Results 241 to 250 of about 40,034 (267)

Coalitional Stochastic Differential Games for Networks

IEEE Control Systems Letters, 2022
Julian Barreiro-Gomez, Quanyan Zhu
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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.
openaire   +1 more source

Adaptive Optimal Control for Stochastic Multiplayer Differential Games Using On-Policy and Off-Policy Reinforcement Learning

IEEE Transactions on Neural Networks and Learning Systems, 2020
Mushuang Liu, Yan Wan, Frank L Lewis
exaly  

Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations

SIAM Journal on Control and Optimization, 2008
Rainer Buckdahn
exaly  

A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals

Stochastic Processes and Their Applications, 2012
Qian Lin
exaly  

Zero-Sum Risk-Sensitive Stochastic Differential Games

Mathematics of Operations Research, 2012
Arnab Basu, Mrinal K Ghosh
exaly  

A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications

Mathematical Methods of Operations Research, 2017
Olivier Menoukeu-Pamen
exaly  

On a class of linear stochastic differential games

IEEE Transactions on Automatic Control, 1968
Yu-Chi Ho
exaly  

Linear–quadratic mean field stochastic zero-sum differential games

Automatica, 2020
Jun Moon
exaly  

Solvable stochastic differential games in rank one compact symmetric spaces

International Journal of Control, 2018
T E Duncan
exaly