Results 251 to 260 of about 2,781,065 (282)

Stochastic differential games in economic modeling

1994
In this paper we present two continuous-time models of economic competition which are based on a stochastic differential game formalism. We focus our presentation on the modeling possibilities offered by the frameworks of piecewise deterministic and switching diffusion control systems respectively.
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SOLUTION MECHANISMS FOR COOPERATIVE STOCHASTIC DIFFERENTIAL GAMES

International Game Theory Review, 2006
Cooperative stochastic differential games constitute a highly complex form of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution, stochastic elements and solution agreement have to be considered simultaneously. This complexity leads to great difficulties in the derivation of dynamically stable
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Towards a Theory of stochastic adaptive differential games

IEEE Conference on Decision and Control and European Control Conference, 2011
Complex systems with components or subsystems having game-like relationships are arguably the most complex ones. Much progress has been made in the traditional game theory over the past half a century, where the structure and the parameters are assumed to be known when the players make their decisions.
Yan Li, Lei Guo 0001
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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, Huai-nian Zhu, Hai-ying Zhou, Ning Bin   +3 more
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Coalitional Stochastic Differential Games for Networks

IEEE Control Systems Letters, 2022
Julian Barreiro-Gomez, Quanyan Zhu
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A Stochastic Differential Game with Safe and Risky Choices

Probability in the Engineering and Informational Sciences, 1988
This paper considers a two-person zero-sum stochastic differential game. The dynamics of the game are given by a one-dimensional stochastic differential equation whose diffusion coefficient may be controlled by the players. The drift coefficient is held constant and cannot be controlled.
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Stochastic differential games with controlled regime-switching

Computational and Applied Mathematics
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chenglin Ma, Huaizhong Zhao
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Linear Exponential Quadratic Stochastic Differential Games

IEEE Transactions on Automatic Control, 2016
In this technical note a two person noncooperative stochastic differential game described by a linear stochastic equation with a Brownian motion and a payoff that is the exponential of a quadratic functional in the state and the control strategies of the two players is explicitly solved. The optimal strategies form a Nash equilibrium.
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Uncertain stochastic hybrid differential game system with V-n jumps: Saddle point equilibrium strategies and application to advertising duopoly game

Chaos, Solitons and Fractals, 2023
Zhifu Jia, Xinsheng Liu
exaly  

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

IEEE Transactions on Automatic Control, 2023
Shuangwu Shuangwu
exaly