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In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…

In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…

In the domination game, introduced by Bre\v{s}ar, Klav\v{z}ar and Rall in 2010, Dominator and Staller alternately select a vertex of a graph $G$. A move is legal if the selected vertex $v$ dominates at least one new vertex -- that is, if we…

We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the solution of the controlled backward stochastic differential…

We study Recursive Concurrent Stochastic Games (RCSGs), extending our recent analysis of recursive simple stochastic games to a concurrent setting where the two players choose moves simultaneously and independently at each state. For…

This paper studies a class of strongly monotone games involving non-cooperative agents that optimize their own time-varying cost functions. We assume that the agents can observe other agents' historical actions and choose actions that best…

On a filtered probability space $(\Omega ,\mathcal{F}, (\mathcal{F}_t)_{t\in[0,\infty]}, \mathbb{P})$, we consider the two-player non-zero-sum stopping game $u^i := \mathbb{E}[U^i(\rho,\tau)],\ i=1,2$, where the first player choose a…

Convergence of discrete-time Markov chains with two timescales is a powerful tool to study stochastic evolutionary games in subdivided populations. Focusing on linear games within demes, convergence to a diffusion process for the strategy…

In this paper we consider a cascade system in non divergence form which models the interaction between two different species, the first one can be seen as a predator and the other as a prey. Both of them depend on time, on age and on space.…

This paper studies strategic decentralization in binary choice composite network congestion games. A player decentralizes if she lets some autonomous agents to decide respectively how to send different parts of her stock from the origin to…

We study zero-sum stochastic games for controlled discrete time Markov chains with risk-sensitive average cost criterion with countable state space and Borel action spaces. The payoff function is nonnegative and possibly unbounded. Under a…

Priced timed games are optimal-cost reachability games played between two players---the controller and the environment---by moving a token along the edges of infinite graphs of configurations of priced timed automata. The goal of the…

This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximize the total expected discounted rewards from exerting the…

This paper investigates properties of Blackwell $\epsilon$-optimal strategies in zero-sum stochastic games when the adversary is restricted to stationary strategies, motivated by applications to robust Markov decision processes. For a class…

In this paper we study the global approximate multiplicative controllability for nonlinear degenerate parabolic Cauchy problems. In particular, we consider a one-dimensional semilinear degenerate reaction-diffusion equation in divergence…

This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…

We investigate infinite games on finite graphs where the information flow is perturbed by nondeterministic signalling delays. It is known that such perturbations make synthesis problems virtually unsolvable, in the general case. On the…

We introduce and analyze a natural game formulated as follows. In this one-person game, the player is given a random permutation $A=(a_1,\dots, a_n)$ of a multiset $M$ of $n$ reals that sum up to $0$, where each of the $n!$ permutation…

This paper considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…

Inverse design refers to the problem of optimizing the input of an objective function in order to enact a target outcome. For many real-world engineering problems, the objective function takes the form of a simulator that predicts how the…