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In this paper, we address a robust nonlinear state estimation problem under model uncertainty by formulating a dynamic minimax game: one player designs the robust estimator, while the other selects the least favorable model from an…

Optimization and Control · Mathematics 2025-06-06 Shenglun Yi , Mattia Zorzi

In this article, we prove the exponential stabilization of the semilinear wave equation with a damping effective in a zone satisfying the geometric control condition only. The nonlinearity is assumed to be subcritical, defocusing and…

Analysis of PDEs · Mathematics 2013-12-03 Romain Joly , Camille Laurent

We study solutions to a one-phase singular perturbation problem that arises in combustion theory and that formally approximates the classical one-phase free boundary problem. We introduce a natural density condition on the transition layers…

Analysis of PDEs · Mathematics 2023-02-28 Nikola Kamburov

In this paper we study a criterion for the viability of stochastic semilinear control systems on a real, separable Hilbert space. The necessary and sufficient conditions are given using the notion of stochastic quasi-tangency. As a…

Probability · Mathematics 2012-03-16 Dan Goreac

We consider a team formation setting where agents have varying levels of expertise in a global set of required skills, and teams are ranked with respect to how well the expertise of teammates complement each other. We model this setting as…

Computer Science and Game Theory · Computer Science 2020-11-04 Bugra Caskurlu , Fatih Erdem Kizilkaya , Berkehan Ozen

This is the first of a series of papers where we relate tangent cones of Hermitian-Yang-Mills connections at an isolated singularity to the complex algebraic geometry of the underlying reflexive sheaf, when the sheaf is locally modelled on…

Differential Geometry · Mathematics 2020-12-22 Xuemiao Chen , Song Sun

Computing stable partitions in hedonic games is a challenging task because there exist games in which stable outcomes do not exist. Even more, these No-instances can often be leveraged to prove computational hardness results. We make this…

Computer Science and Game Theory · Computer Science 2025-11-17 Valentin Zech , Martin Bullinger

In this paper we propose two new monotonicity conditions that could serve as sufficient conditions for uniqueness of Nash equilibria in mean field games. In this study we aim for $unconditional\ uniqueness$ that is independent of the length…

Analysis of PDEs · Mathematics 2023-07-24 P. Jameson Graber , Alpár R. Mészáros

We consider a robust filtering problem where the nominal state space model is not reachable and different from the actual one. We propose a robust Kalman filter which solves a dynamic game: one player selects the least-favorable model in a…

Optimization and Control · Mathematics 2020-09-08 Shenglun Yi , Mattia Zorzi

Here, we study the existence and the convergence of solutions for the vanishing discount MFG problem with a quadratic Hamiltonian. We give conditions under which the discounted problem has a unique classical solution and prove convergence…

Analysis of PDEs · Mathematics 2019-08-20 Diogo A. Gomes , Hiroyoshi Mitake , Kengo Terai

This paper explores the fundamental limits of a simple system, inspired by the intermittent Kalman filtering model, where the actuation direction is drawn uniformly from the unit hypersphere. The model allows us to focus on a fundamental…

Optimization and Control · Mathematics 2021-05-18 Rahul Arya , Chih-Yuan Chiu , Gireeja Ranade

Here, we study radial solutions for first- and second-order stationary Mean-Field Games (MFG) with congestion on $\mathbb{R}^d$. MFGs with congestion model problems where the agents' motion is hampered in high-density regions. The radial…

Analysis of PDEs · Mathematics 2017-03-23 David Evangelista , Diogo A. Gomes , Levon Nurbekyan

In this article we consider zero and non-zero sum risk-sensitive average criterion games for semi-Markov processes with a finite state space. For the zero-sum case, under suitable assumptions we show that the game has a value. We also…

Optimization and Control · Mathematics 2021-06-10 Arnab Bhabak , Subhamay Saha

We prove existence of solutions for a class of systems of subelliptic PDEs arising from Mean Field Game systems with H\"ormander diffusion. These results are motivated by the feedback synthesis Mean Field Game solutions and the Nash…

Analysis of PDEs · Mathematics 2017-12-05 Federica Dragoni , Ermal Feleqi

We investigate a model for representing large multiplayer games, which satisfy strong symmetry properties. This model is made of multiple copies of an arena; each player plays in his own arena, and can partially observe what the other…

Computer Science and Game Theory · Computer Science 2014-04-04 Patricia Bouyer , Nicolas Markey , Steen Vester

This paper is devoted to some qualitative descriptions and some numerical results for ergodic Mean Field Games systems which arise, e.g., in the homogenization with a small noise limit. We shall consider either power type potentials or…

Analysis of PDEs · Mathematics 2018-01-29 Simone Cacace , Fabio Camilli , Annalisa Cesaroni , Claudio Marchi

In this paper, we study a class of degenerate mean field game systems arising from the mean field games with H\"ormander diffusion, where the generic player may have a ``forbidden'' direction at some point. Here we prove the existence and…

Analysis of PDEs · Mathematics 2023-08-22 Yiming Jiang , Jingchuang Ren , Yawei Wei , Jie Xue

We consider a dynamical approach to game in extensive forms. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding…

Computer Science and Game Theory · Computer Science 2017-04-05 Stéphane Le Roux , Arno Pauly

The purpose of this article is to show that an intrinsic noise with values in the space ${\mathcal P}({\mathbb R})$ of $1d$ probability measures may force uniqueness to first order mean field games. The structure of the noise is inspired…

Probability · Mathematics 2024-01-26 François Delarue , Youssef Ouknine

We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a…

Optimization and Control · Mathematics 2019-02-05 Jodi Dianetti , Giorgio Ferrari
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