Numerical approximations of the value of zero-sum stochastic differential impulse controls game in finite horizon
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Zolome, Antoine, Asri, Brahim El |
|---|---|
| Format: | Preprint |
| Publié: |
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Explicit solution to an optimal two-player switching game in infinite horizon
par: Asri, Brahim El, et autres
Publié: (2024)
par: Asri, Brahim El, et autres
Publié: (2024)
Turnpike properties for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
par: Li, Xun, et autres
Publié: (2025)
par: Li, Xun, et autres
Publié: (2025)
On finite-horizon approximation of a feedback Nash equilibrium in LQ games
par: Huang, Shengyuan, et autres
Publié: (2025)
par: Huang, Shengyuan, et autres
Publié: (2025)
Two-person zero-sum stochastic linear quadratic control problems with Markov chains and fractional Brownian motion in infinite horizon
par: Liu, Chang, et autres
Publié: (2024)
par: Liu, Chang, et autres
Publié: (2024)
Linear-quadratic stochastic nonzero-sum differential games between graphon teams
par: Xu, De-xuan, et autres
Publié: (2025)
par: Xu, De-xuan, et autres
Publié: (2025)
Value existence for zero-sum ergodic stochastic differential games
par: Li, Juan, et autres
Publié: (2021)
par: Li, Juan, et autres
Publié: (2021)
Verification theorem related to a zero sum stochastic differential game, based on a chain rule for non-smooth functions
par: Ciccarella, Carlo, et autres
Publié: (2024)
par: Ciccarella, Carlo, et autres
Publié: (2024)
Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
par: Wu, Fan, et autres
Publié: (2024)
par: Wu, Fan, et autres
Publié: (2024)
Algorithms for zero-sum stochastic games with the risk-sensitive average criterion
par: Chen, Fang, et autres
Publié: (2025)
par: Chen, Fang, et autres
Publié: (2025)
Constrained zero-sum LQ differential games for jump-diffusion systems with random coefficients
par: Tang, Yanyan, et autres
Publié: (2026)
par: Tang, Yanyan, et autres
Publié: (2026)
Guaranteed cost structured control in infinite-horizon linear-quadratic cooperative differential games
par: Roy, Aniruddha, et autres
Publié: (2026)
par: Roy, Aniruddha, et autres
Publié: (2026)
Remarks on finite-approximate controllability of impulsive evolution systems via resolvent-like operator in Hilbert spaces
par: Asadzade, Javad A., et autres
Publié: (2025)
par: Asadzade, Javad A., et autres
Publié: (2025)
Discrete time stochastic impulse control with delay
par: Hamadène, Said, et autres
Publié: (2025)
par: Hamadène, Said, et autres
Publié: (2025)
Social optimum of finite mean field games: existence and uniqueness of equilibrium solutions in the finite horizon and stationary solutions in the infinite horizon
par: Niu, Zijia, et autres
Publié: (2024)
par: Niu, Zijia, et autres
Publié: (2024)
Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
par: Zhang, Panpan, et autres
Publié: (2023)
par: Zhang, Panpan, et autres
Publié: (2023)
A non-zero-sum game with reinforcement learning under mean-variance framework
par: Guo, Junyi, et autres
Publié: (2025)
par: Guo, Junyi, et autres
Publié: (2025)
Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
par: Wu, Fan, et autres
Publié: (2024)
par: Wu, Fan, et autres
Publié: (2024)
A hybrid deep learning method for finite-horizon mean-field game problems
par: Zhang, Yu, et autres
Publié: (2023)
par: Zhang, Yu, et autres
Publié: (2023)
Inverse linear-quadratic nonzero-sum differential games
par: Martirosyan, Emin, et autres
Publié: (2023)
par: Martirosyan, Emin, et autres
Publié: (2023)
Linear-quadratic mixed Stackelberg-zero-sum game for mean-field regime switching system
par: Huang, Pengyan, et autres
Publié: (2026)
par: Huang, Pengyan, et autres
Publié: (2026)
Approximation of N-player stochastic games with singular controls by mean field games
par: Cao, Haoyang, et autres
Publié: (2022)
par: Cao, Haoyang, et autres
