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In this work, we investigate a security game between an attacker and a defender, originally proposed in \cite{emadi2019security}. As is well known, the combinatorial nature of security games leads to a large cost matrix. Therefore,…

Computer Science and Game Theory · Computer Science 2020-07-30 HAmid Emadi , Sourabh Bhattacharya

We consider a variant of pursuit-evasion games where a single defender is tasked to defend a static target from a sequence of periodically arriving intruders. The intruders' objective is to breach the boundary of a circular target without…

Optimization and Control · Mathematics 2023-03-13 Arman Pourghorban , Dipankar Maity

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…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equilibrium strategy of this problem is constructed and a…

Optimization and Control · Mathematics 2016-06-13 Qingmeng Wei , Jiongmin Yong , Zhiyong Yu

In this paper, we consider the functional It\^o calculus framework to find a path-dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems that feature dynamics and running cost that depend on the path of…

Probability · Mathematics 2019-02-11 Yuri F. Saporito

The paper is concerned with a zero-sum differential game in the case where a payoff is determined by the exit time, that is, the first time when the system leaves the game domain. Additionally, we assume that a part of domain's boundary is…

Optimization and Control · Mathematics 2024-05-02 Ekaterina Kolpakova

This work proposes a finite-horizon optimal control strategy to solve the tracking problem while providing avoidance features to the closed-loop system. Inspired by the set-point tracking model predictive control (MPC) framework, the…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Marcelo A. Santos , Antonio Ferramosca , Guilherme V. Raffo

Recent advances in bandit tools and techniques for sequential learning are steadily enabling new applications and are promising the resolution of a range of challenging related problems. We study the game tree search problem, where the goal…

Machine Learning · Statistics 2017-11-07 Emilie Kaufmann , Wouter Koolen

We introduce the study of search games between a mobile Searcher and an immobile Hider in a new setting in which the Searcher has some potentially erroneous information, i.e., a prediction on the Hider's position. The objective is to…

Computer Science and Game Theory · Computer Science 2024-09-05 Spyros Angelopoulos , Thomas Lidbetter , Konstantinos Panagiotou

This paper addresses a two-player target defense game in the $n$-dimensional Euclidean space where an attacker attempts to enter a closed convex target set while a defender strives to capture the attacker beforehand. We provide a complete…

Optimization and Control · Mathematics 2021-12-08 Yoonjae Lee , Efstathios Bakolas

To take advantage of strategy commitment, a useful tactic of playing games, a leader must learn enough information about the follower's payoff function. However, this leaves the follower a chance to provide fake information and influence…

Computer Science and Game Theory · Computer Science 2023-06-14 Yurong Chen , Xiaotie Deng , Yuhao Li

Search missions require motion planning and navigation methods for information gathering that continuously replan based on new observations of the robot's surroundings. Current methods for information gathering, such as Monte Carlo Tree…

We present a method for pursuit/evasion that is highly efficient and and scales to large teams of aircraft. The underlying algorithm is an efficient algorithm for solving Markov Decision Processes (MDPs) that supports fully continuous state…

Artificial Intelligence · Computer Science 2019-09-11 Joshua R. Bertram , Peng Wei

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

Machine Learning · Computer Science 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut

Adversarial environments require agents to navigate a key strategic trade-off: acquiring information enhances situational awareness, but may simultaneously expose them to threats. To investigate this tension, we formulate a…

Artificial Intelligence · Computer Science 2025-10-10 Valerio La Gatta , Dolev Mutzari , Sarit Kraus , VS Subrahmanian

We extend classical evolutionary game dynamics based on the momentary action choices of agents by accounting for two elements: forward-looking behavior and exploration cost. We focus on pairwise comparison protocols that cover major…

Optimization and Control · Mathematics 2026-04-23 Hidekazu Yoshioka

Uncrewed Aerial Systems (UASs) have become a growing threat to the security of critical infrastructure, exploiting spatiotemporal gaps in sensor perimeters to infiltrate restricted airspace undetected. We formulate this interaction as a…

In this paper, we study a class of zero-sum two-player stochastic differential games with the controlled stochastic differential equations and the payoff/cost functionals of recursive type. As opposed to the pioneering work by Fleming and…

Probability · Mathematics 2021-05-21 Jinniao Qiu , Jing Zhang

This paper studies optimal consensus tracking problem of heterogeneous linear multi-agent systems. By introducing tracking error dynamics, the optimal tracking problem is reformulated as finding a Nash-equilibrium solution of a multi-player…

Optimization and Control · Mathematics 2019-05-21 Jilie Zhang , Zhanshan Wang , Hongwei Zhang

We study a class of zero-sum games between a singular-controller and a stopper over finite-time horizon. The underlying process is a multi-dimensional (locally non-degenerate) controlled stochastic differential equation (SDE) evolving in an…

Optimization and Control · Mathematics 2023-10-31 Andrea Bovo , Tiziano De Angelis , Elena Issoglio
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