Sökning: "non-cooperative games"

Hittade 3 uppsatser innehållade orden non-cooperative games.

  1. 1. Equilibrium Strategies for Time-Inconsistent Stochastic Optimal Control of Asset Allocation

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Johan Dimitry El Baghdady; [2017]
    Nyckelord :Stochastic optimal control; dynamic programming; asset allocation; non-cooperative games; subgame perfect Nash equilibrium; time-inconsistency; dynamic portfolio optimization; mean-variance; state dependent risk aversion; extended Hamilton-Jacobi-Bellman; execution algorithms.; Stokastisk optimal styrning; dynamisk programmering; tillgångsallokering; icke-kooperativa spel; Nashjämvikt; tidsinkonsistens; dynamisk portföljoptimering; avvägning mellan förväntad avkastning och varians; tillståndsberoende riskhantering; utökad Hamilton-Jacobi-;

    Sammanfattning : We have examinined the problem of constructing efficient strategies for continuous-time dynamic asset allocation. In order to obtain efficient investment strategies; a stochastic optimal control approach was applied to find optimal transaction control. LÄS MER

  3. 2. Game theoretical approach on vehicle-cyclist interaction analysis.

    Master-uppsats, KTH/Transportvetenskap

    Författare :Shengyue Yao; [2015]
    Nyckelord :;

    Sammanfattning : Traffic conflict between cyclist and vehicle is typical phenomenon at interaction, and some microscopic models have been proposed to describe the cyclists’ and vehicle drivers’ behaviour. In this thesis, the interactions between vehicles and cyclists are formed as games. LÄS MER

  4. 3. Cooperative Behaviors BetweenTwo Teaming RTS Bots in StarCraft

    Master-uppsats, Blekinge Tekniska Högskola/Institutionen för datalogi och datorsystemteknik

    Författare :Robin Karlsson; [2015]
    Nyckelord :AI; cooperative behavior; cooperation; real time strategy;

    Sammanfattning : Context. Video games are a big entertainment industry. Many video games let players play against or together. Some video games also make it possible for players to play against or together with computer controlled players, called bots. LÄS MER