An open-loop two-person zero-sum linear quadratic (LQ for short) stochastic differential game is considered. The controls for both players are allowed to appear in both the drift and diffusion of the state equation, the weighting matrices in the payoff/cost functional are not assumed to be definite/nonsingular, and the cross-terms between two controls are allowed to appear. A forward-backward s...

For many decision problems with uncertainty, triangular intuitionistic fuzzy number is a useful tool in expressing ill-known quantities. This paper develops a novel decision method based on zero-sum game for multiple attribute decision making problems where the attribute values take the form of triangular intuitionistic fuzzy numbers and the attribute weights are unknown. First, a new value ind...

Consider a two-person zero-sum search game between hider and searcher. The hides among n discrete locations, the searcher successively visits individual locations until finding hider. Known to both players, at location i takes t time units detects hider—if hidden there—independently with probability [Formula: see text] for text]. aims maximize expected detection, whereas minimize it. We prove e...

The solution is given here for the infinitely repeated two-person zero-sum,games of inr complete information characterized by 2 X 2 games, with information matrxces b for the ftrst game and( b ab)for the second game.

We prove that every two-player nonzero-sum deterministic stopping game with uniformly bounded payoffs admits an ε-equilibrium, for every ε > 0. The proof uses Ramsey Theorem that states that for every coloring of a complete infinite graph by finitely many colors there is a complete infinite subgraph which is monochromatic.  2002 Elsevier Science (USA). All rights reserved. JEL classification: ...

In this paper, we study a two-person knapsack game. Two investors, each with an individual budget, bid on a common pool of potential projects. To undertake a project, investors have their own cost estimation to be charged against their budgets. Associated with each project, there is a potential market profit that can be taken by the only bidder or shared proportionally by both bidders. The obje...

In this paper, we initiate a study on optimal control problem for stochastic differential games under generalized expectation via backward stochastic differential equations and partial information. We first prove a sufficient maximum principle for zero-sum stochastic differential game problem. And then extend our approach to general stochastic differential games (nonzero–sum games), and obtain ...

In this paper, we consider an interval matrix game with interval valued payoffs, which is the generation of the traditional matrix game. The “saddle-points”of this interval matrix game are defined and characterized as equilibrium points of corresponding non-zero sum parametric games. Numerical examples are given to illustrate our idea. These results are extended to the fuzzy matrix games. Also,...

We consider a two-person zero-sum stochastic game with an innnite time horizon. The payoo is a linear combination of expected total discounted rewards with diierent discount factors. For a model with a countable state space and compact action sets, we characterize the set of persistently optimal (sub-game perfect) policies. For a model with nite state and action sets and with perfect informatio...