RUS  ENG JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PERSONAL OFFICE
Forthcoming seminars
Seminar calendar
List of seminars
Archive by years
Register a seminar

Search
RSS
Forthcoming seminars





You may need the following programs to see the files








Principle Seminar of the Department of Probability Theory, Moscow State University
November 18, 2015 16:45, Moscow, MSU, auditorium 12-24
 


Continuous-time stochastic games

Yu. V. Averboukh

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
Materials:
Adobe PDF 582.7 Kb

Number of views:
This page:60
Materials:26

Abstract: The talk is concerned with the continuous-time control stochastic processes in the case when the dynamics is governed by the two players with the opposite purposes. This type of problems includes stochastic differential games as well as continuous-time Markov games (control problem with the dynamics given by Markov chain).
The main result of the talk is the approximation of the upper value function of the game by the solution of another stochastic game with the different dynamics. The main application of this result is the approximation of the deterministic differential game.

Materials: 18_nov_2015_averboukh.pdf (582.7 Kb)

SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru
 
Contact us:
 Terms of Use  Registration  Logotypes © Steklov Mathematical Institute RAS, 2017