Related papers: On the saddle point of a zero-sum stopper vs. sing…

This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…

Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…

We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero-sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous time on an infinite-time…

In this paper we study a type of two singular point singular cycle where one heteroclinic orbit is the transversal intersection of the 2-dimensional stable manifold of one singular point and the 2-dimensional unstable manifold of other…

An efficient and accurate computational approach is proposed for optimal attitude control of a rigid body. The problem is formulated directly as a discrete time optimization problem using a Lie group variational integrator. Discrete…

Many decision problems in economics, information technology, and industry can be transformed to an optimal stopping of adapted random vectors with some utility function over the set of Markov times with respect to filtration build by the…

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of…

In this paper, we investigate a pursuit-evasion game in which a mobile observer tries to track a target in an environment containing obstacles. We formulate the game as an optimal control problem with state inequality constraint in a simple…

Autonomous vehicles interacting with other traffic participants heavily rely on the perception and prediction of other agents' behaviors to plan safe trajectories. However, as occlusions limit the vehicle's perception ability, reasoning…

This paper considers time-inconsistent problems when control and stopping strategies are required to be made simultaneously (called stopping control problems by us). We first formulate the timeinconsistent stopping control problems under…

We characterize the shape of spatial externalities in a continuous time and space differential game with transboundary pollution. We posit a realistic spatiotemporal law of motion for pollution (diffusion and advection), and tackle…

We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…

We study zero-sum stochastic differential games with player dynamics governed by a nondegenerate controlled diffusion process. Under the assumption of uniform stability, we establish the existence of a solution to the Isaac's equation for…

In this paper, we present a family of a control-stopping games which arise naturally in equilibrium-based models of market microstructure, as well as in other models with strategic buyers and sellers. A distinctive feature of this family of…

This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be…

Game theory provides essential analysis in many applications of strategic interactions. However, the question of how to construct a game model and what is its fidelity is seldom addressed. In this work, we consider learning in a class of…

The behaviour of multi-agent learning in competitive settings is often considered under the restrictive assumption of a zero-sum game. Only under this strict requirement is the behaviour of learning well understood; beyond this, learning…

In this paper we consider a target-guarding differential game where the defender must protect a linearly translating line-segment by intercepting an attacker who tries to reach it. In contrast to common target-guarding problems, we assume…

It is well known that the (unique) value of a stochastic control problem or a two person zero sum game under Isaacs condition can be characterized through a PDE driven by the Hamiltonian. Our goal of this paper is to extend this classical…