Related papers: A differential game for a multiclass queueing mode…
We consider the free boundary problems of degenerate elliptic equations that describe the level set formulation of the interface motion evolved by anisotropic forced mean curvature flows. The type of free boundary problems in this paper was…
In this paper an N-pursuer vs. M-evader team conflict is studied. The differential game of border defense is addressed and we focus on the game of degree in the region of the state space where the pursuers are able to win. This work extends…
We study a differential game where two players separately control their own dynamics, pay a running cost, and moreover pay an exit cost (quitting the game) when they leave a fixed domain. In particular, each player has its own domain and…
This paper studies a multiclass queueing system with an associated risk- sensitive cost observed in heavy traffic at the moderate deviation scale, accounting for convex queue length penalties. The main result is the asymptotic optimality of…
Safe navigation in dense, urban driving environments remains an open problem and an active area of research. Unlike typical predict-then-plan approaches, game-theoretic planning considers how one vehicle's plan will affect the actions of…
A system manager makes dynamic pricing and dispatch control decisions in a queueing network model motivated by ride-hailing applications. A novel feature of the model is that it incorporates travel times. Unfortunately, this renders the…
In this paper we consider the application of Stackelberg game theory to model discretionary lane-changing in lightly congested highway setting. The fundamental intent of this model, which is parameterized to capture driver disposition…
Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…
We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We…
For a multiclass G/G/1 queue with finite buffers, admission and scheduling control, and holding and rejection costs, we construct a policy that is asymptotically optimal in the heavy traffic limit. The policy is specified in terms of a…
We consider a large queueing system that consists of many strategic servers that are weakly interacting. Each server processes jobs from its unique critically loaded buffer and controls the rate of arrivals and departures associated with…
Zero sum games with risk-sensitive cost criterion are considered with underlying dynamics being given by controlled stochastic differential equations. Under the assumption of geometric stability on the dynamics , we completely characterize…
Multi-agent games in dynamic nonlinear settings are challenging due to the time-varying interactions among the agents and the non-stationarity of the (potential) Nash equilibria. In this paper we consider model-free games, where agent…
We develop a martingale approach for studying continuous-time stochastic differential games of control and stopping, in a non-Markovian framework and with the control affecting only the drift term of the state-process. Under appropriate…
We consider a multidimentional Brownian control problem (BCP) with model uncertainty that formally emerges from a multiclass M/M/1 queueing control problem under heavy-traffic with model uncertainty. The BCP is formulated as a…
A multiclass queueing system is considered, with heterogeneous service stations, each consisting of many servers with identical capabilities. An optimal control problem is formulated, where the control corresponds to scheduling and routing,…
We construct a saddle point in a class of zero-sum games between a stopper and a singular-controller. The underlying dynamics is a one-dimensional, time-homogeneous, singularly controlled diffusion taking values either on $\mathbb{R}$ or on…
We consider a multi-class G/G/1 queue with a finite shared buffer. There is task admission and server scheduling control which aims to minimize the cost which consists of holding and rejection components. We construct a policy that is…
We consider the interaction among agents engaging in a driving task and we model it as general-sum game. This class of games exhibits a plurality of different equilibria posing the issue of equilibrium selection. While selecting the most…
Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…