Related papers: Stochastic hybrid differential games and match rac…

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…

Pursuit-evasion scenarios appear widely in robotics, security domains, and many other real-world situations. We focus on two-player pursuit-evasion games with concurrent moves, infinite horizon, and discounted rewards. We assume that the…

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…

The purpose of this paper is to study 2-person zero-sum stochastic differential games, in which one player is a major one and the other player is a group of $N$ minor agents which are collectively playing, statistically identical and have…

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

This paper is concerned with a new type of differential game problems of forwardbackward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations,…

Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

We consider autonomous racing of two cars and present an approach to formulate racing decisions as a non-cooperative non-zero-sum game. We design three different games where the players aim to fulfill static track constraints as well as…

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…

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

This paper investigates the encirclement control problem involving two groups using a non-cooperative differential game approach. The active group seeks to chase and encircle the passive group, while the passive group responds by fleeing…

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…

We consider a reach-avoid differential game, in which one of the players aims to steer the system into a target set without violating a set of state constraints, while the other player tries to prevent the first from succeeding; the system…

Stochastic games are a classical model in game theory in which two opponents interact and the environment changes in response to the players' behavior. The central solution concepts for these games are the discounted values and the value,…

This paper addresses the problem of steering a discrete-time linear dynamical system from an initial Gaussian distribution to a final distribution in a game-theoretic setting. One of the two players strives to minimize a quadratic payoff,…

In the last years, a growing number of challenging applications in navigation, logistics, and tourism were modeled as orienteering problems. This problem has been proposed in relation to a sport race where certain control points must be…

This paper considers the problem of two-player zero-sum stochastic differential game with both players adopting impulse controls in finite horizon under rather weak assumptions on the cost functions ($c$ and $\chi$ not decreasing in time).…

We study a pursuit-evasion problem which can be viewed as an extension of the keep-away game. In the game, pursuer(s) will attempt to intersect or catch the evader, while the evader can visit a fixed set of locations, which we denote as the…