Results 21 to 30 of about 2,468,749 (240)
IEEE Access, 2022 Nowadays, electrical power grids are facing increased penetration of renewable energy sources (RES), which result in increasing level of randomness and uncertainties for its operational quality.
Souhil Mouassa +3 more
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Mathematics, 2020 We consider the indefinite, linear-quadratic, mean-field-type stochastic zero-sum differential game for jump-diffusion models (I-LQ-MF-SZSDG-JD).
Jun Moon, Wonhee Kim
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Backward-forward linear-quadratic mean-field Stackelberg games
Advances in Difference Equations, 2021 This paper studies a controlled backward-forward linear-quadratic-Gaussian (LQG) large population system in Stackelberg games. The leader agent is of backward state and follower agents are of forward state.
Kehan Si, Zhen Wu
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Stochastic optimal control and stochastic differential Games [PDF]
, 2021 Η παρούσα διατριβή χωρίζεται σε δύο μέρη. Το πρώτο μέρος ξεκινάει με την κατασκευή μίας νέας προσέγγισης για την μελέτη του προβλήματος του καθορισμού της βέλτιστης επενδυτικής πολιτικής κάτω από την ύπαρξη εσωτερικής πληροφόρησης. Η προσέγγιση αυτή βασίζεται κυρίως σε τεχνικές της θεωρίας στοχαστικού ελέγχου και πιο συγκεκριμένα στην χρήση της ...
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A Class of Pursuit Problems in 3D Space via Noncooperative Stochastic Differential Games
AerospaceThis paper investigates three-dimensional pursuit problems in noncooperative stochastic differential games. By introducing a novel polynomial value function capable of addressing high-dimensional dynamic systems, the forward–backward stochastic ...
Yu Bai, Di Zhou, Zhen He
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Journal of Differential Equations, 1972 Consider a stochastic differential system of \(m\) equations \[ d\xi(t)=f(t,\xi(t), y_1,\ldots, y_N)\,dt+ \sigma(t, \xi(t))\,dw(t),\quad \xi(s) =x_0, \] where the player \(y_i\) chooses a control function with values in a control set \(Y_i\). Denote by \(\tau\) the exit time of \(\xi(t)\) from a cylinder \(\{s
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Two-Player Nonzero-Sum Stochastic Differential Games with Switching Controls
MathematicsIn this paper, a two-player nonzero-sum stochastic differential game problem is studied with both players using switching controls. A verification theorem associated with a set of variational inequalities is established as a sufficient criterion for Nash
Yongxin Liu, Hui Min
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Advances in Difference Equations, 2017 This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information.
Yi Zhuang
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Stochastic bankruptcy games [PDF]
, 2012 We study bankruptcy games where the estate and the claims have stochastic values. We use the Weak Sequential Core as the solution concept for such games.
Habis, Helga, Herings, Jean-Jacques P.
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Advanced Engineering Materials, EarlyView.Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch +3 more
wiley +1 more source