Sökning: "Differential game"
Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Differential game.
Sammanfattning : This dissertation is concerned with three problems within the field of optimization for agent--based systems. Firstly, the inverse optimal control problem is investigated for the single-agent system. Given a dynamic process, the goal is to recover the quadratic cost function from the observation of optimal control sequences. LÄS MER
Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER
Sammanfattning : An increasing number of people are using the Internet in their daily life. Indeed, more than 40% of the world population have access to the Internet, while Facebook (one of the top social network on the web) is actively used by more than 1.3 billion users each day (Statista 2017). LÄS MER
Sammanfattning : This thesis contains five papers and an introduction. The first four of the included papers are related to financial mathematics and the fifth paper studies a case of mean field game equations. LÄS MER
Sammanfattning : This thesis consists of five appended papers, primarily addressingtopics in pedestrian crowd modeling and the formation of conventions.The first paper generalizes a pedestrian crowd model for competingsubcrowds to include nonlocal interactions and an arbitrary (butfinite) number of subcrowds. LÄS MER