Results 31 to 40 of about 185,197 (192)

Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty [PDF]

Journal of Optimization Theory and Applications, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Øksendal, Bernt, Sulem, Agnès
openaire   +2 more sources

Collaborative governance of haze pollution between local governments

Alexandria Engineering Journal, 2023
Facing the increasingly prominent regional and complex air pollution, the division of labor and cooperation is considered to be a necessary means of haze pollution control.
Lingxiao Zheng
doaj   +1 more source

Gradient-Based Algorithms With Intermediate Observations in Static and Differential Games

IEEE Access
In two-player static and differential games, strategic players often use available or delayed information about the other player’s decisions and solve an optimization or optimal control problem to determine their strategic choices.
Mohammad Safayet Hossain, Marwan A. Simaan, Zhihua Qu   +2 more
doaj   +1 more source

On the Time Consistency of Equilibria in Additively Separable Differential Games [PDF]

, 2008
The relationship amongst state-redundancy and time consistency of differential games is investigated. A class of state-redundant games is detected, where the state dynamics and the payoff functions of all players are additively separable w.r.t.
Bacchiega, Emanuele, Lambertini, Luca, Palestini, Arsen   +2 more
core   +2 more sources

Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations

, 2007
In this paper we study zero-sum two-player stochastic differential games with the help of theory of Backward Stochastic Differential Equations (BSDEs). At the one hand we generalize the results of the pioneer work of Fleming and Souganidis by considering
Buckdahn, Rainer, Li, Juan
core   +1 more source

Differential Games Controllers That Confine a System to a Safe Region in the State Space, With Applications to Surge Tank Control [PDF]

, 2012
Surge tanks are units employed in chemical processing to regulate the flow of fluids between reactors. A notable feature of surge tank control is the need to constrain the magnitude of the Maximum Rate of Change (MROC) of the surge tank outflow, since ...
Falugi, P, Kountouriotis, P-A, Vinter, RB   +2 more
core   +1 more source

Multi-Player Non-Cooperative Game Strategy of a Nonlinear Stochastic System with Time-Varying Parameters

Axioms, 2023
This paper discusses the multi-player non-cooperative game of nonlinear stochastic time-varying systems described by Itô-type differential equations in a finite time interval.
Xiangyun Lin, Tongtong Zhang, Meilin Li, Rui Zhang, Weihai Zhang   +4 more
doaj   +1 more source

Partial Information Differential Games for Mean-Field SDEs

, 2016
This paper is concerned with non-zero sum differential games of mean-field stochastic differential equations with partial information and convex control domain.
Xiao, Hua, Zhang, Shuaiqi
core   +1 more source

An application of Pontryagin's maximum principle in a linear quadratic differential game. [PDF]

, 2011
This paper deals with a class of two person zero-sum linear quadratic differential games, where the control functions for both players are subject to integral constraints. The duration of game is fixed.
Khakestari, Marzieh, Suleiman, Mohamed
core   +1 more source

Complementarity-based reformulation and numerical method for solving pursuit-evasion differential games

SICE Journal of Control, Measurement, and System Integration
Pursuit-evasion differential games are challenging to solve both analytically and numerically, particularly as the problem dimensionality increases. These games involve bounded control inputs for each player, reflecting the limitations commonly present ...
Feni Isdaryani, Kangyu Lin, Toshiyuki Ohtsuka   +2 more
doaj   +1 more source