Results 271 to 280 of about 106,193 (320)

On a problem of stochastic differential games

Journal of Optimization Theory and Applications, 1976
The process of bargaining between management and union during a strike is modelled by a nonlinear stochastic differential game. It is assumed that the two sides bargain in the mood of a cooperative game. A pair of Pareto-optimal strategies is obtained.
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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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Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model

Methodology and Computing in Applied Probability, 2023
Ning Bin, Huainian Zhu, Chengke Zhang
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Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games

Applied Mathematics and Computation, 2023
Zhongshi Sun, Guangyan Jia
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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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Stochastic differential games for crowd evacuation problems: A paradox

at - Automatisierungstechnik, 2022
J. Barreiro‐Gomez
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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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Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications

Dynamic Games and Applications, 2021
Tianyang Nie, Falei Wang, Zhiyong Yu
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Mean-Field Partial Information Non-zero Sum Stochastic Differential Games

Applied Mathematics and Optimization
Tianyang Nie, Ke Yan
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