Related papers: Equivalence between Random Stopping Times in Conti…
This paper establishes the equivalence between synchronous and asynchronous coordination mechanisms in dynamic games with strategic complementarities and common interests. Synchronous coordination, characterized by simultaneous commitments,…
This paper focuses on a class of continuous-time controlled Markov chains with time-inconsistent and distribution-dependent cost functional (in some appropriate sense). A new definition of time-inconsistent distribution-dependent…
We investigate two types of temporal symmetry in quantum mechanics. The first type, time symmetry, refers to the inclusion of opposite time orientations on an equivalent physical footing. The second, event symmetry, refers to the inclusion…
We prove the existence of a Markov-perfect equilibrium in randomized stopping times for a model of the war of attrition in which the underlying state variable follows a homogenous linear diffusion. The proof uses the fact that the space of…
We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…
In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…
We study stability issue of reset and impulsive switched systems. We find time constraints (dwell time and flee time) on switching signals which stabilize a given reset switched system. For a given collection of matrices, we find an…
A new weak bisimulation semantics is defined for Markov automata that, in addition to abstracting from internal actions, sums up the expected values of consecutive exponentially distributed delays possibly intertwined with internal actions.…
We define the probability structure of a continuous-time time-homogeneous Markov jump process, on a finite graph, that represents the continuous-time counterpart of the so-called Ruelle-Bowen discrete-time random walk. It constitutes the…
Motivated by the success of bounded model checking framework for finite state machines, Ouaknine and Worrell proposed a time-bounded theory of real-time verification by claiming that restriction to bounded-time recovers decidability for…
We study variants of regular infinite games where the strict alternation of moves between the two players is subject to modifications. The second player may postpone a move for a finite number of steps, or, in other words, exploit in his…
An average-time game is played on the infinite graph of configurations of a finite timed automaton. The two players, Min and Max, construct an infinite run of the automaton by taking turns to perform a timed transition. Player Min wants to…
Under the hypothesis of convergence in probability of a sequence of c\`{a}dl\`{a}g processes $(X^n)\_n$ to a c\`{a}dl\`{a}g process $X$, we are interested in the convergence of corresponding values in optimal stopping and also in the…
Multiple teams participate in a random competition. In each round the winner receives one point. We study the times until ties occur among teams. We construct martingales and supermartingales that enable us to prove the results regarding…
Quantum walks on graphs are ubiquitous in quantum computing finding a myriad of applications. Likewise, random walks on graphs are a fundamental building block for a large number of algorithms with diverse applications. While the…
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) $g$-expectation. We then consider a non-zero-sum…
We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have…
When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…
The paper solves constrained Dynkin games with risk-sensitive criteria, where two players are allowed to stop at two independent Poisson random intervention times, via the theory of backward stochastic differential equations. This…
This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are…