Analyzing reciprocity dynamics in supply chains of public goods: a stochastic evolutionary game approach [PDF]
PeerJ Computer ScienceTo start with an infinitely repeated game of supply chains of public goods, a stout reciprocity mechanism is introduced into income games to build a matric dynamic equation.
Simo Sun, Man Wang, Yi Lei
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Mean-Field Type Games between Two Players Driven by Backward Stochastic Differential Equations
Games, 2018 In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum, non-cooperating, differential games where the players’ state dynamics solve backward ...
Alexander Aurell
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Pathwise Strategies for Stochastic Differential Games with an Erratum to “Stochastic Differential Games with Asymmetric Information” [PDF]
Applied Mathematics & Optimization, 2013 We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in [Cardaliaguet-Rainer 2009].
Rainer, Catherine, Cardaliaguet, Pierre
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A Game—Theoretic Model for a Stochastic Linear Quadratic Tracking Problem
Axioms, 2023 In this paper, we solve a stochastic linear quadratic tracking problem. The controlled dynamical system is modeled by a system of linear Itô differential equations subject to jump Markov perturbations.
Vasile Drăgan +2 more
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Mean-field linear-quadratic stochastic differential games [PDF]
Journal of Differential Equations, 2021 The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic differential games over finite horizons. By a Hilbert space method, a necessary condition and a sufficient condition are derived for the existence of an open-loop saddle point.
Jingrui Sun, Hanxiao Wang, Zhen Wu
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On modeling blockchain-enabled economic networks as stochastic dynamical systems
Applied Network Science, 2020 Blockchain networks have attracted tremendous attention for creating cryptocurrencies and decentralized economies built on peer-to-peer protocols. However, the complex nature of the dynamics and feedback mechanisms within these economic networks has ...
Zixuan Zhang +2 more
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Mathematics, 2022 In this paper, we consider the two-player state and control path-dependent stochastic zero-sum differential game. In our problem setup, the state process, which is controlled by the players, is dependent on (current and past) paths of state and control ...
Jun Moon
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Stochastic Differential Games in a Non-Markovian Setting [PDF]
, 2005 Stochastic differential games are considered in a non-Markovian setting. Typically, in stochastic differential games the modulating process of the diffusion equation describing the state flow is taken to be Markovian.
Bayraktar, Erhan, Poor, H. Vincent
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A probabilistic representation for the value of zero-sum differential games with incomplete information on both sides [PDF]
, 2017 We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where both players ...
Gensbittel, Fabien, Rainer, Catherine
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New numerical methods for mean field games with quadratic costs
Networks and Heterogeneous Media, 2012 Mean field games have been introduced by J.-M. Lasry and P.-L. Lions in [13, 14, 15] as the limit case of stochastic differential games when the number of players goes to $+\infty$. In the case of quadratic costs, we present two changes of variables that
Olivier Guéant
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