Results 41 to 50 of about 3,170 (165)

Stubbornness as Control in Professional Soccer Games: A BPPSDE Approach

Mathematics
This paper defines stubbornness as an optimal feedback Nash equilibrium within a dynamic setting. Stubbornness is treated as a player-specific parameter, with the team’s coach initially selecting players based on their stubbornness and making ...
Paramahansa Pramanik
doaj   +1 more source

A Risk-Based Approach for Asset Allocation with A Defaultable Share

Risks, 2018
This paper presents a novel risk-based approach for an optimal asset allocation problem with default risk, where a money market account, an ordinary share and a defaultable security are investment opportunities in a general non-Markovian economy ...
Yang Shen, Tak Kuen Siu
doaj   +1 more source

Stochastic Differential Game Model Analysis of Emission-Reduction Technology Under Cost-Sharing Contracts in the Carbon Trading Market

IEEE Access, 2020
Climate change and greenhouse gas emission reduction have become pressing concerns in recent years. Carbon trading systems and emission-reduction cost-sharing contracts are important emission-reduction measures, under the two mechanisms, this paper ...
Qiang Hou, Yue Guan, Shan Yu
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Differential Games of Cournot Oligopoly with Consideration of Pollution, Network Structure, and Continuous Updating

Games
We have built and investigated analytically and numerically a differential game model of Cournot oligopoly with consideration of pollution, network structure, and continuous updating.
Guennady Ougolnitsky, Alexey Korolev
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A Differential Game of Ecological Compensation Criterion for Transboundary Pollution Abatement under Learning by Doing

Discrete Dynamics in Nature and Society, 2020
This paper studies a stochastic differential game of transboundary pollution abatement between two kinds of ecological compensation and the abatement policy, in which the learning by doing is taken into account.
Zhigang Chen, Rongwei Xu, Yongxi Yi
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Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application

Advances in Difference Equations, 2017
This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information.
Yi Zhuang
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Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps

Mathematics
We establish a relationship between stochastic differential games (SDGs) and a unified forward–backward coupled stochastic partial differential equation (SPDE) with discontinuous Lévy Jumps. The SDGs have q players and are driven by a general-dimensional
Wanyang Dai
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Stochastic Adaptive Linear Quadratic Differential Games

IEEE Transactions on Automatic Control
Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic stochastic differential games, but in contrast to most of the existing studies, the coefficient matrices of the ...
Nian Liu, Lei Guo 0001
openaire   +2 more sources

Consensus as a Nash Equilibrium of a Stochastic Differential Game

European Journal of Statistics, 2023
In this paper a consensus has been constructed in a social network which is modeled by a stochastic differential game played by agents of that network. Each agent independently minimizes a cost function which represents their motives. A conditionally expected integral cost function has been considered under an agent’s opinion filtration.
openaire   +2 more sources

Time-inconsistent linear-quadratic optimal control for mean-field stochastic equation with jump

Franklin Open
This paper investigates the time-inconsistency in linear-quadratic optimal control problem for mean-field stochastic equation with jump-diffusion. We introduced the open-loop equilibrium and the closed-loop strategy at first.
Su Zhang, Jun Jiang, ShuLi Xu, YuQiang Feng   +3 more
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