具有不确定未来收益结构的无限视界随机微分对策

Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001 Pub Date : 2001-10-30 DOI:10.1109/ICCIMA.2001.970496

D. Yeung

{"title":"具有不确定未来收益结构的无限视界随机微分对策","authors":"D. Yeung","doi":"10.1109/ICCIMA.2001.970496","DOIUrl":null,"url":null,"abstract":"The author considers infinite horizon stochastic differential games with an autonomous structure and steady branching payoffs. While the introduction of additional stochastic elements via branching payoffs offers a fruitful alternative to modeling game situations under uncertainty, the solution to such a problem is not known. A theorem on the characterization of a Nash equilibrium solution for this kind of game is presented. An application in renewable resource extraction is provided to illustrate the solution mechanism.","PeriodicalId":232504,"journal":{"name":"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001","volume":"10 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2001-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Infinite horizon stochastic differential games with uncertain future payoff structures\",\"authors\":\"D. Yeung\",\"doi\":\"10.1109/ICCIMA.2001.970496\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The author considers infinite horizon stochastic differential games with an autonomous structure and steady branching payoffs. While the introduction of additional stochastic elements via branching payoffs offers a fruitful alternative to modeling game situations under uncertainty, the solution to such a problem is not known. A theorem on the characterization of a Nash equilibrium solution for this kind of game is presented. An application in renewable resource extraction is provided to illustrate the solution mechanism.\",\"PeriodicalId\":232504,\"journal\":{\"name\":\"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001\",\"volume\":\"10 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2001-10-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICCIMA.2001.970496\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICCIMA.2001.970496","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

研究具有自治结构和稳定分支收益的无限视界随机微分对策。虽然通过分支收益引入额外的随机元素为不确定性下的游戏情境建模提供了一个富有成效的选择，但这一问题的解决方案尚不清楚。给出了该类对策纳什均衡解的一个表征定理。最后以再生资源开采中的应用为例说明了其解决机理。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Infinite horizon stochastic differential games with uncertain future payoff structures

The author considers infinite horizon stochastic differential games with an autonomous structure and steady branching payoffs. While the introduction of additional stochastic elements via branching payoffs offers a fruitful alternative to modeling game situations under uncertainty, the solution to such a problem is not known. A theorem on the characterization of a Nash equilibrium solution for this kind of game is presented. An application in renewable resource extraction is provided to illustrate the solution mechanism.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Proceedings Fourth International Conference on Computational Intelligence and Multimedia Applications. ICCIMA 2001

自引率

0.00%

发文量