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We consider in this paper a challenging problem of simulating fluid flows, in complex multiscale media possessing multi-continuum background. As an effort to handle this obstacle, model reduction is employed. In \cite{rh2}, homogenization…

Numerical Analysis · Mathematics 2022-05-31 Jun Sur Richard Park , Siu Wun Cheung , Tina Mai , Viet Ha Hoang

In this paper we investigate a differential game in which countably many dynamical objects pursue a single one. All the players perform simple motions. The duration of the game is fixed. The controls of a group of pursuers are subject to…

Optimization and Control · Mathematics 2014-10-10 Mehdi Salimi , Gafurjan Ibragimov , Stefan Siegmund , Somayeh Sharifi

We give an overview exploring the role of kinetics in multicomponent mixtures. Compared to the most commonly studied binary (single species plus solvent) case, multicomponent fluids show a rich interplay between kinetics and thermodynamics…

Soft Condensed Matter · Physics 2024-10-01 Filipe C. Thewes , Matthias Krüger , Peter Sollich

In this paper, we consider state and control path-dependent stochastic zero-sum differential games, where the dynamics and the running cost include both state and control paths of the players. Using the notion of nonanticipative strategies,…

Optimization and Control · Mathematics 2021-02-10 Jun Moon

This paper studies the mixed zero-sum stochastic differential game problem. We allow the functionals and dynamics to be of polynomial growth. The problem is formulated as an extended doubly reflected BSDEs with a specific generator. We show…

Probability · Mathematics 2021-03-05 Brahim El Asri , Nacer Ourkiya

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…

Information Theory · Computer Science 2015-05-13 Gesualdo Scutari , Daniel P. Palomar , Sergio Barbarossa

This work uses game theory as a mathematical framework to address interaction modeling in multi-agent motion forecasting and control. Despite its interpretability, applying game theory to real-world robotics, like automated driving, faces…

Machine Learning · Computer Science 2023-12-05 Christopher Diehl , Tobias Klosek , Martin Krüger , Nils Murzyn , Timo Osterburg , Torsten Bertram

The paper introduces and studies hedging for game (Israeli) style extension of swing options considered as multiple exercise derivatives. Assuming that the underlying security can be traded without restrictions we derive a formula for…

Pricing of Securities · Quantitative Finance 2013-02-21 Y. Dolinsky , Y. Iron , Y. Kifer

We present several new characterizations of correlated equilibria in games with continuous utility functions. These have the advantage of being more computationally and analytically tractable than the standard definition in terms of…

Computer Science and Game Theory · Computer Science 2011-06-06 Noah D. Stein , Pablo A. Parrilo , Asuman Ozdaglar

The paper deals with a Bolza optimal control problem for a dynamical system which motion is described by a delay differential equation under an initial condition defined by a piecewise continuous function. For the value functional in this…

Optimization and Control · Mathematics 2020-10-20 Anton Plaksin

Sensitivity analysis of multibody systems computes the derivatives of general cost functions that depend on the system solution with respect to parameters or initial conditions. This work develops adjoint sensitivity analysis for hybrid…

Optimization and Control · Mathematics 2018-02-21 Sebastien Corner , Corina Sandu , Adrian Sandu

Combinatorial games lead to several interesting, clean problems in algorithms and complexity theory, many of which remain open. The purpose of this paper is to provide an overview of the area to encourage further research. In particular, we…

Computational Complexity · Computer Science 2009-09-25 Erik D. Demaine , Robert A. Hearn

We develop a gradient-flow theory for time-dependent functionals defined in abstract metric spaces. Global well-posedness and asymptotic behavior of solutions are provided. Conditions on functionals and metric spaces allow to consider the…

Analysis of PDEs · Mathematics 2015-09-15 Lucas C. F. Ferreira , Julio C. Valencia-Guevara

Although dynamic games provide a rich paradigm for modeling agents' interactions, solving these games for real-world applications is often challenging. Many real-world interactive settings involve general nonlinear state and input…

Robotics · Computer Science 2023-08-08 Maulik Bhatt , Yixuan Jia , Negar Mehr

This paper collects the efforts done in our previous works [P. Degond, S. Jin, L. Mieussens, A Smooth Transition Between Kinetic and Hydrodynamic Equations, J. Comp. Phys., 209 (2005) 665--694.],[P.Degond, G. Dimarco, L. Mieussens, A Moving…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Luc Mieussens

Many robotic applications involve interactions between multiple agents where an agent's decisions affect the behavior of other agents. Such behaviors can be captured by the equilibria of differential games which provide an expressive…

Robotics · Computer Science 2021-07-13 Talha Kavuncu , Ayberk Yaraneri , Negar Mehr

Parallel multiphysics simulations often suffer from load imbalances originating from the applied coupling of algorithms with spatially and temporally varying workloads. It is thus desirable to minimize these imbalances to reduce the time to…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-03 Christoph Rettinger , Ulrich Rüde

The paper explores n-player multi-objective interval differential games, where the terminal payoff function and integral payoff function of players are both interval-vector-valued functions. Firstly, by leveraging the partial order…

Optimization and Control · Mathematics 2024-09-09 Wen Li , Du Zou , Deyi Li , Yuqiang Feng

Multi-leader multi-follower games are a class of hierarchical games in which a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium…

Optimization and Control · Mathematics 2014-08-27 Ankur A. Kulkarni , Uday V. Shanbhag

We address the numerical approximation of Mean Field Games with local couplings. For power-like Hamiltonians, we consider both unconstrained and constrained stationary systems with density constraints in order to model hard congestion…

Optimization and Control · Mathematics 2019-02-08 L. M. Briceño-Arias , D. Kalise , F. J. Silva