Results 211 to 220 of about 2,468,749 (240)

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
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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. This complexity leads to great difficulties in the derivation of dynamically stable
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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
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A Stochastic Differential Game with Safe and Risky Choices

Probability in the Engineering and Informational Sciences, 1988
This paper considers a two-person zero-sum stochastic differential game. The dynamics of the game are given by a one-dimensional stochastic differential equation whose diffusion coefficient may be controlled by the players. The drift coefficient is held constant and cannot be controlled.
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Stochastic differential games with controlled regime-switching

Computational and Applied Mathematics
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chenglin Ma, Huaizhong Zhao
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Linear Exponential Quadratic Stochastic Differential Games

IEEE Transactions on Automatic Control, 2016
In this technical note a two person noncooperative stochastic differential game described by a linear stochastic equation with a Brownian motion and a payoff that is the exponential of a quadratic functional in the state and the control strategies of the two players is explicitly solved. The optimal strategies form a Nash equilibrium.
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Convergence of deep fictitious play for stochastic differential games

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

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

Stochastic and Stochastics Reports, 1995
S Hamadène
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