Two-time-scale stochastic functional differential equations with wideband noises and jumps

Y Liu, Z Wen - Chaos, Solitons & Fractals, 2024 - Elsevier
This work examines a class of path-dependent stochastic systems which are hybrid with
wideband noise, Poisson jumps and a singularly perturbed Markov chain. The addition of …

Incentive Designs for Learning Agents to Stabilize Coupled Exogenous Systems

J Certório, NC Martins, RJ La, M Arcak - arXiv preprint arXiv:2403.18164, 2024 - arxiv.org
We consider a large population of learning agents noncooperatively selecting strategies
from a common set, influencing the dynamics of an exogenous system (ES) we seek to …