Related papers: Multitime hybrid differential games with curviline…
In this paper, we study proximal type dynamics in the context of noncooperative multi-agent network games. These dynamics arise in different applications, since they describe distributed decision making in multi-agent networks, e.g., in…
We consider a game, in which the dynamics is described by a non-linear Volterra integral equation of Hammerstein type with a weakly-singular kernel and the goals of the first and second players are, respectively, to minimize and maximize a…
Based on stochastic curvilinear integrals in the Cairoli-Walsh sense and in the It\^{o}-Udri\c{s}te sense, we develop an original theory regarding the multitime stochastic differential systems. The first group of the original results refer…
This paper focuses on zero-sum stochastic differential games in the framework of forward-backward stochastic differential equations on a finite time horizon with both players adopting impulse controls. By means of BSDE methods, in…
For a non-cooperative differential game, the value functions of the various players satisfy a system of Hamilton-Jacobi equations. In the present paper, we consider a class of infinite-horizon games with nonlinear costs exponentially…
In a noncooperative dynamic game, multiple agents operating in a changing environment aim to optimize their utilities over an infinite time horizon. Time-varying environments allow to model more realistic scenarios (e.g., mobile devices…
High-accuracy, high-efficiency physics-based fluid-solid interaction is essential for reality modeling and computer animation in online games or real-time Virtual Reality (VR) systems. However, the large-scale simulation of incompressible…
We consider the variational structure of a time-fractional second order Mean Field Games (MFG) system with local coupling. The MFG system consists of time-fractional Fokker-Planck and Hamilton-Jacobi-Bellman equations. In such a situation…
We derive new results regarding the controllability and the reachability of multitime controlled linear PDE systems of first order. These systems describe some important multitime evolution in engineering, economics and biology. Some of…
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…
This paper presents Hamilton-Jacobi (HJ) formulations for two classes of two-player zero-sum games: one with a maximum cost value over time, and one with a minimum cost value over time. In the zero-sum game setting, player A minimizes the…
We formulate and analyze game-theoretic problems for systems governed by integral equations. For Volterra integral equations, we obtain and prove necessary and sufficient conditions for linear-quadratic problems, and for problems that are…
We study the underlying mathematical properties of various partial order models of concurrency based on transition systems, Petri nets, and event structures, and show that the concurrent behaviour of these systems can be captured in a…
Sequential equilibrium is the conventional approach for analyzing multi-stage games of incomplete information. It relies on mutual consistency of beliefs. To relax mutual consistency, I theoretically and experimentally explore the dynamic…
Dynamic games arise when multiple agents with differing objectives choose control inputs to a dynamic system. Dynamic games model a wide variety of applications in economics, defense, and energy systems. However, compared to single-agent…
Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…
In this paper, we study multi-agent network games subject to affine time-varying coupling constraints and a time-varying communication network. We focus on the class of games adopting proximal dynamics and study their convergence to a…
This paper introduces operators, semantics, characterizations, and solution-independent conditions to guarantee temporal logic specifications for hybrid dynamical systems. Hybrid dynamical systems are given in terms of differential…
We study a differential game that governs the moderate-deviation heavy-traffic asymptotics of a multiclass single-server queueing control problem with a risk-sensitive cost. We consider a cost set on a finite but sufficiently large time…