Results 41 to 50 of about 212,751 (193)

Stochastic Differential Games in a Non-Markovian Setting [PDF]

, 2005
Stochastic differential games are considered in a non-Markovian setting. Typically, in stochastic differential games the modulating process of the diffusion equation describing the state flow is taken to be Markovian.
Bayraktar, Erhan, Poor, H. Vincent
core   +1 more source

Stochastic Differential Games

Journal of Differential Equations, 1972
Consider a stochastic differential system of \(m\) equations \[ d\xi(t)=f(t,\xi(t), y_1,\ldots, y_N)\,dt+ \sigma(t, \xi(t))\,dw(t),\quad \xi(s) =x_0, \] where the player \(y_i\) chooses a control function with values in a control set \(Y_i\). Denote by \(\tau\) the exit time of \(\xi(t)\) from a cylinder \(\{s
openaire   +1 more source

Differential Game Study of Competitive Green Supply Chain Based on Green Public Technology Innovation and Product Greenness

IEEE Access, 2023
Green public technological innovation is regarded as an indispensable tool for realizing sustainable development and coping with global challenges, and the major social challenges and global problems faced by mankind nowadays have put forward higher ...
Yunjuan Liang, Xin Liang, Hua Wei
doaj   +1 more source

Stackelberg strategies in linear-quadratic stochastic differential games [PDF]

, 1981
This paper obtains the Stackelberg solution to a class of two-player stochastic differential games described by linear state dynamics and quadratic objective functionals.
Bagchi, A., Basar, T.
core   +3 more sources

Pedestrian motion modelled by Fokker–Planck Nash games [PDF]

Royal Society Open Science, 2017
A new approach to modelling pedestrians' avoidance dynamics based on a Fokker–Planck (FP) Nash game framework is presented. In this framework, two interacting pedestrians are considered, whose motion variability is modelled through the corresponding ...
S. Roy, A. Borzì, A. Habbal
doaj   +1 more source

The Role of Cultural Capital on the Voluntary Contributions to Cultural Goods: A Differential Game Approach

Games, 2021
This study aims to offer a formal analysis which relates provision of cultural goods to the society’s level of cultural capital. Such a level is assumed to already exist in society and is increasable thanks to individual support for the offer of cultural
Massimo Finocchiaro Castro, Isidoro Mazza, Domenica Romeo   +2 more
doaj   +1 more source

On Zero-Sum Stochastic Differential Games [PDF]

, 2012
We generalize the results of Fleming and Souganidis (1989) on zero sum stochastic differential games to the case when the controls are unbounded. We do this by proving a dynamic programming principle using a covering argument instead of relying on a ...
Bayraktar, Erhan, Yao, Song
core  

Pursuit-Evasion in Minimal Time with Varying Observation Constraints

Journal of Mathematical Sciences and Modelling
Optimal control problems under incomplete information, particularly in pursuit-evasion scenarios, present significant mathematical challenges. This study extends a basic time-optimal pursuit-evasion game by introducing a time-dependent observer parameter,
Özkan Değer
doaj   +1 more source

Some Results on the Control of Polluting Firms According to Dynamic Nash and Stackelberg Patterns

Economies, 2021
In this paper we model the conflict between the group of polluting firms in a country and any social planner in the same country who attempts to control the volume of emissions generated during the production process.
George E. Halkos, George J. Papageorgiou
doaj   +1 more source

Emotional Trade-Offs in Successful Romantic Relationships: A Differential Game Approach

Mathematics
Understanding the success of romantic relationships remains a complex scientific challenge with significant implications for modern Western societies.
Jorge Herrera de la Cruz, José-Manuel Rey   +1 more
doaj   +1 more source