Results 221 to 230 of about 3,129 (263)

Introducing researchers involved in vector control to modelling for operational decision-making in Benin: report of the workshop, January 17-18, 2024. [PDF]

open access: yesMalar J
Konkon AK   +25 more
europepmc   +1 more source

Transboundary Emission Under Stochastic Differential Game

International Game Theory Review, 2020
In this study we provide a more robust transboundary industrial pollution reduction strategy for global emission collaborations. We consider the dynamics of each country’s quantity of pollution as a Brownian motion with Jumps to capture the systematic jumps caused by surprise effects arising from policy uncertainties within the economy. When the output
openaire   +2 more sources

An overlapping generations stochastic differential game

Automatica, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jørgensen, Steffen, Yeung, D. W. K.
openaire   +3 more sources

Stochastic differential portfolio games

Journal of Applied Probability, 1998
We study stochastic dynamic investment games in continuous time between two investors (players) who have available two different, but possibly correlated, investment opportunities. There is a single payoff function which depends on both investors’ wealth processes.
openaire   +1 more source

Stochastic Differential Games

2019
In this section we present the dynamic programming approach to stochastic differential games. We only present the case for zero sum games. For the extension to non-zero sum games, we refer to [MO].
Bernt Øksendal, Agnès Sulem
openaire   +1 more source

Deterministic and Stochastic Differential Games

2016
This chapter introduces the theory of deterministic and stochastic differential games, including the dynamic optimization techniques, (stochastic) differential games and their solution concepts, which will lay a foundation for later study.
Cheng-ke Zhang   +3 more
openaire   +1 more source

Risk-Sensitive Mean-Field Stochastic Differential Games

IFAC Proceedings Volumes, 2011
In this paper, we study a class of risk-sensitive mean-field stochastic di fferential games. Under regularity assumptions, we use results from standard risk-sensitive di fferential game theory to show that the mean- field value of the exponentiated cost functional coincides with the value function of a Hamilton-Jacobi-Bellman-Fleming (HJBF) equation ...
Tembine, Hamidou   +2 more
openaire   +2 more sources

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