Results 21 to 30 of about 2,781,065 (282)
Application of stochastic differential games and real option theory in environmental economics [PDF]
, 2010 This thesis presents several problems based on papers written jointly by the author and Dr. Christian-Oliver Ewald. Firstly, the author extends the model presented by Fershtman and Nitzan (1991), which studies a deterministic differential public good ...
Wang, Wen-Kai
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A Stochastic Differential Game in the Orthrant
Journal of Mathematical Analysis and Applications, 2002 This paper concerns a zero-sum stochastic differential game on the nonnegative orthrant. The corresponding dynamical systems is a stochastic differential equation where players control act only on the drift terms (and not on the diffusion term), also the bijectories are reflected on the boundary of the orthrant.
Ghosh, Mrinal K, Kumar, Suresh K
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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
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Deep fictitious play for stochastic differential games [PDF]
Communications in Mathematical Sciences, 2021 In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential games, for which we refer as \emph{deep fictitious play}, a multi-stage learning process.
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On stochastic differential equations and a generalised Burgers equation [PDF]
, 2012 In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial differential equations of Burgers type. Un- der certain conditions, we derive a generalised Burgers equation from a stochastic differential equation.
Wu, JiangLun, Yang, Wei
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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
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Computer virus propagation modelled as a stochastic differential game
Atti della Accademia Peloritana dei Pericolanti : Classe di Scienze Fisiche, Matematiche e Naturali, 2020 The propagation of a computer virus is expressed as a stochastic differential game based on the two-dimensional Kermack-McKendrick model for the spread of epidemics.
Mario Lefebvre
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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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Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System [PDF]
, 2008 This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochastic differential games by means of a set of Generalized Euler Equations.
Rincón-Zapatero, Juan Pablo +1 more
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Stochastic Differential Games in a Non-Markovian Setting [PDF]
SIAM Journal on Control and Optimization, 2005 To appear in the SIAM Journal on Control and ...
Erhan Bayraktar, H. Vincent Poor
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