Results 161 to 170 of about 9,860 (188)

An Online Q-Learning Method for Linear-Quadratic Nonzero-Sum Stochastic Differential Games with Completely Unknown Dynamics

Journal of Systems Science and Complexity
Bao-Qiang Zhang, Bing-Chang Wang, Ying Cao   +2 more
semanticscholar   +1 more source

Convergence of deep fictitious play for stochastic differential games

Frontiers of Mathematical Finance, 2022
Ruimeng Hu, Jiequn Han
exaly  

Partially observed multi-player stochastic differential games under directed graphs

at - Automatisierungstechnik
Jianan Wang, Guilu Li, Junhui Liu, Jiayuan Shan, Zhengtao Ding   +4 more
semanticscholar   +1 more source

Backward equations, stochastic control and zero-sum stochastic differential games

Stochastic and Stochastics Reports, 1995
S Hamadène
exaly  

Adaptive Optimal Control for Stochastic Multiplayer Differential Games Using On-Policy and Off-Policy Reinforcement Learning

IEEE Transactions on Neural Networks and Learning Systems, 2020
Yan Wan, Mushaung Liu, VÍCTOR Lopez Mejia   +2 more
exaly  

Zero-sum stochastic differential games and backward equations

Systems and Control Letters, 1995
S Hamadène
exaly  

Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations

SIAM Journal on Control and Optimization, 2008
Rainer Buckdahn
exaly  

Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games

Frontiers of Mathematics in China, 2020
Qingfeng Zhu, Li Su, Fuguo Liu, Yufeng Shi, Yong’ao Shen, Shuyang Wang   +5 more
semanticscholar   +1 more source

Zero-Sum Risk-Sensitive Stochastic Differential Games

Mathematics of Operations Research, 2012
Arnab Basu, Mrinal Ghosh
exaly  

A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals

Stochastic Processes and Their Applications, 2012
Qian Lin
exaly