Results 111 to 120 of about 9,860 (188)

Adaptive Stabilization of Noncooperative Stochastic Differential Games

SIAM Journal on Control and Optimization
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nian Liu, Lei Guo
semanticscholar   +2 more sources

Linear-quadratic-singular stochastic differential games and applications

Decisions in Economics and Finance, 2023
We consider a class of non-cooperative N-player nonzero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the ...
Jodi Dianetti
semanticscholar   +1 more source

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games

Applied Mathematics and Optimization, 2023
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional over a finite horizon.
Zixuan Li, Jingtao Shi
semanticscholar   +1 more source

On the definition of a stochastic differential game

Mathematical Systems Theory, 1970
where t e R is the time, x ~ R" is the state variable, u = u(t) ~ R p and v = v(t) ~ R q are control variables and w = w(t, ~o)~ R" is some stochastic process defined over the probability space (f2, 0, t0, where f~ is a nonempty abstract set, 0 is a o-algebra of subsets of f2 and tz is a probability measure on 0.
Emilio Roxin, Chris P. Tsokos
openaire   +2 more sources

An overlapping generations stochastic differential game

Automatica, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jørgensen, Steffen, Yeung, D. W. K.
openaire   +3 more sources

Target–Attackers–Defenders Linear–Quadratic Exponential Stochastic Differential Games With Distributed Control

IEEE Transactions on Cybernetics
This article investigates stochastic differential games involving multiple attackers, defenders, and a single target, with their interactions defined by a distributed topology.
Guilu Li   +3 more
semanticscholar   +1 more source

Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability

Journal of Systems Science and Complexity, 2021
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with quadratic cost functionals.
Zixuan Li, Jingtao Shi
semanticscholar   +1 more source

Representation of limit values for nonexpansive stochastic differential games

, 2021
A classical problem in ergodic control theory consists in the study of the limit behaviour of λ V λ ( ⋅ ) as λ ↘ 0 , when V λ is the value function of a deterministic or stochastic control problem with discounted cost functional with infinite time ...
R. Buckdahn, Juan Li, Nana Zhao
semanticscholar   +1 more source

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