BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game.
Hamadène, Saïd, Hassani, Mohammed (2006)
Electronic Journal of Probability [electronic only]
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Hamadène, Saïd, Hassani, Mohammed (2006)
Electronic Journal of Probability [electronic only]
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Alberto Bressan (2009)
Control and Cybernetics
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Alfredo Alanís-Durán, Rolando Cavazos-Cadena (2012)
Kybernetika
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This work concerns controlled Markov chains with finite state space and compact action sets. The decision maker is risk-averse with constant risk-sensitivity, and the performance of a control policy is measured by the long-run average cost criterion. Under standard continuity-compactness conditions, it is shown that the (possibly non-constant) optimal value function is characterized by a system of optimality equations which allows to obtain an optimal stationary policy. Also, it is shown...
Fabińska, Ewa, Lassak, Marek (2004)
Beiträge zur Algebra und Geometrie
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Petr Cintula, Tomáš Kroupa (2013)
Kybernetika
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We propose a generalization of simple coalition games in the context of games with fuzzy coalitions. Mimicking the correspondence of simple games with non-constant monotone formulas of classical logic, we introduce simple Łukasiewicz games using monotone formulas of Łukasiewicz logic, one of the most prominent fuzzy logics. We study the core solution on the class of simple Łukasiewicz games and show that cores of such games are determined by finitely-many linear constraints only. The...
Han, Guoniu (1990)
Séminaire Lotharingien de Combinatoire [electronic only]
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