Related papers: On a linear differential game in the Hilbert space…
We consider a bilinear optimal control for an evolution equation involving the fractional Laplace operator of order $0<s<1$. We first give some existence and uniqueness results for the considered evolution equation. Next, we establish some…
In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of…
In the first part of this paper, we derive an infinite dimensional partial differential equation which describes an economic equilibrium in a model of storage which includes an infinite number of non-atomic agents. This equation has the…
This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…
Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the…
The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…
We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…
This paper investigates a zero-sum stochastic linear-quadratic (SLQ, for short) Stackelberg differential game problem, where the coefficients of the state equation and the weighting matrices in the performance functional are regulated by a…
Kullback-Leibler (KL) control enables efficient numerical methods for nonlinear optimal control problems. The crucial assumption of KL control is the full controllability of the transition distribution. However, this assumption is often…
In this paper, we consider the problem of controlling an underactuated system in unknown, and potentially adversarial environments. The emphasis will be on autonomous aerial vehicles, modelled by Dubins dynamics. The proposed control law is…
We consider a two player game, where a first player has to install a surveillance system within an admissible region. The second player needs to enter the the monitored area, visit a target region, and then leave the area, while minimizing…
In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…
In this paper, we investigate the existence and characterization of the value for a two-player zero-sum differential game with symmetric incomplete information on a continuum of initial positions and with signal revelation. Before the game…
We consider an elliptic optimal control problem where the objective functional contains evaluations of the state at a finite number of points. In particular, we use a fidelity term that encourages the state to take certain values at these…
We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the…
We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…
A new surveillance-evasion differential game is posed and solved in which an agile pursuer (the prying pedestrian) seeks to remain within a given surveillance range of a less agile evader that aims to escape. In contrast to previous…
We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some…
We introduce a new approach for computing optimal equilibria via learning in games. It applies to extensive-form settings with any number of players, including mechanism design, information design, and solution concepts such as correlated,…