A stochastic differential game theory modeling and analyzing for Multi-Local-Worlds graph directed.

Abstract: Separating the management system into several Local-Worlds, the multi-players cooperation game and non-cooperation game in a graph are constructed to describe the interaction between agents in a certain Local-World and between different Local-Worlds respectively. Furthermore, the corresponding analytic processes that consist of two different game theory models are specified, then the profits, the optimal decision of agent, in this system with cooperative stochastic differential game model between Agents and non-cooperative stochastic differential game model between Super-Agents considered simultaneously, are given. [Copyright &y& Elsevier]