Results 41 to 50 of about 9,860 (188)

A BSDE Approach to Stochastic Differential Games with Regime Switching

, 2021
In this paper, we study a two-player zero-sum stochastic differential game with regime switching in the framework of forward-backward stochastic differential equations on a finite time horizon.
J. Y. Li, M. Tang
semanticscholar   +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

Zero-sum stochastic differential games of generalized McKean–Vlasov type [PDF]

Journal des Mathématiques Pures et Appliquées, 2018
We study zero-sum stochastic differential games where the state dynamics of the two players is governed by a generalized McKean-Vlasov (or mean-field) stochastic differential equation in which the distribution of both state and controls of each player ...
H. Pham, Andrea Cosso
semanticscholar   +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

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.
openaire   +2 more sources

Saddle-Point Equilibrium Strategy for Linear Quadratic Uncertain Stochastic Hybrid Differential Games Based on Subadditive Measures

Mathematics
This paper describes a kind of linear quadratic uncertain stochastic hybrid differential game system grounded in the framework of subadditive measures, in which the system dynamics are described by a hybrid differential equation with Wiener–Liu noise and
Zhifu Jia, Cunlin Li
doaj   +1 more source

Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations

Electronic Journal of Differential Equations, 2002
Using the maximum principle for semicontinuous functions [3,4], we prove a general ``continuous dependence on the nonlinearities'' estimate for bounded Holder continuous viscosity solutions of fully nonlinear degenerate elliptic equations.
Espen R. Jakobsen, Kenneth H. Karlsen
doaj  

Consensus as a Nash Equilibrium of a Stochastic Differential Game

European Journal of Statistics, 2023
In this paper a consensus has been constructed in a social network which is modeled by a stochastic differential game played by agents of that network. Each agent independently minimizes a cost function which represents their motives. A conditionally expected integral cost function has been considered under an agent’s opinion filtration.
openaire   +2 more sources