Results 241 to 250 of about 106,193 (320)

Stochastic zero-sum differential games and backward stochastic differential equations

Random Operators and Stochastic Equations, 2023
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.
Khalid Oufdil
semanticscholar   +3 more sources

Adaptive Stabilization of Noncooperative Stochastic Differential Games

SIAM Journal on Control and Optimization
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nian Liu, Lei Guo
semanticscholar   +2 more sources

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games

Applied Mathematics and Optimization, 2023
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional over a finite horizon.
Zixuan Li, Jingtao Shi
semanticscholar   +1 more source

Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability

Journal of Systems Science and Complexity, 2021
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with quadratic cost functionals.
Zixuan Li, Jingtao Shi
semanticscholar   +1 more source

Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps

International Journal of Control, 2021
We study a kind of time-inconsistent linear-quadratic non-zero sum stochastic differential game problems with random jumps. The time-inconsistency arises from the presence of a quadratic term of the expected state and a state-dependent term, as well as ...
Haiyang Wang, Zhen Wu
semanticscholar   +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

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