Results 261 to 270 of about 48,378 (305)

On a problem of stochastic differential games

Journal of Optimization Theory and Applications, 1976
The process of bargaining between management and union during a strike is modelled by a nonlinear stochastic differential game. It is assumed that the two sides bargain in the mood of a cooperative game. A pair of Pareto-optimal strategies is obtained.
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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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Randomly-Furcating Stochastic Differential Games

2003
This paper presents a class of games — designated as Randomly Furcating Stochastic Differential Game — in which random shocks in the stock dynamics and (future) stochastic changes in payoffs are present. Since future payoff are not known with certainty, the term “randomly furcating” is introduced to emphasize that a particularly useful way to analyze ...
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Stochastic Differential Games on Optimal Investment and Reinsurance Strategy with Delay Under the CEV Model

Methodology and Computing in Applied Probability, 2023
Ning Bin, Huainian Zhu, Chengke Zhang
semanticscholar   +1 more source

Reinforcement learning for exploratory linear-quadratic two-person zero-sum stochastic differential games

Applied Mathematics and Computation, 2023
Zhongshi Sun, Guangyan Jia
semanticscholar   +1 more source

N-Person Stochastic Differential Games

1975
Necessary and sufficient conditions are given for the non-cooperative equilibrium policies of N players when they are simultaneously controlling the evolution of a stochastic system described by an Ito equation. In the case of perfect information, these conditions are generalizations of the well-known Hamilton-Jacobi equations.
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Stochastic Differential Game of Stochastic Markov Jump Singular Systems

2016
Singular systems are a class of more generalized dynamic systems with a wide application background, which appeared in large number of practical system models, such as the power systems, economic systems, constrained robots, electronic networks and aerospace systems, so its research has important theoretical and practical value.
Cheng-ke Zhang, Huai-nian Zhu, Hai-ying Zhou, Ning Bin   +3 more
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Stochastic differential games for crowd evacuation problems: A paradox

at - Automatisierungstechnik, 2022
J. Barreiro‐Gomez
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Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications

Dynamic Games and Applications, 2021
Tianyang Nie, Falei Wang, Zhiyong Yu
semanticscholar   +1 more source

Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market

Annals of Operations Research, 2020
E. Savku, Gerhard-Wilhelm Weber
semanticscholar   +1 more source