Research On A Stochastic Differential Game Based On An Asymmetric Environmental Problem

There are more and more researches on the application of stochastic differentialgame to economics and management. The dissertatios which studing stochasticdifferential game were very few on considering about asymmetric environment, weusing asymmetric environment to study stochastic differential games, that gives thegame models, that provides a new approach and perspective for the problem ofasymmetric environment. The main content of this dissertation is as follows:First, the dissertation presents a non-cooperative and a cooperative stochasticdifferential game model on the asymmetric environmental in bounded interval in thethird chapter; and the dissertation gives a non-cooperative and a cooperative gamestochastic differential game model on the asymmetric environmental in unboundedinterval in the fourth chapter; and explanding a detailing process about the model,which enrich the model stochastic differential game theory.Second, the dissertation gives a feedback Nash equilibrium in non-cooperativestochastic differential game and cooperative stochastic differential game in boundedinterval in the third chapter; which gives a feedback Nash equilibrium innon-cooperative stochastic differential game and cooperative stochastic differentialgame in unbounded interval in the fourth chapter; And gives the Economicsexplanations.Third, In the case of non-binding, we use the Nash bargaining solution to givegame conditions along the path of cooperative game, through the purchase ofcooperation, so as to achieve the overall optimal path along the overall optimalcontrol, Not all the total income in cooperative game is large than the total income innon-cooperative game, we compare with them. and given a sufficient condition infeasible allocation.At last, the dissertation presents state expectation about pollution stock innon-cooperative stochastic differential game and cooperative stochastic differentialgame in unbounded interval; and presents numerical simulations.The dissertation’s model is derived from real world. It provides a feasiblefoundation in asymmetric environmental in different nations or areas.