Results 61 to 70 of about 132,701 (326)

A continuous time tug-of-war game for parabolic $p(x,t)$-Laplace type equations

, 2018
We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized $p(x,t)$-Laplace operator.
Heino, Joonas
core   +1 more source

A stochastic differential reinsurance game [PDF]

Journal of Applied Probability, 2010
We study a stochastic differential game between two insurance companies who employ reinsurance to reduce the risk of exposure. Under the assumption that the companies have large insurance portfolios compared to any individual claim size, their surplus processes can be approximated by stochastic differential equations.
openaire   +2 more sources

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

Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations

, 2007
In this paper we study zero-sum two-player stochastic differential games with the help of theory of Backward Stochastic Differential Equations (BSDEs). At the one hand we generalize the results of the pioneer work of Fleming and Souganidis by considering
Buckdahn, Rainer, Li, Juan
core   +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

Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games [PDF]

Stochastics and Dynamics, 2020
We study a general class of fully coupled backward–forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a system under weak monotonicity assumptions and without the non-degeneracy condition on the forward equation.
Yinggu Chen, Boualem Djehiche, Said Hamadène   +2 more
openaire   +2 more sources

Peptide Sequencing With Single Acid Resolution Using a Sub‐Nanometer Diameter Pore

Advanced Functional Materials, EarlyView.
To sequence a single molecule of Aβ1−42–sodium dodecyl sulfate (SDS), the aggregate is forced through a sub‐nanopore 0.4 nm in diameter spanning a 4.0 nm thick membrane. The figure is a visual molecular dynamics (VMD) snapshot depicting the translocation of Aβ1−42–SDS through the pore; only the peptide, the SDS, the Na+ (yellow/green) and Cl− (cyan ...
Apurba Paul, Archith Rayabharam, Lisa Almonte, Eveline Rigo, Joshy Joseph, Ashutosh Kumar, Zhuxin Dong, Narayana Aluru, Gregory Timp   +8 more
wiley   +1 more source

A Smart Magnetically Actuated Flip‐Disc Programmable Metasurface with Ultralow Power Consumption for Real‐Time Channel Control

Advanced Functional Materials, EarlyView.
The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao, Che Liu, Jia Cheng Li, Zhen Hao Fu, Yi Su Huang, Si Qi Huang, Lei Zhang, Jian Wei You, Tie Jun Cui   +8 more
wiley   +1 more source

Optimal Reinsurance-Investment Problem under a CEV Model: Stochastic Differential Game Formulation

Mathematical Problems in Engineering, 2020
This paper focuses on a stochastic differential game played between two insurance companies, a big one and a small one. In our model, the basic claim process is assumed to follow a Brownian motion with drift.
Danping Li, Ruiqing Chen, Cunfang Li
semanticscholar   +1 more source