Results 31 to 40 of about 39,858 (272)

Stochastic Differential Games in a Non-Markovian Setting [PDF]

, 2005
Stochastic differential games are considered in a non-Markovian setting. Typically, in stochastic differential games the modulating process of the diffusion equation describing the state flow is taken to be Markovian.
Bayraktar, Erhan, Poor, H. Vincent
core   +1 more source

Explicit Characterization of Feedback Nash Equilibria for Indefinite, Linear-Quadratic, Mean-Field-Type Stochastic Zero-Sum Differential Games with Jump-Diffusion Models

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

Novel Design of Slim Mould Optimizer for the Solution of Optimal Power Flow Problems Incorporating Intermittent Sources: A Case Study of Algerian Electricity Grid

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, Ahmed Althobaiti, Francisco Jurado, Sherif S. M. Ghoneim   +3 more
doaj   +1 more source

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, Benaïm, Michel, Hirsch, Morris W.   +2 more
core   +3 more sources

Stochastic optimal control and stochastic differential Games [PDF]

, 2021
Η παρούσα διατριβή χωρίζεται σε δύο μέρη. Το πρώτο μέρος ξεκινάει με την κατασκευή μίας νέας προσέγγισης για την μελέτη του προβλήματος του καθορισμού της βέλτιστης επενδυτικής πολιτικής κάτω από την ύπαρξη εσωτερικής πληροφόρησης. Η προσέγγιση αυτή βασίζεται κυρίως σε τεχνικές της θεωρίας στοχαστικού ελέγχου και πιο συγκεκριμένα στην χρήση της ...
openaire   +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

N-Player Stochastic Differential Games [PDF]

SIAM Journal on Control and Optimization, 1976
The paper presents conditions which guarantee that the control strategies adopted by N players constitute an efficient solution, an equilibrium, or a core solution. The system dynamics are described by an Ito equation, and all players have perfect information.
openaire   +2 more sources

Stackelberg strategies in linear-quadratic stochastic differential games [PDF]

, 1981
This paper obtains the Stackelberg solution to a class of two-player stochastic differential games described by linear state dynamics and quadratic objective functionals.
Bagchi, A., Basar, T.
core   +3 more sources

Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application

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