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A BSDE Approach to Stochastic Differential Games Involving Impulse Controls and HJBI Equation
This paper focuses on zero-sum stochastic differential games in the framework of forward-backward stochastic differential equations on a finite time...
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Stationary Almost Markov ε-Equilibria for Discounted Stochastic Games with Borel Spaces and Unbounded Payoffs
This paper is concerned with nonzero-sum discrete-time stochastic games in Borel state and action spaces under the expected discounted payoff...
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Some Remarks on Linear-Quadratic Closed-Loop Games with Many Players
We identify structural assumptions which provide solvability of the Nash system arising from a linear-quadratic closed-loop game, with stable...
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Partially Observed Discrete-Time Risk-Sensitive Mean Field Games
In this paper, we consider discrete-time partially observed mean-field games with the risk-sensitive optimality criterion. We introduce...
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Stochastic Graphon Games: II. The Linear-Quadratic Case
In this paper, we analyze linear-quadratic stochastic differential games with a continuum of players interacting through graphon aggregates, each...
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Markov Perfect Equilibria in Multi-Mode Differential Games with Endogenous Timing of Mode Transitions
We study Markov perfect equilibria (MPE) of two-player multi-mode differential games with controlled state dynamics, where one player controls the...
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Games and the Treatment Convexity of Cancer
Evolutionary game theory has been highly valuable in studying frequency-dependent selection and growth between competing cancer phenotypes. We study...
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N-Player Games and Mean Field Games of Moderate Interactions
We study the asymptotic organization among many optimizing individuals interacting in a suitable “moderate" way. We justify this limiting game by...
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Discounted stochastic games for continuous-time jump processes with an uncountable state space
In this paper we study the nonzero-sum stochastic games for continuous-time jump processes under the expected discounted payoff criterion. The state...
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Partially-Observed Bilinear Nonzero-Sum Stochastic Differential Game with Affine-Quadratic Discounted Payoff and Application to Competitive Advertising
In this paper, an affine-quadratic stochastic differential game in bilinear system is introduced to formulate a sales advertising problem with...
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Preface to Special Issue on Dynamic Games for Modeling and Control of Epidemics
This preface introduces the special issue on Dynamic Games for Modeling and Control of Epidemics. It showcases 12 papers with timely contributions to...
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Peer effect and dynamic ALM games among insurers
Technology advances have enhanced competition in insurance industry. This paper investigates a class of dynamic asset and liability management(ALM)...
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Nash Equilibrium Seeking in Quadratic Noncooperative Games Under Two Delayed Information-Sharing Schemes
In this paper, we propose non-model-based strategies for locally stable convergence to Nash equilibrium in quadratic noncooperative games where...
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Dynamic Advertising Games in Duopolies Under One-Step-Ahead Optimal Control
In discrete-time Vidale–Wolfe–Deal duopoly models and variants, two firms compete for market share, in a dynamic game setting, described by a pair of...
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Berge and Nash Equilibria in a Linear-Quadratic Differential Game
The linear-quadratic differential noncooperative positional game with a small influence of one player on the rate of change of the state vector is...
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Risk-neutral PDE-constrained generalized Nash equilibrium problems
A class of risk-neutral generalized Nash equilibrium problems is introduced in which the feasible strategy set of each player is subject to a common...
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Propagation of Chaos of Forward–Backward Stochastic Differential Equations with Graphon Interactions
In this paper, we study graphon mean field games using a system of forward–backward stochastic differential equations. We establish the existence and...
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Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion
PDE-constrained (generalized) Nash equilibrium problems (GNEPs) are considered in a deterministic setting as well as under uncertainty. This includes...
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Benefits of Rent Sharing in Dynamic Resource Games
Ngo Van Long’s classic paper on the risk of expropriation of natural resources published in a 1975 issue of the Journal of Economic Theory was an...
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Finite State Graphon Games with Applications to Epidemics
We consider a game for a continuum of non-identical players evolving on a finite state space. Their heterogeneous interactions are represented with a...
