Results 21 to 30 of about 3,304,290 (287)
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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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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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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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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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 in a Non-Markovian Setting [PDF]
SIAM Journal on Control and Optimization, 2005 Stochastic differential games are considered in a non-Markovian setting. Typically, in stochastic differential games the modulating process of the diffusion equation describing the state flow is taken to be Markovian. Then Nash equilibria or other types of solutions such as Pareto equilibria are constructed using Hamilton--Jacobi--Bellman (HJB ...
Erhan Bayraktar, H. Vincent Poor
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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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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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Nonzero-Sum Stochastic Differential Game between Controller and Stopper for Jump Diffusions
Abstract and Applied Analysis, 2013 We consider a nonzero-sum stochastic differential game which involves two players, a controller and a stopper. The controller chooses a control process, and the stopper selects the stopping rule which halts the game.
Yan Wang +3 more
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A Stackelberg reinsurance-investment game with derivatives trading
Boundary Value Problems, 2023 This paper studies a stochastic Stackelberg differential reinsurance-investment game with derivatives trading under a stochastic volatility model. The reinsurer who occupies a monopoly position can price a reinsurance premium and invest her wealth in the
Rui Gao, Yanfei Bai
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