Essays about: "Nashjämvikt"

Found 3 essays containing the word Nashjämvikt.

  1. 1. Self-Play Reinforcement Learning for Finding Intrusion Prevention Strategies

    University essay from KTH/Matematisk statistik

    Author : Jakob Stymne; [2022]
    Keywords : Network security; automation; reinforcement learning; Markov Security Games; Neural Fictitious Self Play; Nätverkssäkerhet; automatisering; förstärkningsinlärning; Markovianska säkerhetsspel; Neural Fictitious Self Play;

    Abstract : This Master thesis studies automated intrusion prevention using self-play reinforcement learning. We extend a decision-theoretic model of the intrusion prevention use case based on optimal stopping theory proposed in previous work to a game-theoretic setting. READ MORE

  3. 2. DATA QUALITY CONSEQUENCES OF MANDATORY CYBER DATA SHARING BETWEEN DUOPOLY INSURERS

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Olof Reinert; Tobias Wiesinger; [2020]
    Keywords : Cyber insurance; Information transmission; Game theory; Cournot market; Nash Equilibrium; Cyberförsäkring; Informationsdelning; Spelteori; Cournot-marknad; Nashjämvikt;

    Abstract : Cyber attacks against companies are becoming more common as technology advances and digitalization is increasing exponentially. All Swedish insurance companies that sell cyber insurance encounter the same problem, there is not enough data to do good actuarial work. READ MORE

  4. 3. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation

    University essay from KTH/Optimeringslära och systemteori

    Author : Johan Dimitry El Baghdady; [2017]
    Keywords : Stochastic optimal control; dynamic programming; asset allocation; non-cooperative games; subgame perfect Nash equilibrium; time-inconsistency; dynamic portfolio optimization; mean-variance; state dependent risk aversion; extended Hamilton-Jacobi-Bellman; execution algorithms.; Stokastisk optimal styrning; dynamisk programmering; tillgångsallokering; icke-kooperativa spel; Nashjämvikt; tidsinkonsistens; dynamisk portföljoptimering; avvägning mellan förväntad avkastning och varians; tillståndsberoende riskhantering; utökad Hamilton-Jacobi-;

    Abstract : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. READ MORE