This paper considers the non-zero-sum stochastic differential game problem between two ambiguity-averse insurers (AAIs) with common shock. Each AAI’s surplus process consists of a proportional reinsurance protection and an investment in a money account, a stock and a credit default swap (CDS) ...
This chapter describes a number of results obtained in the last 60 years on the theory of nonzero-sum discrete-time stochastic games. We provide an overview of almost all basic streams of research in this area such as the existence of stationary Nash and correlated equilibria in models on cou...
Non-zero-sum two-person games This chapter is devoted to the study of Nash equilibria, and correlated equilibria in both finite and infinite games. We restrict our discussions to only those properties that are somewhat special to the case of two-person games. Many of... TES Raghavan - 《Ha...
For each d≠ 0, let ϕd denote the first zero of a solution u of (2.5) such that u (0) = d. The next two propositions show that solutions to (2.5) have Sturm type separation properties as one has for linear equations (see, e.g., [55]): View chapter ...
Chapter Mathematics for modal analysis Modal Analysis Book2001, Modal Analysis Jimin He, Zhi-Fang Fu Explore book 2.1.4 The rank of a matrix A non-singular matrix is a square one whose determinant is not zero. The rank of a matrix [A] is equal to the order of the largest non-singular...
For each MEG and EEG recording, we evaluate our model on its ability to accurately identify the corresponding audio segment from a large set of more than 1,500 segments (that is, 'zero shot' decoding). This study provides three main contributions for the development of a non-invasive method...
The delay-Doppler effects of time-varying channel are often modeled as taps of a time-varying filter [11,12]. In the case of the narrowband channel, one tap is the sum of many paths. Hence, it is acceptable to characterize the time evolution of the individual taps using an autocorrelation...
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exponentially falls to zero. Both, \(k_{\Lambda }\) and \(k_{\lambda },\) in general vary in time as a result of the transport, as indicated in Fig. 2. Evaluated at a fixed reference time \(t_{{\textrm{ref}}},\) the fixed-point solution (3) further defines the universal ...
Hence, the nonlocal viscodamage force is obtained as the sum of Eqs. (8.100) and (8.101) such that (8.103)Yˆij=(1+a)2(τmn−βmn(T−Tr))MˆmanbJarbsijCrspq−1(τpq+βpq(T−Tr)) Show moreView chapterExplore book Read full chapter URL: https://www.sciencedirect.com...