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Here, we observe that mean-field game (MFG) systems admit a two-player infinite-dimensional general-sum differential game formulation. We show that particular regimes of this game reduce to previously known variational principles.…

Analysis of PDEs · Mathematics 2018-04-25 Marco Cirant , Levon Nurbekyan

The aim of this work is to revisit viscosity solutions' theory for second-order elliptic integro-differential equations and to provide a general framework which takes into account solutions with arbitrary growth at infinity. Our main…

Analysis of PDEs · Mathematics 2008-09-30 Guy Barles , Cyril Imbert

We consider a surveillance-evasion game in an environment with obstacles. In such an environment, a mobile pursuer seeks to maintain the visibility with a mobile evader, who tries to get occluded from the pursuer in the shortest time…

Analysis of PDEs · Mathematics 2023-08-28 Carlos Esteve-Yagüe , Richard Tsai

We consider a one dimensional transport model with nonlocal velocity given by the Hilbert transform and develop a global well-posedness theory of probability measure solutions. Both the viscous and non-viscous cases are analyzed. Both in…

Analysis of PDEs · Mathematics 2011-11-01 J. A. Carrillo , L. C. F. Ferreira , J. C. Precioso

Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…

Computer Science and Game Theory · Computer Science 2021-01-15 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

In this paper we show how to use a Tug-of-War game to obtain existence of a viscosity solution to the infinity laplacian with non-homogeneous mixed boundary conditions. For a Lipschitz and positive function $g$ there exists a viscosity…

Analysis of PDEs · Mathematics 2014-02-26 Fernando Charro , Jesus Garcia Azorero , Julio D. Rossi

In this paper we introduce the discontinuous universal feedback for the problem of Nash equilibrium in two person non-zero sum differential game. We assume that there exist functions satisfying some conditions analogous to the infinitesimal…

Optimization and Control · Mathematics 2013-01-22 Yurii Averboukh

We consider the dynamics of thin two-dimensional viscous droplets on chemically heterogeneous surfaces moving under the combined effects of slip, mass transfer and capillarity. The resulting long-wave evolution equation for the droplet…

Fluid Dynamics · Physics 2021-12-20 Danny Groves , Nikos Savva

In the present article, we are interested in an initial boundary value problem for a coupled system of partial differential equations arising in martensitic phase transition theory of elastically deformable solid materials, e.g., steel.…

Dynamical Systems · Mathematics 2011-02-07 Peicheng Zhu

We consider a class of adversarial classification problems in the form of zero-sum games between a classifier and an adversary. The latter is able to corrupt data, at the expense of some optimal transport cost. We show that quite general…

Optimization and Control · Mathematics 2025-03-03 Guillaume Carlier , Maxime Sylvestre

The purpose of this work is twofold. First we study the solutions of a Hamilton-Jacobi equation of the form $u_t(t,x)+\mathcal{H}(t,x,\nabla_H u(t,x))=0$, where $\nabla_H u$ represents the horizontal gradient of a function $u$ defined on…

Analysis of PDEs · Mathematics 2018-03-02 Andrea Calogero

We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…

Optimization and Control · Mathematics 2025-06-16 De-xuan Xu , Zhun Gou , Nan-jing Huang

In this paper, we consider the Dirichlet problem of three-dimensional inhomogeneous incompressible micropolar equations with density-dependent viscosity. Under the assumption that the coefficients are power functions of the density, we…

Analysis of PDEs · Mathematics 2025-05-13 Peng Lu , Yuanyuan Qiao

In this paper we consider non zero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish their connection with systems of Ergodic BSDEs, and prove the existence of a…

Probability · Mathematics 2017-06-16 Samuel N. Cohen , Victor Fedyashov

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…

Optimization and Control · Mathematics 2019-09-10 Xuhui Feng , Mario E. Villanueva , Boris Houska

This letter presents a density function based safe control synthesis framework for the pursuit-evasion problem. We extend safety analysis to dynamic unsafe sets by formulating a reach-avoid type pursuit-evasion differential game as a robust…

Optimization and Control · Mathematics 2025-05-22 Mustafa Bozdag , Arya Honarpisheh , Mario Sznaier

In the framework of stochastic zero-sum differential games, we establish a verification theorem, inspired by those existing in stochastic control, to provide sufficient conditions for a pair of feedback controls to form a Nash equilibrium.…

Optimization and Control · Mathematics 2025-10-15 Carlo Ciccarella , Francesco Russo

The Szekeres system with cosmological constant term describes the evolution of the kinematic quantities for Einstein field equations in $\mathbb{R}^4$. In this study, we investigate the behavior of trajectories in the presence of…

General Relativity and Quantum Cosmology · Physics 2021-09-16 Andronikos Paliathanasis , Genly Leon

We consider a pathwise stochastic optimal control problem and study the associated (not necessarily adapted) Hamilton-Jacobi-Bellman stochastic partial differential equation. We show that the value process is the unique solution of this…

Probability · Mathematics 2023-11-02 Neeraj Bhauryal , Ana Bela Cruzeiro , Carlos Oliveira

Reach-avoid differential games play an important role in collision avoidance, motion planning and control of aircrafts, and related applications. The central problem is the computation of the set of initial states from which the ego player…

Optimization and Control · Mathematics 2019-08-06 Bai Xue , Qiuye Wang , Naijun Zhan , Martin Fränzle , Shenghua Feng