Publié: (2022)
Optimal bounds for numerical approximations of finite horizon problems based on dynamic programming approach
par: de Frutos, Javier, et autres
Publié: (2026)
par: de Frutos, Javier, et autres
Publié: (2026)
A differential game approach to intrinsic encirclement control
par: Zhou, Panpan, et autres
Publié: (2025)
par: Zhou, Panpan, et autres
Publié: (2025)
Soft-constrained output feedback guaranteed cost equilibria in infinite-horizon uncertain linear-quadratic differential games
par: Roy, Aniruddha, et autres
Publié: (2024)
par: Roy, Aniruddha, et autres
Publié: (2024)
Linear error bounds for HJB equations in finite horizon control problems
par: Alla, Alessandro, et autres
Publié: (2026)
par: Alla, Alessandro, et autres
Publié: (2026)
A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
par: Li, Yichun, et autres
Publié: (2024)
par: Li, Yichun, et autres
Publié: (2024)
Pattern preservation in finite to infinite-horizon optimal control problems for dissipative systems
par: Della Rossa, Matteo, et autres
Publié: (2026)
par: Della Rossa, Matteo, et autres
Publié: (2026)
Numerical solving of an optimal control problem in large time horizon: the aerial vehicle guidance
par: Askovic, Veljko, et autres
Publié: (2025)
par: Askovic, Veljko, et autres
Publié: (2025)
Neural networks for multi-horizon stochastic programming
par: Zhang, Hongyu, et autres
Publié: (2025)
par: Zhang, Hongyu, et autres
Publié: (2025)
Approximate solution of stochastic infinite horizon optimal control problems for constrained linear uncertain systems
par: Joa, Eunhyek, et autres
Publié: (2024)
par: Joa, Eunhyek, et autres
Publié: (2024)
Maximum principle for optimal control of infinite horizon stochastic difference equations driven by fractional noises
par: Han, Yuecai, et autres
Publié: (2025)
par: Han, Yuecai, et autres
Publié: (2025)
Impulse approximate controllability for stochastic evolution equations and its applications
par: Liu, Yuanhang
Publié: (2024)
par: Liu, Yuanhang
Publié: (2024)
Optimal impulsive control for time delay systems
par: Fusco, Giovanni, et autres
Publié: (2024)
par: Fusco, Giovanni, et autres
Publié: (2024)
Constrained optimal impulse control and inventory model
par: Piunovskiy, A.
Publié: (2026)
par: Piunovskiy, A.
Publié: (2026)
Moment LMI approach to LTV impulsive control
par: Claeys, Mathieu, et autres
Publié: (2013)
par: Claeys, Mathieu, et autres
Publié: (2013)
Distances between finite-horizon linear behaviors
par: Padoan, Alberto, et autres
Publié: (2025)
par: Padoan, Alberto, et autres
Publié: (2025)
Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equation
par: Wang, Guangchen, et autres
Publié: (2024)
par: Wang, Guangchen, et autres
Publié: (2024)
A zero-sum differential game for two opponent masses
par: Bagagiolo, Fabio, et autres
Publié: (2024)
par: Bagagiolo, Fabio, et autres
Publié: (2024)
Robust mean field control: stochastic maximum principle and variational mean field games
par: Delarue, François, et autres
Publié: (2026)
par: Delarue, François, et autres
Publié: (2026)
Finite-time stabilization via impulse control of degenerate singular parabolic equations
par: Zouhair, Walid, et autres
Publié: (2026)
par: Zouhair, Walid, et autres
Publié: (2026)
Documents similaires
-
Explicit solution to an optimal two-player switching game in infinite horizon
par: Asri, Brahim El, et autres
Publié: (2024) -
Turnpike properties for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
par: Li, Xun, et autres
Publié: (2025) -
On finite-horizon approximation of a feedback Nash equilibrium in LQ games
par: Huang, Shengyuan, et autres
Publié: (2025) -
Two-person zero-sum stochastic linear quadratic control problems with Markov chains and fractional Brownian motion in infinite horizon
par: Liu, Chang, et autres
Publié: (2024) -
Linear-quadratic stochastic nonzero-sum differential games between graphon teams
par: Xu, De-xuan, et autres
Publié: (2025)