Results 231 to 240 of about 48,378 (305)

Target–Attackers–Defenders Linear–Quadratic Exponential Stochastic Differential Games With Distributed Control

IEEE Transactions on Cybernetics
This article investigates stochastic differential games involving multiple attackers, defenders, and a single target, with their interactions defined by a distributed topology.
Guilu Li, Jianan Wang, Fuxiang Liu, Fang Deng   +3 more
semanticscholar   +3 more sources

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
openaire   +2 more sources

Zero-Sum Risk-Sensitive Stochastic Differential Games

Mathematics of Operations Research, 2012
We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton–Jacobi–Isaacs equations.
Basu, Arnab, Ghosh, Mrinal K
openaire   +5 more sources

Linear-quadratic-singular stochastic differential games and applications

Decisions in Economics and Finance, 2023
We consider a class of non-cooperative N-player nonzero-sum stochastic differential games with singular controls, in which each player can affect a linear stochastic differential equation in order to minimize a cost functional which is quadratic in the ...
Jodi Dianetti
semanticscholar   +1 more source

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games

Applied Mathematics and Optimization, 2023
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional over a finite horizon.
Zixuan Li, Jingtao Shi
semanticscholar   +1 more source

Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability

Journal of Systems Science and Complexity, 2021
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with quadratic cost functionals.
Zixuan Li, Jingtao Shi
semanticscholar   +1 more source

Transboundary Emission Under Stochastic Differential Game

International Game Theory Review, 2020
In this study we provide a more robust transboundary industrial pollution reduction strategy for global emission collaborations. We consider the dynamics of each country’s quantity of pollution as a Brownian motion with Jumps to capture the systematic jumps caused by surprise effects arising from policy uncertainties within the economy. When the output
openaire   +2 more sources

Representation of limit values for nonexpansive stochastic differential games

, 2021
A classical problem in ergodic control theory consists in the study of the limit behaviour of λ V λ ( ⋅ ) as λ ↘ 0 , when V λ is the value function of a deterministic or stochastic control problem with discounted cost functional with infinite time ...
R. Buckdahn, Juan Li, Nana Zhao
semanticscholar   +1 more source

Time-inconsistent linear-quadratic non-zero sum stochastic differential games with random jumps

International Journal of Control, 2021
We study a kind of time-inconsistent linear-quadratic non-zero sum stochastic differential game problems with random jumps. The time-inconsistency arises from the presence of a quadratic term of the expected state and a state-dependent term, as well as ...
Haiyang Wang, Zhen Wu
semanticscholar   +1 more source

An overlapping generations stochastic differential game

Automatica, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jørgensen, Steffen, Yeung, D. W. K.
openaire   +3 more sources