Results 41 to 50 of about 132,701 (326)
Approximate public-signal correlated equilibria for nonzero-sum differential games [PDF]
, 2018 We construct an approximate public-signal correlated equilibrium for a nonzero-sum differential game in the class of stochastic strategies with memory.
Averboukh, Yurii
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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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Smale Strategies for Network Prisoner's Dilemma Games [PDF]
, 2015 Smale's approach \cite{Smale80} to the classical two-players repeated Prisoner's Dilemma game is revisited here for $N$-players and Network games in the framework of Blackwell's approachability, stochastic approximations and differential ...
Behrstock, Kashi +2 more
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A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides [PDF]
, 2017 We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where both players ...
Gensbittel, Fabien, Rainer, Catherine
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Stochastic optimal control and stochastic differential Games [PDF]
, 2021 Η παρούσα διατριβή χωρίζεται σε δύο μέρη. Το πρώτο μέρος ξεκινάει με την κατασκευή μίας νέας προσέγγισης για την μελέτη του προβλήματος του καθορισμού της βέλτιστης επενδυτικής πολιτικής κάτω από την ύπαρξη εσωτερικής πληροφόρησης. Η προσέγγιση αυτή βασίζεται κυρίως σε τεχνικές της θεωρίας στοχαστικού ελέγχου και πιο συγκεκριμένα στην χρήση της ...
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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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Dynamic programming approach to principal-agent problems [PDF]
, 2017 We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems.
Cvitanić, Jakša +2 more
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N-Player Stochastic Differential Games [PDF]
SIAM Journal on Control and Optimization, 1976 The paper presents conditions which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information.
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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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