Related papers: Multitime hybrid differential games with curviline…
For a non-cooperative m-persons differential game, the value functions ofthe various players satisfy a system of Hamilton-Jacobi-Bellman equations.Nashequilibrium solutions in feedback form can be obtained by studying a related system of…
We develop a game-theoretic framework for adversarially robust optimal safe predefined-time stabilization of parameter-dependent nonlinear dynamical systems with nonquadratic cost functionals. Our approach ensures that all system…
We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…
This paper considers a hybrid pollution-control differential game with two farsighted players and one myopic player. Both the seasonal regime shifts in the state dynamics and the players' heterogeneous preferences are introduced into the…
In the paper, we use the equivalent formulation of a finite state mean field game as a control problem with mixed constraints to study the dependence of solutions to finite state mean field game on an initial distribution of players. We…
Static potential games are non-cooperative games which admit a fictitious function, also referred to as a potential function, such that the minimizers of this function constitute a subset (or a refinement) of the Nash equilibrium strategies…
This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision…
A recent mode coupling theory of higher-order correlation functions is tested on a simple hard-sphere fluid system at intermediate densities. Multi-point and multi-time correlation functions of the densities of conserved variables are…
A zero-sum differential game with controlled jump-diffusion driven state is considered, and studied using a combination of dynamic programming and viscosity solution techniques. We prove, under certain conditions, that the value of the game…
Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems.…
Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…
We propose and investigate a general class of discrete time and finite state space mean field game (MFG) problems with potential structure. Our model incorporates interactions through a congestion term and a price variable. It also allows…
In this paper we propose local and global existence results for the solution of systems characterized by the coupling of ODEs and PDEs. The coexistence of distinct mathematical formalisms represents the main feature of hybrid approaches, in…
This paper studies a class of approach-evasion differential games, in which one player aims to steer the state of a dynamic system to the given target set in minimum time, while avoiding some set of disallowed states, and the other player…
This paper synthesizes anytime algorithms, in the form of continuous-time dynamical systems, to solve monotone variational inequalities. We introduce three algorithms that solve this problem: the projected monotone flow, the safe monotone…
This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the…
In some recent works [G. Dimarco, L. Pareschi, Hybrid multiscale methods I. Hyperbolic Relaxation Problems, Comm. Math. Sci., 1, (2006), pp. 155-177], [G. Dimarco, L. Pareschi, Hybrid multiscale methods II. Kinetic equations, SIAM…
We present a novel algorithm for game-theoretic trajectory planning, tailored for settings in which agents can only observe one another in specific regions of the state space. Such problems arise naturally in the context of multi-robot…
We present a novel multiscale numerical approach that combines parallel-in-time computation with hybrid domain adaptation for linear collisional kinetic equations in the diffusive regime. The method addresses the computational challenges of…
We prove stochastic homogenization for a class of non-convex and non-coercive first-order Hamilton-Jacobi equations in a finite-range-dependence environment for Hamiltonians that can be expressed by a max-min formula. Exploiting the…