Related papers: Inverse initial problem under Nash strategy for st…
An inverse scattering problem is formulated for reconstructing optical properties of biological tissues. A recursive linearization algorithm is used to solve the inverse scattering problem. We employed the idea of finite element boundary…
This paper concerns an inverse elastic scattering problem which is to determine a rigid obstacle from time domain scattered field data for a single incident plane wave. By using Helmholtz decomposition, we reduce the initial-boundary value…
In this paper we are concerned with the initial boundary value problem of the 2, 3-D Navier-Stokes equations with mixed boundary conditions including conditions for velocity, static pressure, stress, rotation and Navier slip condition…
In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
Stochastic resetting, a diffusive process whose amplitude is "reset" to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. We here generalize the resetting step by…
We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…
In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…
We investigate the reversible diffusion-influenced reaction of an isolated pair in the presence of a non-Markovian generalization of the backreaction boundary condition in two space dimensions. Following earlier work by Agmon and Weiss, we…
The inverse acoustic scattering problems using multi-frequency backscattering far field patterns at isolated directions are studied. The underlying object could be point like scatterers, small scatterers, extended inhomogeneities and…
We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…
We solve an inverse initial data problem for the incompressible Navier-Stokes system. The objective is to recover the initial velocity and pressure from lateral boundary observations, without assuming that the time-independent body force is…
Responsibility allocation -- determining the extent to which agents are accountable for outcomes -- is a fundamental challenge in the design and analysis of multi-agent systems. In this work, we model such systems as concurrent stochastic…
First order kinetic mean field games formally describe the Nash equilibria of deterministic differential games where agents control their acceleration, asymptotically in the limit as the number of agents tends to infinity. The known results…
This paper concerns the inverse random source problem of the stochastic Maxwell equations driven by white noise in an inhomogeneous background medium. The well-posedness is established for the direct source problem, and the estimates and…
We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be…
Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…
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…
Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random…