Results 11 to 20 of about 3,129 (263)

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
doaj   +2 more sources

Optimal tactics in community pension model for defined benefit pension plans. [PDF]

PLoS ONE
Against the backdrop of an aging population, community pension initiatives are gaining traction, permeating societal landscapes. This study delves into the equilibrium strategy within the context of a defined benefit pension plan, employing a ...
Jun Wang, Chunli Cui, Tian Tian
doaj   +2 more sources

A stochastic differential reinsurance game [PDF]

Journal of Applied Probability, 2010
We study a stochastic differential game between two insurance companies who employ reinsurance to reduce the risk of exposure. Under the assumption that the companies have large insurance portfolios compared to any individual claim size, their surplus processes can be approximated by stochastic differential equations.
openaire   +4 more sources

Analyzing reciprocity dynamics in supply chains of public goods: a stochastic evolutionary game approach [PDF]

PeerJ Computer Science
To start with an infinitely repeated game of supply chains of public goods, a stout reciprocity mechanism is introduced into income games to build a matric dynamic equation.
Simo Sun, Man Wang, Yi Lei
doaj   +3 more sources

Constrained stochastic differential games with Markovian switchings and additive structure: The total expected payoff

Results in Control and Optimization, 2023
The main objective of this work is to give conditions for the existence of Nash equilibria for a nonzero-sum constrained stochastic differential game with additive structure and Markovian switchings.
Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos, Javier Garrido, Darío Colorado-Garrido, José Vidal Herrera-Romero   +4 more
doaj   +1 more source

Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations

Mathematics, 2023
In this paper, we study a kind of Stackelberg game where the controlled systems are described by backward stochastic differential delayed equations (BSDDEs).
Li Chen, Peipei Zhou, Hua Xiao
doaj   +1 more source

Nash Equilibrium of Stochastic Partial Differential Game with Partial Information via Malliavin Calculus

Complexity, 2023
In this article, we consider the Nash equilibrium of stochastic differential game where the state process is governed by a controlled stochastic partial differential equation and the information available to the controllers is possibly less than the ...
Gaofeng Zong
doaj   +1 more source

Malliavin Calculus and Its Application to Robust Optimal Investment for an Insider

Mathematics, 2023
In the theory of portfolio selection, there are few methods that effectively address the combined challenge of insider information and model uncertainty, despite numerous methods proposed for each individually.
Chao Yu, Yuhan Cheng
doaj   +1 more source

Stochastic evolutionary game analysis of food cooperation among countries along the Belt and Road from the perspective of food security

Frontiers in Sustainable Food Systems, 2023
IntroductionIn recent years, the combination of the public health crisis and the climate crisis has greatly weakened the resilience of food systems. The Belt and Road food cooperation will make outstanding contributions to consolidate food security and ...
Mao Qinghua, Xu Linyao, Sun Qilong, Guo Mengxin   +3 more
doaj   +1 more source

A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes

Mathematics, 2023
We develop an approach for two-player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes.
Emel Savku
doaj   +1 more source