Results 31 to 40 of about 2,598,796 (193)

Variance optimality in constrained and unconstrained stochastic differential games

Results in Control and Optimization
The 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, José Daniel López-Barrientos, Dario Colorado-Garrido, Francisco Alejandro Alaffita-Hernández   +3 more
doaj   +1 more source

Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps

Mathematics
We establish a relationship between stochastic differential games (SDGs) and a unified forward–backward coupled stochastic partial differential equation (SPDE) with discontinuous Lévy Jumps. The SDGs have q players and are driven by a general-dimensional
Wanyang Dai
doaj   +1 more source

The international stock pollutant control: a stochastic formulation [PDF]

, 2009
In this paper we provide a stochastic dynamic game formulation of the economics of international environmental agreements on the transnational pollution control when the environmental damage arises from stock pollutant that accumulates, for ...
Romera, Rosario, Casas, Omar J.
core   +1 more source

Differential Games of Cournot Oligopoly with Consideration of Pollution, Network Structure, and Continuous Updating

Games
We have built and investigated analytically and numerically a differential game model of Cournot oligopoly with consideration of pollution, network structure, and continuous updating.
Guennady Ougolnitsky, Alexey Korolev
doaj   +1 more source

Stochastic Approaches to Energy Markets: From Stochastic Differential Equations to Mean Field Games and Neural Network Modeling

Energies
This review paper examines the current landscape of electricity market modelling, specifically focusing on stochastic approaches, transitioning from Mean Field Games (MFGs) to Neural Network (NN) modelling.
Luca Di Persio, Mohammed Alruqimi, Matteo Garbelli   +2 more
doaj   +1 more source

Efficient qualitative analysis of classes of recursive markov decision processes and simple stochastic games [PDF]

, 2006
. Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs) are natural models for recursive systems involving both probabilistic and non-probabilistic actions.
Mihalis Yannakakis, Yannakakis, Mihalis, Etessami, Kousha; id_orcid, Kousha Etessami   +3 more
core   +1 more source

In Pursuit of the Emergence Point: Extracting Phase Transitions in Multi-Agent Communication

Technologies
Modern multi-agent deep reinforcement learning algorithms have demonstrated empirical success in communication games, yet their black box nature precludes the analytical identification of the transition from random babbling to coordinated signalling ...
Alexander Chernyavskiy, Ivan Tomilov, Natalia Gusarova, Aleksandra Vatian   +3 more
doaj   +1 more source

The Neural Circuitry of Expertise: Perceptual Learning and Social Cognition

Frontiers in Human Neuroscience, 2013
Amongst the most significant questions we are confronted with today include the integration of the brain's micro-circuitry, our ability to build the complex social networks that underpin society and how our society impacts on our ecological ...
Michael eHarre
doaj   +1 more source

Model Free Adaptive Q-Learning for Stochastic Differential Games With State-Dependent Perturbations and Input Saturation

IEEE Access
This paper proposes an online adaptive Q-learning algorithm for linear-quadratic nonzero-sum stochastic differential games with completely unknown system dynamics, state-dependent perturbations, and input saturation constraints.
Zhifu Jia, Na Xie
doaj   +1 more source

On the Population Size in Stochastic Differential Games

Notices of the American Mathematical Society
11 pages, survey ...
Possamaï, Dylan, Tangpi, Ludovic
openaire   +2 more sources