolution of the partnership. By dissolving the partnership through a Texas shootout with the agent as proposer, the principal can “neutralize” her partner’s informational advantage and have him disclose the resale value for free. Thus, in the optimal contract, the agent’s superior expertise does not distort the structure of the partnership (i.e., the allocation of shares). The partners attain a higher aggregate surplus ex-ante if the principal commits to giving the asset away to the agent upon dissolving the partnership: She earns a lower revenue but lets all types of the agent enjoy a higher surplus. Thus, at the ex-ante stage, the agent could “bribe” the principal to implement this alternative. However, the additional surplus for lower types is insufficient to compensate the principal, so this higher ex-ante aggregate surplus is unattainable at the interim stage.
      PubDate: 2022-11-23
       
  • Buyers’ welfare maximizing auction design

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      Abstract: Abstract I derive the incentive compatible and individually rational mechanism that maximizes the sum of the buyers’ ex-ante expected utilities. I also show that this mechanism minimizes the seller’s revenue. When payments are required to be non-negative, my mechanism takes the form of an arbitrarily weighted lottery with no participation fees, and the resulting allocation is generally not ex-post efficient. This means that before learning their valuations and if side payments from the seller to the buyers are not allowed, buyers as a group would be better off if they gave up ex-post efficiency in order to avoid positive payments. When transfers are allowed, the optimal mechanism is a standard auction with no reserve price and where the seller’s income is redistributed back to the buyers. This mechanism is robust to speculators if a buyer with value 0 never partakes in the redistribution.
      PubDate: 2022-11-23
       
 
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