Results 51 to 60 of about 2,598,796 (193)
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.
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Stubbornness as Control in Professional Soccer Games: A BPPSDE Approach
MathematicsThis paper defines stubbornness as an optimal feedback Nash equilibrium within a dynamic setting. Stubbornness is treated as a player-specific parameter, with the team’s coach initially selecting players based on their stubbornness and making ...
Paramahansa Pramanik
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Stochastic Adaptive Linear Quadratic Differential Games
IEEE Transactions on Automatic ControlGame theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic stochastic differential games, but in contrast to most of the existing studies, the coefficient matrices of the ...
Nian Liu, Lei Guo 0001
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Stochastic Games on a Product State Space [PDF]
We examine product-games, which are n-player stochastic games satisfying: (1) the state space is a product S(1)Ãâ¦ÃS(n); (2) the action space of any player i only depends of the i-th coordinate of the state; (3) the transition probability of moving from ...
Schoenmakers, Gijs +2 more
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Risk sensitive stochastic control and differential games [PDF]
Communications in Information and Systems, 2006 We give a concise introduction to risk sensitive control of Markov diffusion processes and related two-controller, zero-sum differential games. The method of dynamic programming for the risk sensitive control problem leads to a nonlinear partial differential equation of Hamilton-Jacobi-Bellman type. In the totally risk sensitive limit, this becomes the
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Stopping games: recent results [PDF]
We survey recent results on the existence of the value in zero-sum stopping games with discrete and continuous time, and on the existence of e-equilibria in non zero-sum games with discrete time.stopping games; stochastic games ...
VIEILLE, Nicolas, SOLAN, Eilon
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Discounted Stochastic Games with Voluntary Transfers [PDF]
This paper studies discounted stochastic games perfect or imperfect public monitoring and the opportunity to conduct voluntary monetary transfers. We show that for all discount factors every public perfect equilibrium payoff can be implemented with a ...
Sebastian Kranz
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Recursive Markov Decision Processes and Recursive Stochastic Games [PDF]
, 2005 We introduce Recursive Markov Decision Processes (RMDPs) and Recursive Simple Stochastic Games (RSSGs), and study the decidability and complexity of algorithms for their analysis and verification.
Mihalis Yannakakis +3 more
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Optimal Pursuit Strategies in Missile Interception: Mean Field Game Approach
AerospaceThis paper investigates Mean Field Game methods to solve missile interception strategies in three-dimensional space, with a focus on analyzing the pursuit–evasion problem in many-to-many scenarios. By extending traditional missile interception models, an
Yu Bai, Di Zhou, Zhen He
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Stochastic differential games: Occupation measure based approach
, 1992 A new approach based on occupation measures is introduced for studying stochastic differential games. For two-person zero-sum games, the existence of values and optimal strategies for both players is established for various payoff criteria.
Ghosh, MK, Borkar, VS
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