Results 11 to 20 of about 2,781,065 (282)
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.
Xudong Zeng
openaire +3 more sources
An Investigation Into the use of Swarm Intelligence for an Evolutionary Algorithm Optimisation; The Optimisation Performance of Differential Evolution Algorithm Coupled with Stochastic Diffusion Search [PDF]
, 2011 The integration of Swarm Intelligence (SI) algorithms and Evolutionary algorithms (EAs) might be one of the future approaches in the Evolutionary Computation (EC).
Blackwell, Tim +2 more
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Asymptotic behaviours of stochastic differential delay equations [PDF]
, 2005 Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper.
Shen, Yi +3 more
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Consensus Formation and Change are Enhanced by Neutrality. [PDF]
Adv Sci (Weinh)Neutral agents are shown to enhance both the formation and overturning of consensus in collective decision‐making. A general mathematical model and experiments with locusts and humans reveal that neutrality enables robust consensus via simple interactions and accelerates consensus change by reducing effective population size.
Sontag A +4 more
europepmc +2 more sources
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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Optimal control of stochastic partial differential equations in Banach spaces [PDF]
, 2010 In this thesis we study optimal control problems in Banach spaces for stochastic partial differential equations. We investigate two different approaches.
Serrano Perdomo, Rafael Antonio
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