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Stochastic Differential Games

Journal of Differential Equations, 1972
Consider a stochastic differential system of \(m\) equations \[ d\xi(t)=f(t,\xi(t), y_1,\ldots, y_N)\,dt+ \sigma(t, \xi(t))\,dw(t),\quad \xi(s) =x_0, \] where the player \(y_i\) chooses a control function with values in a control set \(Y_i\). Denote by \(\tau\) the exit time of \(\xi(t)\) from a cylinder \(\{s
openaire   +1 more source

The international stock pollutant control: a stochastic formulation [PDF]

, 2009
In this paper we provide a stochastic dynamic game formulation of the economics of international environmental agreements on the transnational pollution control when the environmental damage arises from stock pollutant that accumulates, for ...
Romera, Rosario, Casas, Omar J.
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Research on Enterprise Investment Decision Based on Linear Quadratic Jump Uncertainty Stochastic Differential Game

IEEE Access
Aiming at the objective uncertainty, subjective uncertainty, and extreme events may be in a dynamic system simultaneously. This paper focuses on the differential game problem of a linear quadratic jump uncertain stochastic system. The system is described
Lu Yang, Chengke Zhang, Tao Wang, Xin Chen   +3 more
doaj   +1 more source

Motor Vehicle Insurance Anti-Fraud Modeling Based on a Stochastic Differential Game System

Systems, 2023
In this paper, we regard policyholders, insurance companies, and government departments to be an anti-fraud supervision system, and we explore the supervision of motor vehicle insurance fraud from the perspective of a tripartite game.
Meixuan Li, Wei Liu, Chun Yan, Mengchao Zhang   +3 more
doaj   +1 more source

An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications

Advances in Difference Equations, 2019
This paper is concerned with a kind of non-zero sum differential game driven by mean-field backward stochastic differential equation (MF-BSDE) with asymmetric information, whose novel feature is that both the state equation and the cost functional are of
Pengyan Huang, Guangchen Wang, Huanjun Zhang   +2 more
doaj   +1 more source

Understanding the Complex Adaptive Characteristics of Cross-Regional Emergency Collaboration in China: A Stochastic Evolutionary Game Approach

Fractal and Fractional
Regional integration and pairing assistance are two forms of cross-regional emergency collaboration practice carried out by the Chinese government.
Jida Liu, Changqi Dong
doaj   +1 more source

Tri‐layer low‐carbon distributed optimization of integrated energy systems based on hybrid games under stochastic scenarios

IET Generation, Transmission & Distribution, 2023
The low‐carbon development of integrated energy systems is achieved via the sharing of multiple energy interactions by park‐level IES (PIES).However, coordinating profit distribution conflicts among complex interactive stakeholders in stochastic ...
Ziyi Yue, Huazhi Liu, Yonggang Li, Yuyao Zhong, Jiachen Yao, Yuxuan Li   +5 more
doaj   +1 more source

Closed-Loop Nash Equilibrium in the Class of Piecewise Constant Strategies in a Linear State Feedback Form for Stochastic LQ Games

Mathematics, 2021
In this paper, we examine a sampled-data Nash equilibrium strategy for a stochastic linear quadratic (LQ) differential game, in which admissible strategies are assumed to be constant on the interval between consecutive measurements.
Vasile Drăgan, Ivan Ganchev Ivanov, Ioan-Lucian Popa, Ovidiu Bagdasar   +3 more
doaj   +1 more source

Integration of Low‐Voltage Nanoscale MoS2 Memristors on CMOS Microchips

Advanced Functional Materials, EarlyView.
This article presents the first monolithic integration of nanoscale MoS2‐based memristors into the back‐end‐of‐line of foundry‐fabricated CMOS microchips in a one‐transistor‐one‐resistor (1T1R) architecture. The MoS2‐based 1T1R cells exhibit forming‐free, nonvolatile resistive switching with ultra‐low operating voltages, low cycle‐to‐cycle variability ...
Jimin Lee, Sofía Cruces, Xiaohua Liu, Yang Chen, Vasilis A. Maroufidis, Janghyun Jo, Lukas Völkel, Dennis Braun, Michael Möller, Leon Brackmann, Holger Kalisch, Michael Heuken, Andrei Vescan, Rafal E. Dunin‐Borkowski, Joachim Mayer, Stefan Wiefels, Max C. Lemme   +16 more
wiley   +1 more source

Stochastic approximations and differential inclusions II: applications [PDF]

, 2006
We apply the theoretical results on "stochastic approximations and differential inclusions" developed in Benaim, Hofbauer and Sorin (2005) to several adaptive processes used in game theory including: classical and generalized approachability, no-regret ...
Benaim, M., Sorin, S., Hofbauer, J.
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