Results 161 to 170 of about 2,598,796 (193)

Adaptive Stabilization of Noncooperative Stochastic Differential Games

SIAM Journal on Control and Optimization
Abstract. In this paper, we consider the adaptive stabilization problem for a basic class of linear-quadratic noncooperative stochastic differential games when the systems matrices are unknown to the regulator and the players. This is a typical problem of game-based control systems (GBCS) introduced and studied recently, which have a ...
Nian Liu, Lei Guo
openaire   +1 more source

Stochastic differential games in economic modeling

1994
In this paper we present two continuous-time models of economic competition which are based on a stochastic differential game formalism. We focus our presentation on the modeling possibilities offered by the frameworks of piecewise deterministic and switching diffusion control systems respectively.
openaire   +1 more source

SOLUTION MECHANISMS FOR COOPERATIVE STOCHASTIC DIFFERENTIAL GAMES

International Game Theory Review, 2006
Cooperative stochastic differential games constitute a highly complex form of decision making under uncertainty. In particular, interactions between strategic behaviors, dynamic evolution, stochastic elements and solution agreement have to be considered simultaneously.
openaire   +2 more sources

An approach-evasion differential game: Stochastic guide

Proceedings of the Steklov Institute of Mathematics, 2010
The differential equation \[ \dot{x}=f(t,x,u,v), t_{0}\leq t\leq \vartheta, u\in P, v\in Q, \] is approached by a positional differential game. The time \(\vartheta\) of the motion \(x[t],t_{0}\leq t\leq \vartheta\) belongs to a set \(M\) inside a set N and the evasion up to the time \(\vartheta\) of the motion \(x[t],t_{0}\leq t\leq \vartheta ...
Krasovskii, N. N., Kotel'nikova, A. N.
openaire   +1 more source

Deterministic and Stochastic Differential Games

2016
This chapter introduces the theory of deterministic and stochastic differential games, including the dynamic optimization techniques, (stochastic) differential games and their solution concepts, which will lay a foundation for later study.
Cheng-ke Zhang, Huai-nian Zhu, Hai-ying Zhou, Ning Bin   +3 more
openaire   +1 more source

Stochastic differential game in high frequency market

Automatica, 2018
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Saito, Taiga, Takahashi, Akihiko
openaire   +1 more source

A solvable stochastic differential game in the two-sphere

52nd IEEE Conference on Decision and Control, 2013
In this paper a two person zero sum stochastic differential game is formulated and explicitly solved where the state of the game evolves in a two dimensional sphere. The game is described by a stochastic equation that is the sum of the control strategies of the two players and a Brownian motion in the two-sphere.
Tyrone E. Duncan, Bozenna Pasik-Duncan
openaire   +2 more sources

Coalitional Stochastic Differential Games for Networks

IEEE Control Systems Letters, 2022
Julian Barreiro-Gomez, Quanyan Zhu
openaire   +1 more source

A Hybrid Stochastic Differential Reinsurance and Investment Game With Bounded Memory

European Journal of Operational Research, 2022
RUI GAo, Zhongbao Zhou, Feimin Zhong
exaly  

Linear-Quadratic Non-Zero Sum Backward Stochastic Differential Game With Overlapping Information

IEEE Transactions on Automatic Control, 2023
Shuangwu Shuangwu
exaly