Results 251 to 260 of about 132,701 (326)

Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information

IEEE Transactions on Automatic Control, 2023
This article studies a linear quadratic non-zero sum stochastic differential game with overlapping information, where the state dynamics are described by a backward stochastic differential equation and the information obtained by two players has a common
Shuangqi Wu
semanticscholar   +1 more source

Partially observed mean-field Stackelberg stochastic differential game with two followers

International Journal of Control, 2023
This paper studies a partially observed stochastic Stackelberg game with two followers, where state satisfies a linear stochastic differential equation of mean-field type, and cost functionals are quadratic.
Yu Wang, Wencan Wang
semanticscholar   +1 more source

Linear quadratic nonzero‐sum stochastic differential game of a partially observed Markov jump linear systems

Asian journal of control, 2022
In this study, a partially observed linear quadratic (LQ) non‐cooperative stochastic differential game of Markov jump linear system (MJLS) is considered.
Chengyu Wu   +3 more
semanticscholar   +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

A Decision Support System Based on Stochastic Differential Game Model in Pollution Control Chain

IEEE Transactions on Systems, Man, and Cybernetics: Systems
The low enthusiasm for upstream and downstream pollution control is the main factor leading to poor water quality. Optimizing water pollution control strategies for multiple stakeholders/entities in river basins is challenging.
Jingxiu Song   +3 more
semanticscholar   +1 more source

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

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