Results 51 to 60 of about 3,170 (165)

Stochastic Differential Financial Portfolio Game Under CEV Model with CRRA Utility

Mathematics
This paper investigates a stochastic differential portfolio game between two competing investors with relative wealth preferences. The financial market consists of one risk-free asset and one risky asset, whose price dynamics follow the CEV model.
Shuo Cheng, Ming Cao, Hua Zhang
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Promotion strategies for environmentally friendly packaging: a stochastic differential game perspective. [PDF]

Int J Environ Sci Technol (Tehran), 2023
Wang C, Liu J, Fan R, Xiao L.
europepmc   +1 more source

Stochastic differential game for management of non-renewable fishery resource under model ambiguity

Journal of Biological Dynamics, 2018
A new bio-economic model for managing population of non-renewable inland fishery resource in uncertain environment is presented. Population dynamics of the resource is described with stochastic differential equations (SDEs) having ambiguous growth and ...
Hidekazu Yoshioka, Yuta Yaegashi
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Research on Corporate Social Responsibility Coordination of Three-Tier Supply Chain Based on Stochastic Differential Game. [PDF]

Front Psychol, 2022
Yang M, Yang Z, Li Y, Liang X.
europepmc   +1 more source

Mean-Field Type Games between Two Players Driven by Backward Stochastic Differential Equations

Games, 2018
In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum, non-cooperating, differential games where the players’ state dynamics solve backward ...
Alexander Aurell
doaj   +1 more source

Risk sensitive stochastic control and differential games [PDF]

Communications in Information and Systems, 2006
We give a concise introduction to risk sensitive control of Markov diffusion processes and related two-controller, zero-sum differential games. The method of dynamic programming for the risk sensitive control problem leads to a nonlinear partial differential equation of Hamilton-Jacobi-Bellman type. In the totally risk sensitive limit, this becomes the
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Dynamic Governance of Electric Vehicle Supply Chain Network Resilience Under Disruption Risks

Systems
In the context of multiple overlapping uncertainties, upstream disruptions in electric vehicle supply chain networks are becoming increasingly frequent. Given the dynamic and sudden nature of disruption risks, this paper introduces a stochastic stopping ...
Xuan Wang, Xiaoye Zhou, Meilin Zhu
doaj   +1 more source

On infinite dimensional stochastic differential games

Osaka Journal of Mathematics, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic Non-Zero Differential Game Between Two Insurers Under CEV (E-CEV) Model

Journal of Mathematics
This paper considers a stochastic non-zero-sum differential game between two competitive insurers. Both insurers are allowed to invest in one risk-free asset and one risky asset, whose price dynamics follow the constant elasticity of variance (CEV) model,
Winfrida Felix Mwigilwa
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Dynamic Governance of China’s Copper Supply Chain: A Stochastic Differential Game Approach

Systems
As global copper demand continues to grow, China, being the largest copper consumer, faces increasingly complex challenges in ensuring the security of its supply chain.
Yu Wang, Jingjing Yan
doaj   +1 more source