Results 231 to 240 of about 2,781,065 (282)

Interpretable AI for neural signal decoding in dementia: an EEG ensemble approach to differential diagnosis. [PDF]

open access: yesFront Neuroinform
Muhammad F   +5 more
europepmc   +1 more source

On the definition of a stochastic differential game

Mathematical Systems Theory, 1970
where t e R is the time, x ~ R" is the state variable, u = u(t) ~ R p and v = v(t) ~ R q are control variables and w = w(t, ~o)~ R" is some stochastic process defined over the probability space (f2, 0, t0, where f~ is a nonempty abstract set, 0 is a o-algebra of subsets of f2 and tz is a probability measure on 0.
Chris P Tsokos, Emilio Roxin
exaly   +4 more sources

An overlapping generations stochastic differential game

Automatica, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
David Yeung
exaly   +5 more sources

The Existence of Game Value for Path-dependent Stochastic Differential Game

SIAM Journal on Control and Optimization, 2017
Summary: In this paper we study a two-player zero-sum stochastic differential game for a path-dependent stochastic system under a recursive path-dependent cost functional. Due to the typical non-Markovian structure, the game value is a random field. Dividing the time horizontal into small intervals, we approximate the path-dependent game by a series of
Fu Zhang
exaly   +3 more sources

Switching Games of Stochastic Differential Systems

SIAM Journal on Control and Optimization, 2007
A two-player, zero-sum, switching game is formulated for general stochastic differential systems and is studied using a combined dynamic programming and viscosity solution approach. The existence of the game value is proved. For the proof of the related dynamic programming principle (DDP) for the lower and upper value functions, the measurability ...
Tang, S, Hou, SH
openaire   +2 more sources

Optimal Play in a Stochastic Differential Game

SIAM Journal on Control and Optimization, 1981
This paper considers play in a two-person zero-sum differential game where the dynamics are given by a differential equation with additive white noise. Feedback strategies are employed. Standard results from control theory show that the maximizing player has an optimal response to any pre-announced strategy of the minimizing player.
Elliott, R. J., Davis, M. H. A.
openaire   +2 more sources

On a problem of stochastic differential games

Journal of Optimization Theory and Applications, 1976
The process of bargaining between management and union during a strike is modelled by a nonlinear stochastic differential game. It is assumed that the two sides bargain in the mood of a cooperative game. A pair of Pareto-optimal strategies is obtained.
openaire   +1 more source

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

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