Results 21 to 30 of about 40,034 (267)
Cemracs 2017: numerical probabilistic approach to MFG [PDF]
ESAIM: Proceedings and Surveys, 2019 This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type.
Angiuli Andrea +5 more
doaj +1 more source
Mean field games with common noise [PDF]
, 2015 A theory of existence and uniqueness is developed for general stochastic differential mean field games with common noise. The concepts of strong and weak solutions are introduced in analogy with the theory of stochastic differential equations, and ...
Carmona, Rene +2 more
core +4 more sources
Mathematics, 2020 We consider the indefinite, linear-quadratic, mean-field-type stochastic zero-sum differential game for jump-diffusion models (I-LQ-MF-SZSDG-JD).
Jun Moon, Wonhee Kim
doaj +1 more source
IEEE Access, 2022 Nowadays, electrical power grids are facing increased penetration of renewable energy sources (RES), which result in increasing level of randomness and uncertainties for its operational quality.
Souhil Mouassa +3 more
doaj +1 more source
Deep fictitious play for stochastic differential games [PDF]
Communications in Mathematical Sciences, 2021 In this paper, we apply the idea of fictitious play to design deep neural networks (DNNs), and develop deep learning theory and algorithms for computing the Nash equilibrium of asymmetric $N$-player non-zero-sum stochastic differential games, for which we refer as \emph{deep fictitious play}, a multi-stage learning process.
openaire +2 more sources
Backward-forward linear-quadratic mean-field Stackelberg games
Advances in Difference Equations, 2021 This paper studies a controlled backward-forward linear-quadratic-Gaussian (LQG) large population system in Stackelberg games. The leader agent is of backward state and follower agents are of forward state.
Kehan Si, Zhen Wu
doaj +1 more source
Smale Strategies for Network Prisoner's Dilemma Games [PDF]
, 2015 Smale's approach \cite{Smale80} to the classical two-players repeated Prisoner's Dilemma game is revisited here for $N$-players and Network games in the framework of Blackwell's approachability, stochastic approximations and differential ...
Behrstock, Kashi +2 more
core +3 more sources
Advances in Difference Equations, 2017 This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information.
Yi Zhuang
doaj +1 more source
A Class of Pursuit Problems in 3D Space via Noncooperative Stochastic Differential Games
AerospaceThis paper investigates three-dimensional pursuit problems in noncooperative stochastic differential games. By introducing a novel polynomial value function capable of addressing high-dimensional dynamic systems, the forward–backward stochastic ...
Yu Bai, Di Zhou, Zhen He
doaj +1 more source
Singular mean-field control games with applications to optimal harvesting and investment problems [PDF]
, 2014 This paper studies singular mean field control problems and singular mean field stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium are obtained.
Hu, Yaozhong +2 more
core +6 more sources