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L. Bayón

Publications and source records attributed to L. Bayón.

3 recordsLinked to original sources

Nash Equilibria in the Showcase Showdown game with unlimited spins

The game of \emph{Showcase Showdown} with unlimited spins is investigated as an $n$-players continuous game, and the Nash Equilibrium strategies for the players are obtained. The sequential game with information on the results of the previous players is studied, as well as three variants: no information, possibility of draw, and different modalities of winner payoff.

math.OC

Entry and leaving arcs of turnpikes: their exact computation in the calculus of variations

We settle the question of how to compute the entry and leaving arcs for turnpikes in autonomous variational problems, in the one-dimensional case using the phase space of the vector field associated to the Euler equation, and the initial/final and/or the transversality condition. The results hinge on the realization that extremals are the contours of a well-known function and that that the transversality condition is (generically) a curve. An approximation algorithm is presented and an example included for completeness.

math.OC

A new method for computing asymptotic results in optimal stopping problems

In this paper, we present a novel method for computing the asymptotic values of both the optimal threshold, and the probability of success in sequences of optimal stopping problems. This method, based on the resolution of a first-order linear differential equation, makes it possible to systematically obtain these values in many situations. As an example, we address nine variants of the well-known secretary problem, including the classical one, that appear in the literature on the subject, as well as four other unpublished ones.

math.PR