Related papers: A differential game with exit costs
We study a class of location games where players want to attract as many resources as possible and pay a cost when deviating from an exogenous reference location. This class of games includes political competitions between policy-interested…
Evolutionary game theory is a powerful mathematical framework to study how intelligent individuals adjust their strategies in collective interactions. It has been widely believed that it is impossible to unilaterally control players'…
In this paper we investigate zero-sum two-player stochastic differential games whose cost functionals are given by doubly controlled reflected backward stochastic differential equations (RBSDEs) with two barriers. For admissible controls…
This paper studies a nonzero-sum Dynkin game in discrete time under non-exponential discounting. For both players, there are two levels of game-theoretic reasoning intertwined. First, each player looks for an intra-personal equilibrium…
An active line of research has considered games played on networks in which payoffs depend on both a player's individual decision and also the decisions of her neighbors. Such games have been used to model issues including the formation of…
We prove that for a class of zero-sum differential games with incomplete information on both sides, the value admits a probabilistic representation as the value of a zero-sum stochastic differential game with complete information, where…
Our original results are associated to a multitime hybrid game, with two equips of players, based on a multiple integral functional and an m- ow as constraint. The aim of this paper is three-fold: (i) to define the multitime lower or upper…
We consider the problem of risk-sensitive control of a stochastic network. In controlling such a network, an escape time criterion can be useful if one wishes to regulate the occurrence of large buffers and buffer overflow. In this paper a…
The theory of first-order mean field type differential games examines the systems of infinitely many identical agents interacting via some external media under assumption that each agent is controlled by two players. We study the…
The winning condition of a parity game with costs requires an arbitrary, but fixed bound on the cost incurred between occurrences of odd colors and the next occurrence of a larger even one. Such games quantitatively extend parity games…
In this article, we are interested in the Dirichlet problem for parabolic viscous Hamilton-Jacobi Equations. It is well-known that the gradient of the solution may blow up in finite time on the boundary of the domain, preventing a classical…
This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Brownian motion and Poisson random measure. For SDGs, the…
Evolutionary game theory assumes that players replicate a highly scored player's strategy through genetic inheritance. However, when learning occurs culturally, it is often difficult to recognize someone's strategy just by observing the…
Here we present a decomposition technique for a class of differential games. The technique consists in a decomposition of the target set which produces, for geometrical reasons, a decomposition in the dimensionality of the problem. Using…
We investigate the set of Nash equilibrium payoffs for two person differential games. The main result of the paper is the characterization of the set of Nash equilibrium payoffs in the terms of nonsmooth analysis. Also we obtain the…
This article is the starting point of a series of works whose aim is the study of deterministic control problems where the dynamic and the running cost can be completely different in two (or more) complementary domains of the space $\R^N$.…
In this paper we deal with the problem of existence of a smooth solution of the Hamilton-Jacobi-Bellman-Isaacs (HJBI for short) system of equations associated with nonzero-sum stochastic differential games. We consider the problem in…
We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…
Two-player pursuit-evasion differential game and time optimal zero control problem in $\ell^2$ are considered. Optimal control for the corresponding zero control problem is found. A strategy for the pursuer that guarantees the solution for…
We study the infinite horizon discrete time N-player nonzero-sum Dynkin game ($N \geq 2$) with stopping times as strategies (or pure strategies). We prove existence of an $\varepsilon$-Nash equilibrium point for the game by presenting a…