Related papers: Asymptotic Properties of Optimal Trajectories in D…

This paper extends Berge's maximum theorem for possibly noncompact action sets and unbounded cost functions to minimax problems and studies applications of these extensions to two-player zero-sum games with possibly noncompact action sets…

We study graphs and two-player games in which rewards are assigned to states, and the goal of the players is to satisfy or dissatisfy certain property of the generated outcome, given as a mean payoff property. Since the notion of…

We investigate the problem of persistent monitoring, where a mobile agent has to survey multiple targets in an environment in order to estimate their internal states. These internal states evolve with linear stochastic dynamics and the…

We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…

We present a continuous-time contract whereby a top-level player can incentivize a hierarchy of players below him to act in his best interest despite only observing the output of his direct subordinate. This paper extends Sannikov's…

To predict the behavior of a population game when time becomes very long, the process that characterizes the evolution of our game dynamics must be reversible. Known games satisfying this are 2 strategy games as well as potential games with…

We consider a general aggregation framework for discounted finite-state infinite horizon dynamic programming (DP) problems. It defines an aggregate problem whose optimal cost function can be obtained off-line by exact DP and then used as a…

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

We prove existence of a value for two-player zero-sum stopper vs. singular-controller games on finite-time horizon, when the underlying dynamics is one-dimensional, diffusive and bound to evolve in $[0,\infty)$. We show that the value is…

We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…

This paper presents a learning dynamic with almost sure convergence guarantee for any stochastic game with turn-based controllers (on state transitions) as long as stage-payoffs induce a zero-sum or identical-interest game. Stage-payoffs…

Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…

We consider two-player games played on finite colored graphs where the goal is the construction of an infinite path with one of the following frequency-related properties: (i) all colors occur with the same asymptotic frequency, (ii) there…

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

We derive equivalent linear and dynamic programs for infinite horizon risk-sensitive control for minimization of the asymptotic growth rate of the cumulative cost.

We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…

We provide an alternative approach to the existence of solutions to dynamic programming equations arising in the discrete game-theoretic interpretations for various nonlinear partial differential equations including the infinity Laplacian,…

We consider mean field game systems in time-horizon $(0,T)$, where the individual cost functional depends locally on the density distribution of the agents, and the Hamiltonian is locally uniformly convex. We show that, even if the coupling…

We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a domain. In contrast with previous…

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…