Results 21 to 30 of about 2,598,796 (193)

Novel Design of Slim Mould Optimizer for the Solution of Optimal Power Flow Problems Incorporating Intermittent Sources: A Case Study of Algerian Electricity Grid

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, Ahmed Althobaiti, Francisco Jurado, Sherif S. M. Ghoneim   +3 more
doaj   +1 more source

Explicit Characterization of Feedback Nash Equilibria for Indefinite, Linear-Quadratic, Mean-Field-Type Stochastic Zero-Sum Differential Games with Jump-Diffusion Models

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
doaj   +1 more source

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
doaj   +1 more source

Stochastic Differential Games in a Non-Markovian Setting [PDF]

SIAM Journal on Control and Optimization, 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. Then Nash equilibria or other types of solutions such as Pareto equilibria are constructed using Hamilton--Jacobi--Bellman (HJB ...
Erhan Bayraktar, H. Vincent Poor
openaire   +5 more sources

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 ...
openaire   +1 more source

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.
core   +3 more sources

A Class of Pursuit Problems in 3D Space via Noncooperative Stochastic Differential Games

Aerospace
This 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
doaj   +1 more source

Stochastic Differential Games

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
openaire   +1 more source

Two-Player Nonzero-Sum Stochastic Differential Games with Switching Controls

Mathematics
In 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
doaj   +1 more source

Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application

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
doaj   +1 more source