Neolithic 发表于 2025-3-23 11:46:54
Weak Convergence in Two Player Stochastic Differential Games, only idealizations ofthe actual physical processes, which might be driven by a wide bandwidth process or be adiscrete parameter system with correlated driving noises. Optimal strategies derived for thediffusion models would not be of much interest if they were not “nearly optimal” for thephysical sSLAG 发表于 2025-3-23 14:47:13
Weak Convergence in Many Player Games,vantage is that the problembecomes linear in control variables. The main advantage of occupation measure settingis that the differential game problem reduces to a static game on the set of occupationmeasures, the dynamics of the game being captured in these measures. In the proofs, wewill use the weamenity 发表于 2025-3-23 21:59:28
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Applications to Finance,extraction, competitionpolicy, negotiation techniques, capital accumulation, investment and inventory management,to name a few. Military applications of differential games such as aircraft combatand missile control are well known. There are tremendous amount of work in the field ofmathematical financauda-equina 发表于 2025-3-24 05:09:01
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Stochastic Differential Games. Theory and Applications978-94-91216-47-3Series ISSN 1879-6893 Series E-ISSN 1879-6907critic 发表于 2025-3-24 14:33:42
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