Related papers: Asymptotic Properties of Optimal Trajectories in D…
We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…
This paper proves several Tauberian theorems for general iterations of operators, and provides two applications to zero-sum stochastic games where the total payoff is a weighted sum of the stage payoffs. The first application is to provide…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
We study strategic games on weighted directed graphs, in which the payoff of a player is defined as the sum of the weights on the edges from players who chose the same strategy, augmented by a fixed non-negative integer bonus for picking a…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
We investigate statistical properties of the optimal value of the Sample Average Approximation of stochastic programs, continuing the study in Kr\"atschmer (2023). Central Limit Theorem type results are derived for the optimal value. As a…
A systematic framework for analyzing dynamical attributes of games has not been well-studied except for the special class of potential or near-potential games. In particular, the existing results have shortcomings in determining the…
We study continuity properties of stochastic game problems with respect to various topologies on information structures, defined as probability measures characterizing a game. We will establish continuity properties of the value function…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…
We study the asymptotic convergence properties, as the time variable goes to infinity, of trajectories of second-order dissipative evolution equations combining potential with non-potential effects. We exhibit a sharp condition, involving…
In this paper, the leading term of the asymptotics of the number of possible final positions of a random walk on a directed Hamiltonian metric graph is found. Consideration of such dynamical systems could be motivated by problems of…
Admissibility has been studied for games of infinite duration with Boolean objectives. We extend here this study to games of infinite duration with quantitative objectives. First, we show that, un- der the assumption that optimal worst-case…
This work is concerned with a hierarchical framework of optimal control problems connecting interacting particle systems, the mean field limit equations, and associated hydrodynamic models. By assuming the existence of solutions, we…
We extend the optimin notion of Ismail (2025) from mixed strategy profiles to correlated distributions. A correlated distribution is evaluated by the worst expected payoff each player can receive when opponents may either obey their private…
Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…
We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity…
We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…
Assuming that the absence of perturbations guarantees weak or strong convergence to a common fixed point, we study the behavior of perturbed products of an infinite family of nonexpansive operators. Our main result indicates that the…
We study the set of (stationary) feasible payoffs of overlapping generation repeated games that can be achieved by action sequences in which every generation of players plays the same sequence of action profiles. First, we completely…
Generalized Nash equilibria are used in multi-agent control applications to model strategic interactions between agents that are coupled in the cost, dynamics, and constraints, and provide the foundations for game-theoretic MPC (Receding…