tf - t ; the definition of a game includes some finite value of P(t ) . 0 ... solution of the stochastic differential game considered in this thesis. 1 ...
Oct 15, 2023 · Such games (when possibly subject to randomness) are called stochastic differential games. Their study started with the work of Issacs, who ...
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Jun 1, 2011 · The definition of approximately optimal Markov strategy was suggested by a formalism for describing optimal control policies mentioned at the ...
Then, we focus on building a prob- abilistic model that can predict future values at any time t ∈ T based on the set of past observations in O. We define. I- ...
May 2, 2018 · This paper presents an application of a linear quadratic stochastic differential game to a financial model that describes trading behaviors of different types ...
In these games, the individual players have statistically similar behaviors, and their mutual interactions are through average quantities, hence the terminology ...
Dec 13, 2017 · In particular, we show that asymptotic stability in probability of the differential game problem is guaran- teed by means of a Lyapunov function ...
Differential game is concerned with the problem that multiple players make decisions, according to their own interests and trade-off with other peers, in the ...
This development of readily computable strategies for differential games with noise corrupted measurements was hampered by the so called closure problem of ...
We study a class of coalitional stochastic differential games by means of the Shapley power index to determine how influential the edges of either the dynamic ...