Imagen de Portada

Linear-quadratic stochastic nonzero-sum differential games between graphon teams

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Xu, De-xuan, Gou, Zhun, Huang, Nan-jing
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Social Optima in Linear Quadratic Graphon Field Control: Analysis via Infinite Dimensional Approach
por: Xu, De-xuan, et al.
Publicado: (2024)

Linear-Quadratic Graphon Mean Field Games with Common Noise
por: Xu, De-xuan, et al.
Publicado: (2024)

Stochastic Linear-quadratic Control Problems with Affine Constraints
por: Gou, Zhun, et al.
Publicado: (2022)

Inverse linear-quadratic nonzero-sum differential games
por: Martirosyan, Emin, et al.
Publicado: (2023)

Time-inconsistent reinsurance and investment optimization problem with delay under random risk aversion
por: Kang, Jian-hao, et al.
Publicado: (2025)

Equilibrium reinsurance and investment strategies for insurers with random risk aversion under Heston's SV model
por: Kang, Jian-hao, et al.
Publicado: (2024)

Consumption and portfolio optimization solvable problems with recursive preferences
por: Kang, Jian-hao, et al.
Publicado: (2023)

Linear-quadratic Stochastic Stackelberg Differential Games with Affine Constraints
por: Gou, Zhun, et al.
Publicado: (2024)

Stability for a stochastic fractional differential variational inequality with Lévy jump
por: Zeng, Yue, et al.
Publicado: (2024)

Turnpike properties for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
por: Li, Xun, et al.
Publicado: (2025)

Linear-quadratic mixed Stackelberg-zero-sum game for mean-field regime switching system
por: Huang, Pengyan, et al.
Publicado: (2026)

Nonstationary nonzero-sum Markov games under a probability criterion
por: Guo, Xin, et al.
Publicado: (2025)

Linear-quadratic control for mean-field backward stochastic differential equations with random coefficients
por: Xiong, Jie, et al.
Publicado: (2025)

Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
por: Zhang, Panpan, et al.
Publicado: (2023)

Numerical approximations of the value of zero-sum stochastic differential impulse controls game in finite horizon
por: Zolome, Antoine, et al.
Publicado: (2024)

Sparse Recovery via $\ell_p^p/\ell_q^p$ Ratio Minimization: Theory and Algorithm
por: Yu, Lang, et al.
Publicado: (2026)

Risk-sensitive linear-quadratic-Gaussian graphon mean-field games
por: Chen, Tian, et al.
Publicado: (2026)

Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system
por: Wu, Fan, et al.
Publicado: (2024)

Nash Equilibria of Noncooperative/Mixed Differential Games with Density Constraints in Infinite Dimensions
por: Gou, Zhun, et al.
Publicado: (2025)

Time-Varying Distributed Optimization for A Class of Stochastic Multi-Agent Systems
por: Li, Wan-ying, et al.
Publicado: (2025)

A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
por: Li, Yichun, et al.
Publicado: (2024)

Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
por: Wu, Fan, et al.
Publicado: (2024)

Guaranteed cost structured control in infinite-horizon linear-quadratic cooperative differential games
por: Roy, Aniruddha, et al.
Publicado: (2026)

Verification theorem related to a zero sum stochastic differential game, based on a chain rule for non-smooth functions
por: Ciccarella, Carlo, et al.
Publicado: (2024)

Linear quadratic control for discrete-time systems with stochastic and bounded noises
por: Ma, Xuehui, et al.
Publicado: (2025)

Linear-quadratic mean-field-type difference games with coupled affine inequality constraints
por: Mohapatra, Partha Sarathi, et al.
Publicado: (2023)

Optimal Control Problems Governed by MFSDEs with multi-defaults
por: Gou, Zhun, et al.
Publicado: (2020)

A new nonlocal fractional differential quasi-variational inequality in Hilbert spaces with applications
por: Wu, Zeng-bao, et al.
Publicado: (2025)

Value existence for zero-sum ergodic stochastic differential games
por: Li, Juan, et al.
Publicado: (2021)

Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
por: Wu, Fan, et al.
Publicado: (2024)

Constrained zero-sum LQ differential games for jump-diffusion systems with random coefficients
por: Tang, Yanyan, et al.
Publicado: (2026)

Qualitative properties of solutions to a fractional pseudo-parabolic equation with singular potential
por: Shao, Xiang-kun, et al.
Publicado: (2025)

Approximate solutions in multiobjective interval-valued optimization problems: Existence theorems and optimality conditions
por: Zhang, Chuang-liang, et al.
Publicado: (2025)

Some remarks on Linear-quadratic closed-loop games with many players
por: Cirant, Marco, et al.
Publicado: (2024)

Soft-constrained output feedback guaranteed cost equilibria in infinite-horizon uncertain linear-quadratic differential games
por: Roy, Aniruddha, et al.
Publicado: (2024)

Algorithms for zero-sum stochastic games with the risk-sensitive average criterion
por: Chen, Fang, et al.
Publicado: (2025)

Two-person zero-sum stochastic linear quadratic control problems with Markov chains and fractional Brownian motion in infinite horizon
por: Liu, Chang, et al.
Publicado: (2024)

Mean-field stochastic linear quadratic control problem with random coefficients
por: Xiong, Jie, et al.
Publicado: (2024)

A differential game approach to intrinsic encirclement control
por: Zhou, Panpan, et al.
Publicado: (2025)

Recursive stochastic differential games with non-Lipschitzian generators and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equation
por: Wang, Guangchen, et al.
Publicado: (2024)