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This paper provides necessary and sufficient conditions for a pair of randomised stopping times to form a saddle point of a zero-sum Dynkin game with partial and/or asymmetric information across players. The framework is non-Markovian and…
Chaotic hyperbolic dynamical systems enjoy a surprising degree of rigidity, a fact which is well known in the mathematics community but perhaps less so in theoretical physics circles. Low-dimensional hyperbolic systems are either conjugate…
We study the topological dynamics by iterations of a piecewise continuous, non linear and locally contractive map in a real finite dimensional compact ball. We consider those maps satisfying the "separation property": different continuity…
A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…
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 consider dynamics of a scalar piecewise linear "saw map" with infinitely many linear segments. In particular, such maps are generated as a Poincar\'e map of simple two-dimensional discrete time piecewise linear systems involving a…
To model the interaction of fiscal and monetary policy, a novel discrete-time, uncertain, infinite time horizon, dynamic game model is developed, where the uncertainties of expectations are modeled by unknown nonlinear but quadratically…
We investigate the dynamics of the (47171) Lempo triple system, also known by 1999TC$_{36}$. We derive a full 3D $N$-body model that takes into account the orbital and spin evolution of all bodies, which are assumed triaxial ellipsoids. We…
Aiming to provide a new class of game dynamics with good long-term rationality properties, we derive a second-order inertial system that builds on the widely studied "heavy ball with friction" optimization method. By exploiting a well-known…
The multi-armed bandit (MAB) model is one of the most classical models to study decision-making in an uncertain environment. In this model, a player chooses one of $K$ possible arms of a bandit machine to play at each time step, where the…
We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…
The best-response dynamics is an example of an evolutionary game where players update their strategy in order to maximize their payoff. The main objective of this paper is to study a stochastic spatial version of this game based on the…
We consider the motion of a particle subjected to the constant gravitational field and scattered inelasticaly by hard boundaries which possess the shape of parabola, wedge, and hyperbola. The billiard itself performs oscillations. The…
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the existence of a very robust notion of value for the infinitely repeated problem, namely the pathwise uniform value. This solves two open…
In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…
We consider a linear-quadratic deterministic optimal control problem where the control takes values in a two-dimensional simplex. The phase portrait of the optimal synthesis contains second-order singular extremals and exhibits modes of…
A common assumption employed in most previous works on evolutionary game dynamics is that every individual player has full knowledge about and full access to the complete set of available strategies. In realistic social, economical, and…
Two types of dynamics, chaotic and monotone, are compared. It is shown that monotone maps in strongly ordered spaces do not have chaotic attracting sets.
Ecological systems are complex dynamical systems. Modelling efforts on ecosystems' dynamical stability have revealed that population dynamics, being highly nonlinear, can be governed by complex fluctuations. Indeed, experimental and field…
We know that the Nash equilibria of a game cannot be computed efficiently unless $P = PPAD$. But can they be learned? Are there dynamics that (1) can be computed efficiently by the players at each strategy profile and (2) are guaranteed to…