Results 61 to 70 of about 3,170 (165)

Stackelberg Equilibrium Premium Strategies for Push-Pull Competition in a Non-Life Insurance Market with Product Differentiation

Risks, 2019
Two insurance companies I 1 , I 2 with reserves R 1 ( t ) , R 2 ( t ) compete for customers, such that in a suitable differential game the smaller company I 2 with R 2 ( 0 ) < R 1 ( 0 ) aims at ...
Søren Asmussen, Bent Jesper Christensen, Julie Thøgersen   +2 more
doaj   +1 more source

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.
openaire   +2 more sources

Two-Player Nonzero-Sum Stochastic Differential Games with Switching Controls

Mathematics
In this paper, a two-player nonzero-sum stochastic differential game problem is studied with both players using switching controls. A verification theorem associated with a set of variational inequalities is established as a sufficient criterion for Nash
Yongxin Liu, Hui Min
doaj   +1 more source

Dynamic game of closed-loop supply chain with remanufacturer participation considering product design for recycling

Journal of Industrial Engineering and Management
Purpose: The change in recovery rate is dynamic, while the front and back states are related and evolve continuously until reach a steady state. This paper studies the dynamic balancing strategies of members of a closed-loop supply chain system (CLSC ...
Jianying Sun
doaj   +1 more source

Motivation to Run in One-Day Cricket

Mathematics
This paper presents a novel approach to identify an optimal coefficient for evaluating a player’s batting average, strike rate, and bowling average, aimed at achieving an optimal team score through dynamic modeling using a path integral method ...
Paramahansa Pramanik, Alan M. Polansky
doaj   +1 more source

Saddle-Point Equilibrium Strategy for Linear Quadratic Uncertain Stochastic Hybrid Differential Games Based on Subadditive Measures

Mathematics
This paper describes a kind of linear quadratic uncertain stochastic hybrid differential game system grounded in the framework of subadditive measures, in which the system dynamics are described by a hybrid differential equation with Wiener–Liu noise and
Zhifu Jia, Cunlin Li
doaj   +1 more source

On the Adjoint Markov Policies in Stochastic Differential Games

Communications on Stochastic Analysis, 2019
We consider time-homogeneous uniformly nondegenerate stochastic differential games in domains and propose constructing $\varepsilon$-optimal strategies and policies by using adjoint Markov strategies and adjoint Markov policies which are actually time-homogeneous Markov, however, relative not to the original process but to a couple of processes ...
openaire   +3 more sources

Dynamic evolutionary analysis of opinion leaders’ and netizens’ uncertain information dissemination behavior considering random interference

Frontiers in Physics
This paper investigates the decision-making behaviors of opinion leaders and netizens in the context of uncertain information dissemination with the aim of effectively managing online public opinion crises triggered by major sudden events.
Lin Ma, Bowen Li, Junyao Wang
doaj   +1 more source

Optimal Data Transmission Strategy for Healthcare-Based Wireless Sensor Networks: A Stochastic Differential Game Approach. [PDF]

Wirel Pers Commun, 2016
Hu J, Qian Q, Fang A, Wu S, Xie Y.
europepmc   +1 more source

Research on military-civilian collaborative innovation of science and technology based on a stochastic differential game model. [PDF]

PLoS One
Liang X, Liang Y, Kang W, Wei H.
europepmc   +1 more source