Results 31 to 40 of about 2,781,065 (282)

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, Aimin Song, Cheng-De Zheng, Enmin Feng   +3 more
doaj   +1 more source

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
doaj   +1 more source

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

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

Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations [PDF]

, 2011
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investigates conditions under which the Euler–Maruyama (EM) approximations of stochastic functional differential equations (SFDEs) can share the almost sure ...
Wu, Fuke, Kloeden, Peter E., Mao, Xuerong   +2 more
core   +4 more sources

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