Related papers: Stochastic hybrid differential games and match rac…
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…
Cooperatively planning for multiple agents has been proposed as a promising method for strategic and motion planning for automated vehicles. By taking into account the intent of every agent, the ego agent can incorporate future interactions…
We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…
Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…
In this paper we propose and analyze a class of $N$-player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification…
We provide a general approach to reformulating any continuous-time stochastic Stackelberg differential game under closed-loop strategies as a single-level optimisation problem with target constraints. More precisely, we consider a…
We study a two-player nonzero-sum stochastic differential game where one player controls the state variable via additive impulses while the other player can stop the game at any time. The main goal of this work is characterize Nash…
We prove existence of a value for two-player zero-sum stopper vs. singular-controller games on finite-time horizon, when the underlying dynamics is one-dimensional, diffusive and bound to evolve in $[0,\infty)$. We show that the value is…
Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…
Game semantics and winning strategies offer a potential conceptual bridge between semantics and proof systems of logics. We illustrate this link for hybrid logic -- an extension of modal logic that allows for explicit reference to worlds…
This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…
This work considers designing an unmanned target hunting system for a swarm of unmanned underwater vehicles (UUVs) to hunt a target with high maneuverability. Differential game theory is used to analyze combat policies of UUVs and the…
The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…
We propose a two-layer stochastic game model to study reinsurance contracting and competition in a market with one insurer and two competing reinsurers. The insurer negotiates with both reinsurers simultaneously for proportional reinsurance…
We consider a finite-horizon, zero-sum game in which both players control a stochastic differential equation by invoking impulses. We derive a control randomization formulation of the game and use the existence of a value for the randomized…
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…
In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…
This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…
Path planning is a fundamental and extensively explored problem in robotic control. We present a novel economic perspective on path planning. Specifically, we investigate strategic interactions among path planning agents using a game…
This paper considers a stochastic approximation algorithm, with decreasing step size and martingale difference noise. Under very mild assumptions, we prove the non convergence of this process toward a certain class of repulsive sets for the…