Results 51 to 60 of about 106,193 (320)

Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications [PDF]

, 2010
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not contain the ...
Bensoussan, Bensoussan, Bismut, Eisele, Forward-backward, Hamadène, Haussmann, Ji, Kushner, Liangquan Zhang, Maximum, Mortensen, Nisio, Nualart, Pardoux, Pardoux, Peng, Peng, Peng, Shi, Stochastic, Yufeng Shi, Øksendal   +22 more
core   +3 more sources

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

On the adjoint Markov policies in stochastic differential games [PDF]

, 2019
We consider time-homogeneous uniformly nondegenerate stochastic differential games in domains and propose constructing $\varepsilon$-optimal strategies and policies by using adjoint Markov strategies and adjoint Markov policies which are actually time ...
Krylov, N. V.
core   +3 more sources

A BSDE Approach to Stochastic Differential Games with Regime Switching

, 2021
In this paper, we study a two-player zero-sum stochastic differential game with regime switching in the framework of forward-backward stochastic differential equations on a finite time horizon.
J. Y. Li, M. Tang
semanticscholar   +1 more source

Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games [PDF]

Stochastics and Dynamics, 2020
We study a general class of fully coupled backward–forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a system under weak monotonicity assumptions and without the non-degeneracy condition on the forward equation.
Yinggu Chen, Boualem Djehiche, Said Hamadène   +2 more
openaire   +2 more sources

On Zero-Sum Stochastic Differential Games [PDF]

, 2012
We generalize the results of Fleming and Souganidis (1989) on zero sum stochastic differential games to the case when the controls are unbounded. We do this by proving a dynamic programming principle using a covering argument instead of relying on a ...
Bayraktar, Erhan, Yao, Song
core  

Peptide Sequencing With Single Acid Resolution Using a Sub‐Nanometer Diameter Pore

Advanced Functional Materials, EarlyView.
To sequence a single molecule of Aβ1−42–sodium dodecyl sulfate (SDS), the aggregate is forced through a sub‐nanopore 0.4 nm in diameter spanning a 4.0 nm thick membrane. The figure is a visual molecular dynamics (VMD) snapshot depicting the translocation of Aβ1−42–SDS through the pore; only the peptide, the SDS, the Na+ (yellow/green) and Cl− (cyan ...
Apurba Paul, Archith Rayabharam, Lisa Almonte, Eveline Rigo, Joshy Joseph, Ashutosh Kumar, Zhuxin Dong, Narayana Aluru, Gregory Timp   +8 more
wiley   +1 more source

A Smart Magnetically Actuated Flip‐Disc Programmable Metasurface with Ultralow Power Consumption for Real‐Time Channel Control

Advanced Functional Materials, EarlyView.
The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao, Che Liu, Jia Cheng Li, Zhen Hao Fu, Yi Su Huang, Si Qi Huang, Lei Zhang, Jian Wei You, Tie Jun Cui   +8 more
wiley   +1 more source

Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games [PDF]

, 2018
In this paper we deal with the problem of existence of a smooth solution of the Hamilton-Jacobi-Bellman-Isaacs (HJBI for short) system of equations associated with nonzero-sum stochastic differential games.
Hamadene, Said, Mannucci, Paola
core   +2 more sources

Laser‐Based Sculpturing of Embedded Ultrathin Metal‐Oxide Nanopores for Enhanced Biomolecular Sensing

Advanced Functional Materials, EarlyView.
Controlled laser‐drilling of embedded HfO2 membranes creates three layer nanopores with Gaussian‐shaped cavities sculptured in the supporting layers. These embedded solid‐state nanopores slow DNA translocation by 12‐fold compared to SiNx pores, enabling high‐resolution, label‐free detection of short DNAs, RNAs, and proteins.
Jostine Joby, Yulia Marom, Guocong Lin, Aleksandra Baron‐Wiechec, Amit Meller   +4 more
wiley   +1 more source