Related papers: Interplay Between Game Theory and Control Theory
The objective of this book is to give a comprehensive presentation of the research field concerned with infinite duration games on graphs. Historically, these game models appeared in the study of automata and logic, and they later became…
Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).
This paper considers competitive mobility-on-demand systems where a group of vehicle sharing companies, on one hand, want to collectively regulate the traffic of the user queueing network, and on the other hand, maximize their own profits…
In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…
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…
We develop an approach for two player constraint zero-sum and nonzero-sum stochastic differential games, which are modeled by Markov regime-switching jump-diffusion processes. We provide the relations between a usual stochastic optimal…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
Predicting the outcomes of cyber-physical systems with multiple human interactions is a challenging problem. This article reviews a game theoretical approach to address this issue, where reinforcement learning is employed to predict the…
In this paper, a gentle introduction to Game Theory is presented in the form of basic concepts and examples. Minimax and Nash's theorem are introduced as the formal definitions for optimal strategies and equilibria in zero-sum and…
Classical game theory is a powerful tool focusing on optimized resource distribution, allocation and sharing in classical wired and wireless networks. As quantum networks are emerging as a means of providing true connectivity between…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
Causal reasoning and game-theoretic reasoning are fundamental topics in artificial intelligence, among many other disciplines: this paper is concerned with their intersection. Despite their importance, a formal framework that supports both…
We examine the relationship between Dependence Logic and game logics. A variant of Dynamic Game Logic, called Transition Logic, is developed, and we show that its relationship with Dependence Logic is comparable to the one between…
We consider multi-player games played on graphs, in which the players aim at fulfilling their own (not necessarily antagonistic) objectives. In the spirit of evolutionary game theory, we suppose that the players have the right to repeatedly…
The purpose of this paper is to provide a detailed probabilistic analysis of the optimal control of nonlinear stochastic dynamical systems of the McKean Vlasov type. Motivated by the recent interest in mean field games, we highlight the…
Control problems not admitting the dynamic programming principle are known as time-inconsistent. The game-theoretic approach is to interpret such problems as intrapersonal dynamic games and look for subgame perfect Nash equilibria. A…
We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…
Control theory often takes the mathematical model of the to-be-control-led system for granted. In contrast, port-Hamiltonian systems theory bridges the gap between modelling and control for physical systems. It provides a unified framework…
A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…
An adaptive controller with bounded l2-gain from disturbances to errors is derived for linear time-invariant systems with uncertain parameters restricted to a finite set. The gain bound refers to the closed loop system, including the…