A Class of Pursuit Problems in 3D Space via Noncooperative Stochastic Differential Games
This paper investigates three-dimensional pursuit problems in noncooperative stochastic differential games. By introducing a novel polynomial value function capable of addressing high-dimensional dynamic systems, the forward–backward stochastic differential equations (FBSDEs) for optimal strategies...
Saved in:
Main Authors: | Yu Bai, Di Zhou, Zhen He |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2025-01-01
|
Series: | Aerospace |
Subjects: | |
Online Access: | https://www.mdpi.com/2226-4310/12/1/50 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension
by: Hani Abidi, et al.
Published: (2025-01-01) -
Simultaneous perturbation stochastic aproximation for Lipshitz functions
by: Vaida Bartkutė, et al.
Published: (2004-12-01) -
Derivation and computation of discrete-delayand continuous-delay SDEs in mathematical biology
by: Edward J. Allen
Published: (2013-12-01) -
Basic stochastic models for viral infection within a host
by: Sukhitha W. Vidurupola, et al.
Published: (2012-09-01) -
On parameter estimation for stochastic logistic growth laws through the maximum likelihood procedure
by: Petras Rupšys
Published: (2004-12-01)