Differential games with continuous, switching and impulse controls [PDF]
Nonlinear Analysis: Theory, Methods & Applications, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shaiju, AJ, Dharmatti, Sheetal
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Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game. [PDF]
PLoS ONE, 2015 Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading.
Shuhua Chang, Xinyu Wang, Zheng Wang
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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
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Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications [PDF]
, 2010 The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not contain the ...
Bensoussan +22 more
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Optimal Evasive Maneuver for a Ship in an Environment of Fixed Installations and Other Ships [PDF]
Modeling, Identification and Control, 1982 Collision avoidance for encounters between several ships and installations in the open sea, is treated as a problem of optimal control, using the theory of differential games.
Rolf Skjong, Kåre M. Mjelde
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Differential Games of Mixed Type with Control and Stopping Times [PDF]
Nonlinear Differential Equations and Applications NoDEA, 2009 We study a zero sum differential game of mixed type where each player uses both control and stopping times. Under certain conditions we show that the value function for this problem exists and is the unique viscosity solution of the corresponding variational inequalities.
Ghosh, Mrinal K +2 more
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Key steps in developing a cognitive vaccine against traumatic flashbacks: visuospatial Tetris versus verbal Pub Quiz. [PDF]
PLoS ONE, 2010 Flashbacks (intrusive memories of a traumatic event) are the hallmark feature of Post Traumatic Stress Disorder, however preventative interventions are lacking.
Emily A Holmes +3 more
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Mathematics, 2023 A differential game with random duration is considered. The terminal time of the game is a random variable settled using a composite distribution function.
Tatyana Balas, Anna Tur
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Risk sensitive stochastic control and differential games [PDF]
Communications in Information and Systems, 2006 We give a concise introduction to risk sensitive control of Markov diffusion processes and related two-controller, zero-sum differential games. The method of dynamic programming for the risk sensitive control problem leads to a nonlinear partial differential equation of Hamilton-Jacobi-Bellman type. In the totally risk sensitive limit, this becomes the
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Singular mean-field control games with applications to optimal harvesting and investment problems [PDF]
, 2014 This paper studies singular mean field control problems and singular mean field stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium are obtained.
Hu, Yaozhong +2 more
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