Related papers: Inverse initial problem under Nash strategy for st…
We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference…
The initial-to-final-state inverse problem consists in determining a quantum Hamiltonian assuming the knowledge of the state of the system at some fixed time, for every initial state. We formulated this problem to establish a theoretical…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…
Diffusion models have recently been shown to excel in many image reconstruction tasks that involve inverse problems based on a forward measurement operator. A common framework uses task-agnostic unconditional models that are later…
The challenge of solving the initial value problem for the coupled Lakshmanan Porsezian Daniel equation, while considering nonzero boundary conditions at infinity, is addressed through the development of a suitable inverse scattering…
This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…
This paper discusses the initial-boundary value problem (with a nonhomogeneous boundary condition) for a multi-dimensional scalar first-order conservation law with a multiplicative noise. One introduces a notion of kinetic formulations in…
Predicting selfish behavior in public environments by considering Nash equilibria is a central concept of game theory. For the dynamic traffic assignment problem modeled by a flow over time game, in which every particle tries to reach its…
This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…
In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…
This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…
We consider the inverse problem of determining the initial states or the source term of a hyperbolic equation damped by some non-local time-fractional derivative. This framework is relevant to medical imaging such as thermoacoustic or…
In this paper we develop a time reversal method for the radiative transport equation to solve two problems: an inverse problem for the recovery of an initial condition from boundary measurements, and the exact boundary controllability of…
A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…
In this paper we study existence of solutions of the initial-boundary value problems of the Navier-Stokes equations with a periodic boundary value condition for initial data in the Sobolev spaces $\mathcal{H}^{s}(\mathbb{T}^N)$ with a…
We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…