In stochastic games, the player’s payoff is a stochastic variable. In most papers, expected payoff is considered as a payoff, which means the risk neutrality of the players. However, there may exist risk-sensitive players who would take into ac...
We develop an approach for two-player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes. We provide the relations between a usual stochastic optimal control settin...
This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equatio...
In the paper, we propose a new method of constructing cooperative stochastic game in the form of characteristic function when initially non-cooperative stochastic game is given. The set of states and the set of actions for any player is finite. The c...
This paper investigates a repeated stochastic security game against a non-stationary attacker. Most of the work to date assumes that the defender has a repeated interaction with a fixed type of attacker. In fact, the defender is more likely to encoun...
In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum, non-cooperating, differential games where the players’ state dynamics solve backward stoch...
This paper investigates three-dimensional pursuit problems in noncooperative stochastic differential games. By introducing a novel polynomial value function capable of addressing high-dimensional dynamic systems, the forward–backward stochastic...
We establish a relationship between stochastic differential games (SDGs) and a unified forward–backward coupled stochastic partial differential equation (SPDE) with discontinuous Lévy Jumps. The SDGs have q players and are driven by a ge...
In this paper, we study a kind of Stackelberg game where the controlled systems are described by backward stochastic differential delayed equations (BSDDEs). By introducing a new kind of adjoint equation, we establish the sufficient verification theo...
I consider a class of dynamic Bayesian games in which types evolve stochastically according to a first-order Markov process on a continuous type space. Types are privately informed, but they become public together with actions when payoffs are obtain...
We provide a rigorous mathematical formulation of Deep Learning (DL) methodologies through an in-depth analysis of the learning procedures characterizing Neural Network (NN) models within the theoretical frameworks of Stochastic Optimal Control (SOC)...
In this paper, a two-player nonzero-sum stochastic differential game problem is studied with both players using switching controls. A verification theorem associated with a set of variational inequalities is established as a sufficient criterion for...
As safety-critical systems, grid cyber-physical systems (GCPSs) are required to ensure the safety of power-related systems. However, in many cases, GCPSs may be subject to uncertain and nondeterministic environmental hazards, as well as the variable...
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...
In this paper, we examine a sampled-data Nash equilibrium strategy for a stochastic linear quadratic (LQ) differential game, in which admissible strategies are assumed to be constant on the interval between consecutive measurements. Our solution firs...
This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision making sit...
We consider the indefinite, linear-quadratic, mean-field-type stochastic zero-sum differential game for jump-diffusion models (I-LQ-MF-SZSDG-JD). Specifically, there are two players in the I-LQ-MF-SZSDG-JD, where Player 1 minimizes the objective func...
This paper takes corporate social responsibility goodwill and consumers’ reference low-carbon level as endogenous variables of joint carbon emission reduction in the “supplier–manufacturer–retailer–consumer” supply...
In the face of an increasingly intricate network structure and a multitude of security threats, cyber deception defenders often employ deception assets to safeguard critical real assets. However, when it comes to the intranet lateral movement attacke...
This paper introduces an extended version of a stochastic game under the antagonistic duel-type setup. The most flexible multiple person duel game is analytically solved. Moreover, the explicit formulas are solved to determine the time-dependent duel...
In this paper, we consider the two-player state and control path-dependent stochastic zero-sum differential game. In our problem setup, the state process, which is controlled by the players, is dependent on (current and past) paths of state and contr...
This study looks at how travelers move between MADINA and JEDDA, using the UPPAAL Stratego tool to tackle the complexities of urban mobility. As cities grow, effective transportation planning becomes more challenging. Travelers have three options: ca...
This paper provides a conceptual foundation for stochastic duels and contains a further study of the game models based on the theory of stochastic duels. Some other combat assessment techniques are looked upon briefly; a modern outlook on the applica...
This article describes a class of jump-uncertain stochastic control systems, and derives an Itô–Liu formula with jump. We characterize an optimal control law, that satisfies the Hamilton–Jacobi–Bellman equation with jump. Then...
Regional integration and pairing assistance are two forms of cross-regional emergency collaboration practice carried out by the Chinese government. Based on the Chinese government’s emergency management practice, evolutionary game models of cro...
From the previous work, when solving the LQ optimal control problem with random coefficients (SLQ, for short), it is remarkably shown that the solution of the backward stochastic Riccati equations is not regular enough to guarantee the robustness of...
