This paper deals with rnxn two-person non-zero sum games with interval pay-offs. An analytic method for solving such games is given. A pair of Nash Equilibrium is found by using the method. The analytic method is effe...This paper deals with rnxn two-person non-zero sum games with interval pay-offs. An analytic method for solving such games is given. A pair of Nash Equilibrium is found by using the method. The analytic method is effective to find at least one Nash Equilibrium （N.E） for two-person bimatrix games. Therefore, the analytic method for two-person bimatrix games is adapted to interval bimatrix games.展开更多
The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential...The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations.The existence and uniqueness results of the general FBSDEs are obtained.In the framework of the general FBSDEs in this paper,the explicit form of the optimal control for linear-quadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.展开更多
文摘This paper deals with rnxn two-person non-zero sum games with interval pay-offs. An analytic method for solving such games is given. A pair of Nash Equilibrium is found by using the method. The analytic method is effective to find at least one Nash Equilibrium （N.E） for two-person bimatrix games. Therefore, the analytic method for two-person bimatrix games is adapted to interval bimatrix games.
基金Project supported by the 973 National Basic Research Program of China (No. 2007CB814904)the National Natural Science Foundations of China (No. 10921101)+2 种基金the Shandong Provincial Natural Science Foundation of China (No. 2008BS01024)the Science Fund for Distinguished Young Scholars of Shandong Province (No. JQ200801)the Shandong University Science Fund for Distinguished Young Scholars(No. 2009JQ004)
文摘The authors discuss one type of general forward-backward stochastic differential equations (FBSDEs) with Ito's stochastic delayed equations as the forward equations and anticipated backward stochastic differential equations as the backward equations.The existence and uniqueness results of the general FBSDEs are obtained.In the framework of the general FBSDEs in this paper,the explicit form of the optimal control for linear-quadratic stochastic optimal control problem with delay and the Nash equilibrium point for nonzero sum differential games problem with delay are obtained.
