Results 241 to 250 of about 39,858 (272)

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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Randomly-Furcating Stochastic Differential Games

2003
This paper presents a class of games — designated as Randomly Furcating Stochastic Differential Game — in which random shocks in the stock dynamics and (future) stochastic changes in payoffs are present. Since future payoff are not known with certainty, the term “randomly furcating” is introduced to emphasize that a particularly useful way to analyze ...
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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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N-Person Stochastic Differential Games

1975
Necessary and sufficient conditions are given for the non-cooperative equilibrium policies of N players when they are simultaneously controlling the evolution of a stochastic system described by an Ito equation. In the case of perfect information, these conditions are generalizations of the well-known Hamilton-Jacobi equations.
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Linear Exponential Quadratic Stochastic Differential Games

IEEE Transactions on Automatic Control, 2016
In this technical note a two person noncooperative stochastic differential game described by a linear stochastic equation with a Brownian motion and a payoff that is the exponential of a quadratic functional in the state and the control strategies of the two players is explicitly solved. The optimal strategies form a Nash equilibrium.
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Stochastic Geometry Analysis of Spatial-Temporal Performance in Wireless Networks: A Tutorial

IEEE Communications Surveys and Tutorials, 2021
Xiao Lu, Mohammad Salehi, Martin Haenggi
exaly  

Dynamic imaging of nascent RNA reveals general principles of transcription dynamics and stochastic splice site selection

Cell, 2021
Dimitrios G Anastasakis, Joseph Rodriguez, Murali Palangat   +2 more
exaly  

Detection methods for stochastic gravitational-wave backgrounds: a unified treatment

Living Reviews in Relativity, 2017
Joseph D Romano, Neil Cornish
exaly  

Stochastic Geometry for Modeling, Analysis, and Design of Multi-Tier and Cognitive Cellular Wireless Networks: A Survey

IEEE Communications Surveys and Tutorials, 2013
Hesham ElSawy, Ekram Hossain, Martin Haenggi   +2 more
exaly  

On Lagrangian stochastic methods for turbulent polydisperse two-phase reactive flows

Progress in Energy and Combustion Science, 2015
Jean-Pierre Minier
exaly