Results 21 to 30 of about 3,129 (263)
A kind of non-zero sum mixed differential game of backward stochastic differential equation
Advances in Difference Equations, 2020 This paper is concerned with a non-zero sum mixed differential game problem described by a backward stochastic differential equation. Here the term “mixed” means that this game problem contains a deterministic control v1 $v_{1}$ of Player 1 and a random ...
Huanjun Zhang
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Stochastic Differential Games with Asymmetric Information [PDF]
Applied Mathematics and Optimization, 2008 We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some second order Hamilton-Jacobi equation.
Cardaliaguet, Pierre, Rainer, Catherine
openaire +4 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
Systems Science & Control Engineering, 2020 This paper is concerned with application problem of optimal control to a class of dynamic advertising models with multiple delays. Here, a dynamic model with state and control delays is introduced to describe the impacts of advertising delayed and memory
Hui Yu +4 more
doaj +1 more source
Pathwise Strategies for Stochastic Differential Games with an Erratum to “Stochastic Differential Games with Asymmetric Information” [PDF]
Applied Mathematics & Optimization, 2013 We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in [Cardaliaguet-Rainer 2009].
Rainer, Catherine, Cardaliaguet, Pierre
openaire +4 more sources
Understanding evolutionary and ecological dynamics using a continuum limit
Ecology and Evolution, 2021 Continuum limits in the form of stochastic differential equations are typically used in theoretical population genetics to account for genetic drift or more generally, inherent randomness of the model. In evolutionary game theory and theoretical ecology,
Peter Czuppon, Arne Traulsen
doaj +1 more source