Results 41 to 50 of about 39,843 (280)
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
Swarms dynamics approach to behavioral economy: Theoretical tools and price sequences
This paper presents a development of the mathematical theory of swarms towards a systems approach to behavioral dynamics of social and economical systems.
Nicola Bellomo +4 more
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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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This paper mainly discusses the non-zero-sum Nash differential games for stochastic differential equations (SDEs) involving time-varying coefficient and infinite Markov jumps.
Yueying Liu +4 more
doaj +1 more source
Approximate solutions of continuous-time stochastic games [PDF]
The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game.
Averboukh, Yurii
core +1 more source
Peptide Sequencing With Single Acid Resolution Using a Sub‐Nanometer Diameter Pore
To sequence a single molecule of Aβ1−42–sodium dodecyl sulfate (SDS), the aggregate is forced through a sub‐nanopore 0.4 nm in diameter spanning a 4.0 nm thick membrane. The figure is a visual molecular dynamics (VMD) snapshot depicting the translocation of Aβ1−42–SDS through the pore; only the peptide, the SDS, the Na+ (yellow/green) and Cl− (cyan ...
Apurba Paul +8 more
wiley +1 more source
Explicit solutions of some linear-quadratic mean field games
We consider $N$-person differential games involving linear systems affected by white noise, running cost quadratic in the control and in the displacement of the state from a reference position, and withlong-time-average integral cost functional. We solve
Martino Bardi
doaj +1 more source
On Zero-Sum Stochastic Differential Games [PDF]
We generalize the results of Fleming and Souganidis (1989) on zero sum stochastic differential games to the case when the controls are unbounded. We do this by proving a dynamic programming principle using a covering argument instead of relying on a ...
Bayraktar, Erhan, Yao, Song
core
On the adjoint Markov policies in stochastic differential games [PDF]
We consider time-homogeneous uniformly nondegenerate stochastic differential games in domains and propose constructing $\varepsilon$-optimal strategies and policies by using adjoint Markov strategies and adjoint Markov policies which are actually time ...
Krylov, N. V.
core +3 more sources
The study proposes a 1‐bit programmable metasurface based on flip‐disc display, named flip‐disc metasurface (FD‐MTS). This new design enables ultralow energy consumption while maintaining coding patterns. It also exhibits high scalability and multifunctional flexibility.
Jiang Han Bao +8 more
wiley +1 more source

