Results 221 to 230 of about 39,858 (272)

Competing Against Former Teammates Predicts Team Victory. [PDF]

open access: yesSports Econ Rev
Mukherjee S   +3 more
europepmc   +1 more source

Deep neural networks and stochastic methods for cognitive modeling of rat behavioral dynamics in T -mazes. [PDF]

open access: yesCogn Neurodyn
Turab A   +7 more
europepmc   +1 more source

Transboundary Emission Under Stochastic Differential Game

International Game Theory Review, 2020
In this study we provide a more robust transboundary industrial pollution reduction strategy for global emission collaborations. We consider the dynamics of each country’s quantity of pollution as a Brownian motion with Jumps to capture the systematic jumps caused by surprise effects arising from policy uncertainties within the economy. When the output
openaire   +2 more sources

An overlapping generations stochastic differential game

Automatica, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jørgensen, Steffen, Yeung, D. W. K.
openaire   +3 more sources

Stochastic differential portfolio games

Journal of Applied Probability, 1998
We study stochastic dynamic investment games in continuous time between two investors (players) who have available two different, but possibly correlated, investment opportunities. There is a single payoff function which depends on both investors’ wealth processes.
openaire   +1 more source

Stochastic Differential Games

2019
In this section we present the dynamic programming approach to stochastic differential games. We only present the case for zero sum games. For the extension to non-zero sum games, we refer to [MO].
Bernt Øksendal, Agnès Sulem
openaire   +1 more source

Stochastic zero-sum differential games and backward stochastic differential equations

Random Operators and Stochastic Equations, 2023
Abstract In this paper, we study the stochastic zero-sum differential game in finite horizon in a general case. We first prove that the BSDE associated with a specific generator (the Hamiltonian function for the game) has a unique solution.
openaire   +2 more sources

Stochastic Differential Game Techniques

1981
The paper deals with the theory of stochastic differential games and includes a comprehensive review of the subject under discussion. The main aspects of stochastic differential games discussed in the paper are: problem formulation, solution concepts and the difficulties encountered in trying to obtain a solution.
openaire   +2 more sources

Numerical Approximations for Stochastic Differential Games

SIAM Journal on Control and Optimization, 2002
The Markov chain approximation method [see for example \textit{H. J. Kushner} and \textit{P. Dupuis}, ``Numerical methods for stochastic control problems in continuous time'' (2001; Zbl 0968.93005)] is a widely used method for the numerical solution for standard forms of stochastic control problems with reflected-jump diffusion models, and converges ...
openaire   +1 more source

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