Results 31 to 40 of about 39,851 (271)
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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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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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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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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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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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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, 2014 This paper is related to nonzero-sum stochastic differential games in the Markovian framework. We show existence of a Nash equilibrium point for the game when the drift is no longer bounded and only satisfies a linear growth condition.
Hamadène, Said, Mu, Rui
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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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Spectrally Tunable 2D Material‐Based Infrared Photodetectors for Intelligent Optoelectronics
Advanced Functional Materials, EarlyView.Intelligent optoelectronics through spectral engineering of 2D material‐based infrared photodetectors. Abstract The evolution of intelligent optoelectronic systems is driven by artificial intelligence (AI). However, their practical realization hinges on the ability to dynamically capture and process optical signals across a broad infrared (IR) spectrum.
Junheon Ha +18 more
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Variance optimality in constrained and unconstrained stochastic differential games
Results in Control and OptimizationThe purpose of this paper is to extend the variance optimality criterion to the settings of constrained and unconstrained two-person stochastic differential games.
Beatris Adriana Escobedo-Trujillo +3 more
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