This paper discusses the multi-player non-cooperative game of nonlinear stochastic time-varying systems described by Itô-type differential equations in a finite time interval. Multi-player non-cooperative game problems are represented by multi-...
We study the evolution of cooperation in group interactions where players are randomly drawn from well-mixed populations of finite size to participate in a public goods game. However, due to the possibility of unforeseen circumstances, each player ha...
Digital government construction is a complex system project, and data sharing is its governance niche. Cross-sectoral data sharing is the core issue of improving governance capacity in the construction of digital governments. Aimed at the dilemma of...
We study Asynchronous Dynamic games and show that in games with a finite state space and finite action sets, one can obtain the pure strategy Markov perfect equilibrium by using a simple backward induction method when the time period for the game is...
This paper introduces a general stochastic game analysis of a network scenario consisting of a mix of cooperative and non-cooperative players (i.e., users) under incomplete game information. Users access a shared channel using the Slotted ALOHA mecha...
This paper is to study finite horizon linear quadratic (LQ) non-zero sum Nash game for discrete-time infinite Markov jump stochastic systems (IMJSSs). Based on the theory of stochastic analysis, a countably infinite set of coupled generalized algebra...
Efficient resource allocation is a central challenge in multi-tenant cloud, fog, and edge environments, where heterogeneous tenants compete for shared resources under dynamic and uncertain workloads. Static or purely heuristic methods often fail to c...
Pursuit-evasion games are used to define guidance strategies for multi-agent planning problems. Although optimal strategies exist for deterministic scenarios, in the case when information about the opponent players is imperfect, it is important to ev...
Relationship between innovation subsidies and corporate strategic choices has been extensively studied. Public innovation subsidies are by no means a certain value, existing in the form of an effective range instead. This means that the public innova...
In this paper, we solve a stochastic linear quadratic tracking problem. The controlled dynamical system is modeled by a system of linear Itô differential equations subject to jump Markov perturbations. We consider the case when there are two de...
In this paper, we regard policyholders, insurance companies, and government departments to be an anti-fraud supervision system, and we explore the supervision of motor vehicle insurance fraud from the perspective of a tripartite game. Taking into con...
In the process of accounts receivable financing under supply chain finance, the phenomenon of accounts receivable forgery and default have caused great pressure on the supervision of financial institutions. We consider the integration of blockchain t...
This paper presents a novel approach to address the problem of intercepting non-cooperative targets with multiple satellites in Earth orbit. The multi-satellite interception problem is formulated as a multi-player pursuit–evasion game that expl...
At present, the high complexity of the environment, the uncertainty of income, and the choice of strategies have attracted extensive attention from all walks of life who are committed to studying the game of collaborative innovation between governmen...
Utilizing fully distributed intelligent control algorithms has enabled the gradual adoption of the multiple unmanned aerial vehicles system for executing Target Tracking and Encirclement missions in industrial and civil applications. Restricted by th...
This paper proposes a two-stage, three-layer stochastic robust model and its solution method for a multi-energy access system (MEAS) considering different weather scenarios which are described through scenario probabilities and output uncertainties....
With the growing global demand for mineral resources, enhancing the transport capacity of heavy-haul railways (HHR) has emerged as a key area of research. As an emerging train formation technology, the virtual coupling train system (VCTS) has the pot...
This paper investigates the optimal return control problem in a closed-loop supply chain consisted of one manufacturer, one retailer, and one third-party collector, in the presence of stochastic return disturbance and fairness concern of followers. W...
Farmers’ low-carbon transition has become a critical issue for achieving sustainable agricultural development. Fundamentally, this transition is driven by multi-actor collaboration and is subject to stochastic disturbances. However, the collabo...
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The environmental pollution caused by logistics packaging in China has attracted increasing attention in recent years, and circular packaging is considered an effective means to solve the aforementioned problem. Therefore, this study considers the un...
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. The central objective is to scrutinize and...
The issue of black-odorous water (BOW) represents a formidable challenge to the current aquatic ecosystems, and its governance exhibits characteristics of low efficiency, susceptibility to relapse, and fragmented management under the Central Environm...
The complexity and uncertainty of engineering construction present significant challenges to construction safety. Smart sites are an important measure of the transformation and upgrading of China’s construction industry. In the context of smart...
Developing prefabricated buildings (PBs) and optimizing the construction supply chain represent effective strategies for reducing carbon emissions in the construction industry. Prefabricated building supply chain (PBSC) carbon reduction suffers from...
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