Results 231 to 240 of about 40,034 (267)

A stochastic differential game of capitalism

Journal of Mathematical Economics, 2010
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Leong, Chee Kian, Huang, Weihong
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Deterministic and Stochastic Differential Games

2016
This chapter introduces the theory of deterministic and stochastic differential games, including the dynamic optimization techniques, (stochastic) differential games and their solution concepts, which will lay a foundation for later study.
Cheng-ke Zhang, Huai-nian Zhu, Hai-ying Zhou, Ning Bin   +3 more
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Stochastic Differential Games

2014
In this chapter, we will deal with zero-sum two-player time-homogeneous stochastic differential games and viscosity solutions of the Isaacs equations arising from such games, via the dynamic programming principle.In Sect. 4.1, we are concerned with basic concepts and definitions and we introduce stochastic differential games, referring to (Controlled ...
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An approach-evasion differential game: Stochastic guide

Proceedings of the Steklov Institute of Mathematics, 2010
The differential equation \[ \dot{x}=f(t,x,u,v), t_{0}\leq t\leq \vartheta, u\in P, v\in Q, \] is approached by a positional differential game. The time \(\vartheta\) of the motion \(x[t],t_{0}\leq t\leq \vartheta\) belongs to a set \(M\) inside a set N and the evasion up to the time \(\vartheta\) of the motion \(x[t],t_{0}\leq t\leq \vartheta ...
Krasovskii, N. N., Kotel'nikova, A. N.
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Stochastic differential game in high frequency market

Automatica, 2018
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Saito, Taiga, Takahashi, Akihiko
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Stochastic differential games in economic modeling

1994
In this paper we present two continuous-time models of economic competition which are based on a stochastic differential game formalism. We focus our presentation on the modeling possibilities offered by the frameworks of piecewise deterministic and switching diffusion control systems respectively.
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Adaptive Stabilization of Noncooperative Stochastic Differential Games

SIAM Journal on Control and Optimization
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Nian Liu, Lei Guo
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A solvable stochastic differential game in the two-sphere

52nd IEEE Conference on Decision and Control, 2013
In this paper a two person zero sum stochastic differential game is formulated and explicitly solved where the state of the game evolves in a two dimensional sphere. The game is described by a stochastic equation that is the sum of the control strategies of the two players and a Brownian motion in the two-sphere.
Tyrone E. Duncan, Bozenna Pasik-Duncan
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SOLUTION MECHANISMS FOR COOPERATIVE STOCHASTIC DIFFERENTIAL GAMES

International Game Theory Review, 2006
Cooperative stochastic differential games constitute a highly complex form of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution, stochastic elements and solution agreement have to be considered simultaneously. This complexity leads to great difficulties in the derivation of dynamically stable
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The Existence of Game Value for Path-dependent Stochastic Differential Game

SIAM Journal on Control and Optimization, 2017
Summary: In this paper we study a two-player zero-sum stochastic differential game for a path-dependent stochastic system under a recursive path-dependent cost functional. Due to the typical non-Markovian structure, the game value is a random field. Dividing the time horizontal into small intervals, we approximate the path-dependent game by a series of
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