Zobrazeno 1 - 10
of 98
pro vyhledávání: '"Duncan, Tyrone E."'
A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for this stochast
Externí odkaz:
http://arxiv.org/abs/1908.00296
In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation and adversarial between teams are treated. We provide a semi-explicit
Externí odkaz:
http://arxiv.org/abs/1904.11346
This article examines mean-field-type game problems by means of a direct method. We provide various solvable examples beyond the classical linear-quadratic game problems. These include quadratic-quadratic games and games with power, logarithmic, sine
Externí odkaz:
http://arxiv.org/abs/1812.06695
Publikováno v:
In Stochastic Processes and their Applications August 2022 150:853-885
Publikováno v:
In Journal of the Franklin Institute October 2020 357(15):10861-10885
Publikováno v:
In Automatica February 2020 112
Publikováno v:
In IFAC PapersOnLine 2020 53(2):2177-2182
Publikováno v:
Journal of Applied Probability, 2001 Dec 01. 38(4), 932-945.
Externí odkaz:
https://www.jstor.org/stable/3215775
Publikováno v:
In IFAC PapersOnLine 2016 49(6):105-109
Autor:
Duncan, Tyrone E.1 duncan@math.ku.edu, Tembine, Hamidou2 tembine@nyu.edu
Publikováno v:
Games (20734336). Mar2018, Vol. 9 Issue 1, p7. 18p.