{"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}
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.
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