Results 21 to 30 of about 132,701 (326)
Stochastic differential game strategies in the presence of reinsurance and dividend payout
Journal of Industrial and Management Optimization, 2022 This paper presents and examines a problem in which two insurance companies apply non-proportional reinsurance to control risk. Additionally, each firm pays out dividends.
F. J. Mhlanga +4 more
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AIMS Mathematics, 2022 Based on the perspective of government and enterprises, we explore the cooperative strategy and cost-sharing problem of cooperative open sharing of data between government and enterprises.
Zifu Fan +4 more
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A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes
Mathematics, 2023 We develop an approach for two-player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes.
Emel Savku
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Mathematical Problems in Engineering, 2022 The industrialization of new energy vehicles has accelerated, and the recycling industry driven by a large number of retired power batteries has exploded rapidly.
Yue Guan, Xiangdong Xu, Haixiang Jia
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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
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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
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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
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A nonzero-sum risk-sensitive stochastic differential game in the orthant
Mathematical Control and Related Fields, 2021 We study a nonzero-sum risk-sensitive stochastic differential game for controlled reflecting diffusion processes in the nonnegative orthant. We treat two cost evaluation criteria, namely, discounted cost and ergodic cost.
M. K. Ghosh, Somnath Pradhan
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Stackelberg stochastic differential game with asymmetric noisy observations [PDF]
International Journal of Control, 2020 This paper is concerned with a Stackelberg stochastic differential game with asymmetric noisy observation. In our model, the follower cannot observe the state process directly, but could observe a noisy observation process, while the leader can ...
Yueyang Zheng, Jingtao Shi
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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
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