Results 31 to 40 of about 39,843 (280)
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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Stackelberg strategies in linear-quadratic stochastic differential games [PDF]
, 1981 This paper obtains the Stackelberg solution to a class of two-player stochastic differential games described by linear state dynamics and quadratic objective functionals.
Bagchi, A., Basar, T.
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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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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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Multiscale models of Covid-19 with mutations and variants
Networks and Heterogeneous Media, 2022 This paper focuses on the multiscale modeling of the COVID-19 pandemic and presents further developments of the model [7] with the aim of showing how relaxations of the confinement rules can generate sequential waves.
Nicola Bellomo +2 more
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Maximum Principle for Forward-Backward Doubly Stochastic Control Systems and Applications [PDF]
, 2010 The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not contain the ...
Bensoussan +22 more
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Singular mean-field control games with applications to optimal harvesting and investment problems [PDF]
, 2014 This paper studies singular mean field control problems and singular mean field stochastic differential games. Both sufficient and necessary conditions for the optimal controls and for the Nash equilibrium are obtained.
Hu, Yaozhong +2 more
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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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Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games [PDF]
, 2018 In this paper we deal with the problem of existence of a smooth solution of the Hamilton-Jacobi-Bellman-Isaacs (HJBI for short) system of equations associated with nonzero-sum stochastic differential games.
Hamadene, Said, Mannucci, Paola
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A stochastic differential reinsurance game [PDF]
Journal of Applied Probability, 2010 We study a stochastic differential game between two insurance companies who employ reinsurance to reduce the risk of exposure. Under the assumption that the companies have large insurance portfolios compared to any individual claim size, their surplus processes can be approximated by stochastic differential equations.
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