Results 11 to 20 of about 2,470,051 (230)
Asymptotic behaviours of stochastic differential delay equations [PDF]
, 2005 Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper.
Shen, Yi +3 more
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Consensus Formation and Change are Enhanced by Neutrality. [PDF]
Adv Sci (Weinh)Neutral agents are shown to enhance both the formation and overturning of consensus in collective decision‐making. A general mathematical model and experiments with locusts and humans reveal that neutrality enables robust consensus via simple interactions and accelerates consensus change by reducing effective population size.
Sontag A +4 more
europepmc +2 more sources
REGULARITY AND SENSITIVITY FOR MCKEAN-VLASOV TYPE SPDEs GENERATED BY STABLE-LIKE PROCESSES
Проблемы анализа, 2018 In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean–Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to non-stochastic equations ...
V. N. Kolokoltsov, M. S. Troeva
doaj +1 more source
Mathematics, 2022 In this paper, we consider the two-player state and control path-dependent stochastic zero-sum differential game. In our problem setup, the state process, which is controlled by the players, is dependent on (current and past) paths of state and control ...
Jun Moon
doaj +1 more source
Recursive Concurrent Stochastic Games [PDF]
, 2006 . We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games [14, 15] to a concurrent setting where the two players choose moves simultaneously and independently at each state.
Mihalis Yannakakis +3 more
core +1 more source
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 +3 more
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Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System [PDF]
, 2008 This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochastic differential games by means of a set of Generalized Euler Equations.
Rincón-Zapatero, Juan Pablo +1 more
core +1 more source
Cemracs 2017: numerical probabilistic approach to MFG [PDF]
ESAIM: Proceedings and Surveys, 2019 This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type.
Angiuli Andrea +5 more
doaj +1 more source
IEEE Access, 2022 Nowadays, electrical power grids are facing increased penetration of renewable energy sources (RES), which result in increasing level of randomness and uncertainties for its operational quality.
Souhil Mouassa +3 more
doaj +1 more source
Mathematics, 2020 We consider the indefinite, linear-quadratic, mean-field-type stochastic zero-sum differential game for jump-diffusion models (I-LQ-MF-SZSDG-JD).
Jun Moon, Wonhee Kim
doaj +1 more source