Stochastic differential games - Open Access .click

Results 31 to 40 of about 40,034 (267)

Journal of Differential Equations, 1972
Consider a stochastic differential system of \(m\) equations \[ d\xi(t)=f(t,\xi(t), y_1,\ldots, y_N)\,dt+ \sigma(t, \xi(t))\,dw(t),\quad \xi(s) =x_0, \] where the player \(y_i\) chooses a control function with values in a control set \(Y_i\). Denote by \(\tau\) the exit time of \(\xi(t)\) from a cylinder \(\{s
openaire +1 more source

Two-Player Nonzero-Sum Stochastic Differential Games with Switching Controls

Mathematics
In this paper, a two-player nonzero-sum stochastic differential game problem is studied with both players using switching controls. A verification theorem associated with a set of variational inequalities is established as a sufficient criterion for Nash
Yongxin Liu, Hui Min
doaj +1 more source

Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps

Mathematics
We establish a relationship between stochastic differential games (SDGs) and a unified forward–backward coupled stochastic partial differential equation (SPDE) with discontinuous Lévy Jumps. The SDGs have q players and are driven by a general-dimensional
Wanyang Dai
doaj +1 more source

Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition [PDF]

, 2014
In the present work, we consider 2-person zero-sum stochastic differential games with a nonlinear pay-off functional which is defined through a backward stochastic differential equation.
Buckdahn, Rainer, Li, Juan, Quincampoix, Marc +2 more
core +3 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

Variance optimality in constrained and unconstrained stochastic differential games

Results in Control and Optimization
The purpose of this paper is to extend the variance optimality criterion to the settings of constrained and unconstrained two-person stochastic differential games.
Beatris Adriana Escobedo-Trujillo +3 more
doaj +1 more source

Approximate solutions of continuous-time stochastic games [PDF]

, 2016
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game.
Averboukh, Yurii
core +1 more source

Integration of Low‐Voltage Nanoscale MoS2 Memristors on CMOS Microchips

Advanced Functional Materials, EarlyView.
This article presents the first monolithic integration of nanoscale MoS2‐based memristors into the back‐end‐of‐line of foundry‐fabricated CMOS microchips in a one‐transistor‐one‐resistor (1T1R) architecture. The MoS2‐based 1T1R cells exhibit forming‐free, nonvolatile resistive switching with ultra‐low operating voltages, low cycle‐to‐cycle variability ...
Jimin Lee +16 more
wiley +1 more source

Stochastic differential games with inside information

, 2015
We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida-Malliavin calculus, forward integrals and the Donsker delta ...
Draouil, Olfa, Øksendal, Bernt
core +1 more source

Model‐Driven Optimization of Subcutaneous Polymer Prodrugs Achieves Cancer Remission in Mice

Advanced Healthcare Materials, EarlyView.
A pharmacokinetics/pharmacodynamics (PK/PD) model was developed to evaluate multiple dosing regimens for subcutaneously administered water‐soluble polymer prodrug for cancer therapy. The model enabled prediction of in vivo performance and contributed to the optimization of anticancer efficacy.
Anne Rodallec +5 more
wiley +1 more source

stochastic differential game