Results 281 to 290 of about 106,193 (320)

Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market

Annals of Operations Research, 2020
E. Savku, Gerhard-Wilhelm Weber
semanticscholar   +1 more source

Markovian-Switching Systems: Backward and Forward-Backward Stochastic Differential Equations, Mean-Field Interactions, and Nonzero-Sum Differential Games

Applied Mathematics and Optimization
Esteban J. Rolón Gutiérrez, Son Luu Nguyen, George Yin   +2 more
semanticscholar   +1 more source

Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics

Journal of Dynamics & Games
Miguel Ferreira, Diogo Pinheiro, Susana Pinheiro   +2 more
semanticscholar   +1 more source

Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications

Dynamic Games and Applications
Qi Huang, Jingtao Shi
semanticscholar   +1 more source

Optimal strategies of regular-singular mean-field delayed stochastic differential games

Annals of Operations Research
Jun Lu, Jinbiao Wu, Bixuan Yang
semanticscholar   +1 more source

Linear Quadratic Nonzero-Sum Mean-Field Stochastic Differential Games with Regime Switching

Applied Mathematics and Optimization
Siyu Lv, Zhen Wu, Jie Xiong
semanticscholar   +1 more source

Representation of limit values for nonexpansive stochastic differential games

, 2021
R. Buckdahn, Juan Li, Nana Zhao
semanticscholar   +1 more source

Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

Methodology and Computing in Applied Probability
Yumo Zhang
semanticscholar   +1 more source

A stochastic agent-based model of the SARS-CoV-2 epidemic in France

Nature Medicine, 2020
Nicolas Hoertel, Carlos Blanco, Frédéric Limosin   +2 more
exaly  

An Online Q-Learning Method for Linear-Quadratic Nonzero-Sum Stochastic Differential Games with Completely Unknown Dynamics

Journal of Systems Science and Complexity
Bao-Qiang Zhang, Bing-Chang Wang, Ying Cao   +2 more
semanticscholar   +1 more source