随机对策

本文讨论不完全市场中股票收益率不确定时的动态风险度量问题和一个相关的随机对策问题。

We study dynamic measure of risk problem in incomplete market when stock appreciation rates are uncertainty . We also study a related stochastic game problem .

在一定条件下，我们证明随机对策有值函数，两个局中人相对于折扣报酬都有最优策略。

It is pr - oved that under certain condition the stochastic game has a value and both players have optimal strategies for discounted rewards .

本文针对随机对策框架下完全合作和理性合作的多agent学习进行了研究。

That is stochastic game concerning the interactive learning system of multi-agent .

将Q-learning从单智能体框架上扩展到非合作的多智能体框架上，建立了在一般和随机对策框架下的多智能体理论框架和学习算法，提出了以Nash平衡点作为学习目标。

Q - learning from original single-agent framework is extended to non-cooperative multi-agent framework , and the theoretic framework of multi-agent learning is proposed under general-sum stochastic games with Nash equilibrium point as learning objective .

依信息选择策略的随机对策方法

A Random Method to Choose Strategy by Using Information

概述了生态平衡的随机对策控制方法。

The control method of ecological balance as a random game is probed .

通过建立两个企业多阶段技术开发随机对策模型，分析了在不同状态下企业的动态决策和风险选择。

This paper analyzes dynamic decision and risk selection in different states by developing a stochastic game model for two companies with multi-steps of technological development .

讨论了赔付函数可能既无上界又无下界的离散时间可数状态非零和随机对策的折扣模型。

Discrete time two-person nonzero-sum stochastic games with the discounted payoff criterion and a countable state space is studied , here the payoff functions might have neither upper nor lower bounds .

一种随机微分对策的Nash平衡

A Nash equilibria of stochastic differential games

通过求解一个具待定成本函数的随机微分对策问题确定系统的最坏情况扰动及相应的最优控制的形式，然后以最坏扰动下最优控制系统的最大Lyapunov指数最小为准则确定成本函数。

The form of the worst-case disturbances and the optimal controls are firstly obtained by solving a stochastic differential game problem with undetermined cost function . The cost function is then determined by the requirement of minimizing the maximal Lyapunov exponent of the controlled system in worst case .

本文将凸性扩展到随机合作对策中，从而得到凸随机合作对策具有超可加性与非空的核心，且凸随机合作对策的核心满足Minkowski和与Minkowski差。

This paper extends notions of superadditivity and convexity to stochastic cooperative games . It is shown that convex games are superadditive and have nonempty cores , and that the core of convex stochastic cooperative game satisfies the Minkowski sum and Minkowski difference .

股价服从跳&扩过程证券组合的随机微分对策

Stochastic Differential Portfolio Games for the Price of Stocks with Jump-diffusion Processes

妥协可接受的随机合作对策的妥协值

Compromise Value of Compromise Admissible Stochastic Cooperative Game

多目标的随机结盟对策的ZS-值

ZS - Value of Multiobjective Stochastic Coalition Games

所以研究随机合作对策的意义深刻。在随机合作对策中，由于偏好关系的选择不同，构造了随机合作对策的不同形式的解。

In the stochastic cooperative games , because the interest is different , different solutions are constructed .

最后通过一个小的例子来阐述随机微分对策的应用。

At last , we show the application of the stochastic differential game by an applicable example .

不应有折衷，不应有妥协。妥协可接受的随机合作对策的妥协值

There should be no in-between , no compromises . Compromise Value of Compromise Admissible Stochastic Cooperative Game

对策论中，随机合作对策已逐渐成为研究的热点，并受到了广泛的关注。

In game theory , stochastic cooperative game have received a generous concern and become a research focus .

在随机合作对策中得到了广泛研究的就是在不确定支付条件下，局中人如何分配大联盟的赢得。

The most extensively studied problem in stochastic cooperative game theory is how to divide the total earnings of the grand coalition under the condition that the payoff is uncertain .

在标的资产价格服从带有随机方差几何布朗运动的非完全市场假设条件下，应用随机微分对策方法，研究与标的资产有关的欧式期权的动态套期保值策略问题。

The dynamic hedging problem for European options is studied by applying stochastic differential game method , under the assumption of incomplete market where the underlying assets prices follow geometric Brownian motion with stochastic volatility .