Results 151 to 160 of about 9,860 (188)

Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications

Dynamic Games and Applications, 2021
Tianyang Nie, Falei Wang, Zhiyong Yu
semanticscholar   +1 more source

Stochastic differential games for crowd evacuation problems: A paradox

at - Automatisierungstechnik, 2022
J. Barreiro‐Gomez
semanticscholar   +1 more source

Mean-Field Partial Information Non-zero Sum Stochastic Differential Games

Applied Mathematics and Optimization
Tianyang Nie, Ke Yan
semanticscholar   +1 more source

Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market

Annals of Operations Research, 2020
E. Savku, Gerhard-Wilhelm Weber
semanticscholar   +1 more source

Mean-Field Linear-Quadratic Nonzero Sum Stochastic Differential Games with Overlapping Information

Journal of Optimization Theory and Applications
Lin Lu, Yu Si, Yufeng Shi
semanticscholar   +1 more source

Markovian-Switching Systems: Backward and Forward-Backward Stochastic Differential Equations, Mean-Field Interactions, and Nonzero-Sum Differential Games

Applied Mathematics and Optimization
Esteban J. Rolón Gutiérrez, Son Luu Nguyen, George Yin   +2 more
semanticscholar   +1 more source

Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications

Dynamic Games and Applications
Qi Huang, Jingtao Shi
semanticscholar   +1 more source

Optimal strategies of regular-singular mean-field delayed stochastic differential games

Annals of Operations Research
Jun Lu, Jinbiao Wu, Bixuan Yang
semanticscholar   +1 more source

Linear Quadratic Nonzero-Sum Mean-Field Stochastic Differential Games with Regime Switching

Applied Mathematics and Optimization
Siyu Lv, Zhen Wu, Jie Xiong
semanticscholar   +1 more source

Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility

Methodology and Computing in Applied Probability
Yumo Zhang
semanticscholar   +1 more source