Related papers: Multitime hybrid differential games with multiple …
This paper deals with a stochastic recursive optimal control problem, where the diffusion coefficient depends on the control variable and the control domain is not necessarily convex. We focus on the connection between the general maximum…
We establish the equivalence between the Multiscale Hybrid-Mixed (MHM) and the Multiscale Hybrid High-Order (MsHHO) methods for a variable diffusion problem with piecewise polynomial source term. Under the idealized assumption that the…
We develop a tool that enables domain experts to quickly generate numerical solvers for emerging multi-physics phenomena starting from a high-level description based on ordinary/partial differential equations and their initial and boundary…
Mirror play (MP) is a well-accepted primal-dual multi-agent learning algorithm where all agents simultaneously implement mirror descent in a distributed fashion. The advantage of MP over vanilla gradient play lies in its usage of mirror…
We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also…
Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the…
We introduce a boundary integral method for two-dimensional quantum billiards subjected to a constant magnetic field. It allows to calculate spectra and wave functions, in particular at strong fields and semiclassical values of the magnetic…
An improved fully polynomial-time approximation scheme and a greedy heuristic for the fractional length-bounded maximum multicommodity flow problem with unit edge-lengths are proposed. Computational experiments are carried out on benchmark…
This paper considers the non-cooperative maximization of mutual information in the vector Gaussian interference channel in a fully distributed fashion via game theory. This problem has been widely studied in a number of works during the…
The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…
A multipartite system comprised of $n$ subsystems, each of which is described with `local variables' in ${\mathbb Z}(d)$ and with a $d$-dimensional Hilbert space $H(d)$, is considered. Local Fourier transforms in each subsystem are defined…
In many problems that involve multiple decision making agents, optimal choices for each agent depend on the choices of others. Differential game theory provides a principled formalism for expressing these coupled interactions and recent…
Multi-threaded programs have traditionally fallen into one of two domains: cooperative and competitive. These two domains have traditionally remained mostly disjoint, with cooperative threading used for increasing throughput in…
We consider time-dependent viscous Mean-Field Games systems in the case of local, decreasing and unbounded coupling. These systems arise in mean-field game theory, and describe Nash equilibria of games with a large number of agents aiming…
This paper concerns two algorithms for solving optimal control problems with hybrid systems. The first algorithm aims at hybrid systems exhibiting sliding modes. The first algorithm has several features which distinguishes it from the other…
Vector-valued discrete Fourier transforms (DFTs) and ambiguity functions are defined. The motivation for the definitions is to provide realistic modeling of multi-sensor environments in which a useful time-frequency analysis is essential.…
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…
By expanding the Dirac delta function in terms of the eigenfunctions of the corresponding Sturm-Liouville problem, we construct some new (oscillating) integral transforms. These transforms are then used to solve various finance, physics,…
In the present work, an attempted was made to develop a numerical algorithm by the use of new orthogonal hybrid functions formed from hybrid of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal…
We prove a result related to Bressan's mixing problem. We establish an inequality for the change of Bianchini semi-norms of characteristic functions under the flow generated by a divergence free time dependent vector field. The approach…