Results 1 to 10 of about 39,843 (280)
A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes
Mathematics, 2023 We develop an approach for two-player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes.
Emel Savku
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Modeling and Computation of Transboundary Industrial Pollution with Emission Permits Trading by Stochastic Differential Game. [PDF]
PLoS ONE, 2015 Transboundary industrial pollution requires international actions to control its formation and effects. In this paper, we present a stochastic differential game to model the transboundary industrial pollution problems with emission permits trading.
Shuhua Chang, Xinyu Wang, Zheng Wang
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Tug of War games and PDEs on graphs with applications in image and high dimensional data processing
Scientific Reports, 2023 The aim of this note is to revisit the connections between some stochastic games, namely Tug-of-War games, and a class of nonlocal PDEs on graphs. We consider a general formulation of Tug-of-War games which is shown to be related to many classical PDEs ...
Hamza Ennaji +2 more
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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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Axioms, 2023 This paper discusses the multi-player non-cooperative game of nonlinear stochastic time-varying systems described by Itô-type differential equations in a finite time interval.
Xiangyun Lin +4 more
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Results in Control and Optimization, 2023 The main objective of this work is to give conditions for the existence of Nash equilibria for a nonzero-sum constrained stochastic differential game with additive structure and Markovian switchings.
Beatris Adriana Escobedo-Trujillo +4 more
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Stochastic Differential Games with Asymmetric Information [PDF]
Applied Mathematics and Optimization, 2008 We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some second order Hamilton-Jacobi equation.
Cardaliaguet, Pierre, Rainer, Catherine
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AIMS Mathematics, 2021 In this paper, a hybrid differential evolution particle swarm optimization (PSO) method based on a good point set (GPDEPSO) is proposed to compute a finite noncooperative game among N people.
Huimin Li +3 more
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Approximate public-signal correlated equilibria for nonzero-sum differential games [PDF]
, 2018 We construct an approximate public-signal correlated equilibrium for a nonzero-sum differential game in the class of stochastic strategies with memory.
Averboukh, Yurii
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REGULARITY AND SENSITIVITY FOR MCKEAN-VLASOV TYPE SPDEs GENERATED BY STABLE-LIKE PROCESSES
Проблемы анализа, 2018 In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean–Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to non-stochastic equations ...
V. N. Kolokoltsov, M. S. Troeva
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