Results 31 to 40 of about 132,701 (326)
Approximate solutions of continuous-time stochastic games [PDF]
, 2016 The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game.
Averboukh, Yurii
core +1 more source
Optimal Network Defense Strategy Selection Method: A Stochastic Differential Game Model
Secur. Commun. Networks, 2021 In a real-world network confrontation process, attack and defense actions change rapidly and continuously. The network environment is complex and dynamically random.
Yan Mi +4 more
semanticscholar +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
An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers [PDF]
Cybersecurity and Cyberforensics ConferenceThis paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state variables.
Yu Si, Jingtao Shi
semanticscholar +1 more source
Stochastic Differential Game-Based Malware Propagation in Edge Computing-Based IoT
Secur. Commun. Networks, 2021 Internet of *ings (IoT) has played an important role in our daily life since its emergence. *e applications of IoTcover from the traditional devices to intelligent equipment. With the great potential of IoT, there comes various kinds of security problems.
Li Miao, Shuai Li
semanticscholar +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
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
AIMS Mathematics, 2021 In this paper, a hybrid differential evolution particle swarm optimization (PSO) method based on a good point set (GPDEPSO) is proposed to compute a finite noncooperative game among N people.
Huimin Li +3 more
doaj +1 more source
Mean-field linear-quadratic stochastic differential games [PDF]
Journal of Differential Equations, 2021 The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic differential games over finite horizons. By a Hilbert space method, a necessary condition and a sufficient condition are derived for the existence of an open-loop saddle point.
Jingrui Sun, Hanxiao Wang, Zhen Wu
openaire +3 more sources