Image de couverture de livre

On the Value of Linear Quadratic Zero-sum Difference Games with Multiplicative Randomness: Existence and Achievability

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Cai, Songfu, Cao, Xuanyu
Format:	Preprint
Publié:	2023
Sujets:	Optimization and Control 49N10 (Primary), 93E20, 91A23 (Secondary)
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Linear-Quadratic Non-zero Sum Differential Game with Asymmetric Delayed Information
par: Ye, Yuxin, et autres
Publié: (2025)

Direct Approach of Indefinite Linear-Quadratic Mean Field Games
par: Cong, Wenyu, et autres
Publié: (2024)

Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
par: Si, Yu, et autres
Publié: (2025)

Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
par: Cong, Wenyu, et autres
Publié: (2024)

Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
par: Cong, Wenyu, et autres
Publié: (2025)

Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
par: Si, Yu, et autres
Publié: (2025)

Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
par: Si, Yu, et autres
Publié: (2024)

Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
par: Cong, Wenyu, et autres
Publié: (2024)

Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
par: Si, Yu, et autres
Publié: (2024)

General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
par: Si, Yu, et autres
Publié: (2025)

Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system
par: Wu, Fan, et autres
Publié: (2024)

On stochastic control problems with higher-order moments
par: Wang, Yike, et autres
Publié: (2024)

Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection
par: Wang, Yike, et autres
Publié: (2025)

Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
par: Jing, Guangdong
Publié: (2024)

Ergodic McKean-Vlasov Games: Verification Theorems and Linear-Quadratic Applications
par: Song, Qingshuo, et autres
Publié: (2025)

Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach
par: Lü, Qi, et autres
Publié: (2026)

Leader-Follower Linear-Quadratic Stochastic Graphon Games
par: Chen, Weijia, et autres
Publié: (2026)

Periodic Exponential Turnpike Phenomenon in Mean-Field Stochastic Linear-Quadratic Optimal Control
par: Sun, Jingrui, et autres
Publié: (2024)

Performative Control for Linear Dynamical Systems
par: Cai, Songfu, et autres
Publié: (2024)

An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers
par: Si, Yu, et autres
Publié: (2024)

Stochastic Graphon Games with Memory
par: Neuman, Eyal, et autres
Publié: (2024)

Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
par: Ding, Kai, et autres
Publié: (2026)

Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
par: Mei, Hongwei, et autres
Publié: (2025)

Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
par: Mei, Hongwei, et autres
Publié: (2025)

Habit Formation, Labor Supply, and the Dynamics of Retirement and Annuitization
par: Birungi, Criscent, et autres
Publié: (2026)

Stochastic modeling of cyclic cancer treatments under common noise
par: Sonith, Jason
Publié: (2024)

Equilibrium in Functional Stochastic Games with Mean-Field Interaction
par: Jaber, Eduardo Abi, et autres
Publié: (2023)

Price-Coordinated Mean Field Games with State Augmentation for Decentralized Battery Charging
par: Dandachly, Nour Al, et autres
Publié: (2026)

A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
par: Shi, Jingtao, et autres
Publié: (2020)

Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model
par: Gao, Zhongqin, et autres
Publié: (2026)

Value existence for zero-sum ergodic stochastic differential games
par: Li, Juan, et autres
Publié: (2021)

Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
par: Bayraktar, Erhan, et autres
Publié: (2026)

Heterogeneous Mean Field Games and Local Well-posedness
par: Qiao, Bixing
Publié: (2025)

Policy Gradient for Continuous-Time Mean-Field Control
par: Bayraktar, Erhan, et autres
Publié: (2026)

A Stochastic Linear-Quadratic Leader-Follower Differential Game with Elephant Memory
par: Li, Xinpo, et autres
Publié: (2025)

Probabilistic Analysis of Graphon Mean Field Control
par: Cao, Zhongyuan, et autres
Publié: (2025)

Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional
par: Li, Lin, et autres
Publié: (2026)

A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
par: Bayer, Christian, et autres
Publié: (2025)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
par: Bayraktar, Erhan, et autres
Publié: (2025)

Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional in Infinite Horizon
par: Li, Lin, et autres
Publié: (2026)