Sökning: "Differential game"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Differential game.

  1. 1. Dynamic Optimization for Agent-Based Systems and Inverse Optimal Control

    Författare :Yibei Li; Xiaoming Hu; Per Enqvist; Yishao Zhou; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Inverse optimal control; formation control; differential game; credit scoring; Matematik; Mathematics;

    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

  2. 2. Valuation and Optimal Strategies in Markets Experiencing Shocks

    Författare :Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

    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

  3. 3. Privacy in the Age of Artificial Intelligence

    Författare :Aristide Tossou; Chalmers University of Technology; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; sequential decision problem; multi-armed bandit; differential privacy;

    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

  4. 4. Numerical methods for the calibration problem in finance and mean field game equations

    Författare :Love Lindholm; Anders Szepessy; Lina von Sydow; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES;

    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

  5. 5. Topics in the mean-field type approach to pedestrian crowd modeling and conventions

    Författare :Alexander Aurell; Boualem Djehiche; Xiaoming Hu; Roland Malhamé; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; pedestrian crowds; stochastic differential equations; mean field; stochastic control; games; backward dynamics; sticky boundary; stochastic maximum principle; social conventions; folkmassor; stokastiska differentialekvationer; medelfält; stokastisk styrning; limaktiga randvillkor; stokastiska maximumprincipen; dynamik med ändvillkor; spel; konventioner;

    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