Results 11 to 20 of about 3,170 (165)
Optimal control of stochastic singular affine systems with Markovian jumps
Journal of Inequalities and Applications, 2022 We consider an optimal control problem for a class of stochastic singular affine systems with Markovian jumps. We establish the existence and uniqueness of the solution to stochastic singular affine systems with Markovian jumps for the first time.
Xin Wang, Lisha Wang, Yuxiang Liu
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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 +4 more
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Alexandria Engineering Journal, 2020 Based on the stability theory of nonlinear differential equation, this paper analyzes the stability of the evolutionary game supply chain, and obtains the strategies that both sides should adopt in different situations.
Huiqun Yuan +3 more
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International Journal of Engineering Business Management, 2022 Many firms find it challenging to develop innovations, evidenced by the ever-mounting number of university-industry research alliances. This study examines the strategic choices of actors who participate in collaborative innovation alliances involving ...
Yang Song +4 more
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A Game—Theoretic Model for a Stochastic Linear Quadratic Tracking Problem
Axioms, 2023 In this paper, we solve a stochastic linear quadratic tracking problem. The controlled dynamical system is modeled by a system of linear Itô differential equations subject to jump Markov perturbations.
Vasile Drăgan +2 more
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Systems Science & Control Engineering, 2020 This paper is concerned with application problem of optimal control to a class of dynamic advertising models with multiple delays. Here, a dynamic model with state and control delays is introduced to describe the impacts of advertising delayed and memory
Hui Yu +4 more
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Stochastic Differential Games with Asymmetric Information [PDF]
Applied Mathematics and Optimization, 2008 We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some second order Hamilton-Jacobi equation.
Cardaliaguet, Pierre, Rainer, Catherine
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A Stochastic Differential Game in the Orthrant
Journal of Mathematical Analysis and Applications, 2002 This paper concerns a zero-sum stochastic differential game on the nonnegative orthrant. The corresponding dynamical systems is a stochastic differential equation where players control act only on the drift terms (and not on the diffusion term), also the bijectories are reflected on the boundary of the orthrant.
Ghosh, Mrinal K, Kumar, Suresh K
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Understanding evolutionary and ecological dynamics using a continuum limit
Ecology and Evolution, 2021 Continuum limits in the form of stochastic differential equations are typically used in theoretical population genetics to account for genetic drift or more generally, inherent randomness of the model. In evolutionary game theory and theoretical ecology,
Peter Czuppon, Arne Traulsen
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Deep fictitious play for stochastic differential games [PDF]
Communications in Mathematical Sciences, 2021 In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential games, for which we refer as \emph{deep fictitious play}, a multi-stage learning process.
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