Results 31 to 40 of about 163,972 (287)
A Bi-level formulation for a sequential stochastic attacker-defender game via conditional value at risk [PDF]
AUT Journal of Mathematics and Computing, 2023 In this study, we present a bi-level formulation for a sequential stochastic attacker-defender game with multiple targets. In this game, the vulnerability of targets is a stochastic parameter, and the attacker has only one attack type. The defender’s aim
Nader Biranvand +2 more
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EQUILIBRIUM SELECTION IN STOCHASTIC GAMES [PDF]
International Game Theory Review, 2003 In this paper a selection theory for stochastic games is developed. The theory itself is based on the ideas of Harsanyi and Selten to select equilibria for games in standard form. We introduce several possible definitions for the stochastic tracing procedure, an extension of the linear tracing procedure to the class of stochastic games. We analyze the
P.Jean-Jacques Herings +1 more
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Constrained Discounted Stochastic Games
Applied Mathematics & Optimization, 2022 In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is possible to formulate a static optimisation problem whose solution determines a stationary optimal strategy (alias ...
Anna Jaśkiewicz, Andrzej S. Nowak
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An Intrusion Tolerance Assessment Method for Cyber-Physical Power System
Zhongguo dianli, 2022 With the increasing integration of information and communication technology, the cyber-physical power system (CPPS) is facing not only uncertainties from the physical world but also threat from cyberspace. It is urgently needed for a method to assess the
Pengchao YAO +3 more
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Fractal and FractionalRegional integration and pairing assistance are two forms of cross-regional emergency collaboration practice carried out by the Chinese government.
Jida Liu, Changqi Dong
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The Owen Value of Stochastic Cooperative Game
The Scientific World Journal, 2014 We consider stochastic cooperative game and give it the definition of the Owen value, which is obtained by extending the classical case. Then we provide explicit expression for the Owen value of the stochastic cooperative game and discuss its existence ...
Cheng-Guo E, Quan-Lin Li, Shi-Yong Li
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Backward Stackelberg Games with Delay and Related Forward–Backward Stochastic Differential Equations
Mathematics, 2023 In this paper, we study a kind of Stackelberg game where the controlled systems are described by backward stochastic differential delayed equations (BSDDEs).
Li Chen, Peipei Zhou, Hua Xiao
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Energy Harvesting Aided Multiuser Transmission in Spectrum Sharing Networks
IEEE Access, 2016 Multiuser transmission with shared spectrum is investigated in the presence of energy harvesting. For each user, the data generation, the harvested energy arrival, and the channel state variation are, respectively, considered as stochastic processes ...
Tian Zhang, Wei Chen, Huijie Wang
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, 2012 We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equation of the game turns out to be a double-obstacle quasi-
Cosso, Andrea
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Game-theoretic approach to risk-sensitive benchmarked asset management [PDF]
, 2014 In this article we consider a game theoretic approach to the Risk-Sensitive Benchmarked Asset Management problem (RSBAM) of Davis and Lleo \cite{DL}. In particular, we consider a stochastic differential game between two players, namely, the investor who ...
Deshpande, Amogh, Jacka, Saul D.
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