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Stochastic differential portfolio games
Journal of Applied Probability, 1998We study stochastic dynamic investment games in continuous time between two investors (players) who have available two different, but possibly correlated, investment opportunities. There is a single payoff function which depends on both investors’ wealth processes.
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SIAM Journal on Applied Mathematics, 1978
An object is hidden at a point e on the segment $[ {a,b} )$. A searcher tries to locate it by choosing points $x_i $ and asking: Is egreater than $x_i $ ?There is a positive probability of obtaining a wrong answer to these questions. The searcher wishes to locate the object in the smallest set possible in spite of the fact that some of the information ...
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An object is hidden at a point e on the segment $[ {a,b} )$. A searcher tries to locate it by choosing points $x_i $ and asking: Is egreater than $x_i $ ?There is a positive probability of obtaining a wrong answer to these questions. The searcher wishes to locate the object in the smallest set possible in spite of the fact that some of the information ...
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2020
Consider a two-player stochastic game with finite state space S and finite action sets A and B.
T. Parthasarathy, Sujatha Babu
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Consider a two-player stochastic game with finite state space S and finite action sets A and B.
T. Parthasarathy, Sujatha Babu
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1997
For many decision problems evolving in discrete time, it is natural to sum the payoffs earned at the different time points. For instance, in Chapter 2 the discounted Markov decision problem was shown to be equivalent to a stopping problem of a certain type, guaranteeing that the sum of the payoffs remains finite.
Jerzy Filar, Koos Vrieze
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For many decision problems evolving in discrete time, it is natural to sum the payoffs earned at the different time points. For instance, in Chapter 2 the discounted Markov decision problem was shown to be equivalent to a stopping problem of a certain type, guaranteeing that the sum of the payoffs remains finite.
Jerzy Filar, Koos Vrieze
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Stochastic Differential Game Techniques
1981The paper deals with the theory of stochastic differential games and includes a comprehensive review of the subject under discussion. The main aspects of stochastic differential games discussed in the paper are: problem formulation, solution concepts and the difficulties encountered in trying to obtain a solution.
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Cybernetics and Systems Analysis, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Stochastic games : recent results [PDF]
, 2001 Nous présentons des résultats récents sur les jeux stochastiques finis. Ce texte est à paraître dans le Handbook of Game Theory, vol 3., eds. R.J.
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The WHO fungal priority pathogens list as a game-changer
Nature Reviews Microbiology, 2023Matthew C Fisher, David W Denning
exaly
The CDK4/6 inhibitor revolution — a game-changing era for breast cancer treatment
Nature Reviews Clinical Oncology, 2023Nicholas Turner
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