Related papers: Analytical Pursuit-Evasion Game Strategy in Arbitr…
A Differential Drive Robot (DDR) located inside a circular detection region in the plane wants to escape from it in minimum time. Various robotics applications can be modeled like the previous problem, such as a DDR escaping as soon as…
We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion process. This equation occurs in the context of real options…
This paper presents a multiplayer Homicidal Chauffeur reach-avoid differential game, which involves Dubins-car pursuers and simple-motion evaders. The goal of the pursuers is to cooperatively protect a planar convex region from the evaders,…
In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…
A popular intermediary in the theory of artificial satellites is obtained after the elimination of parallactic terms from the J2-problem Hamiltonian. The resulting quasi-Keplerian system is in turn converted into the Kepler problem by a…
Models of adaptive bet-hedging commonly adopt insights from Kelly's famous work on optimal gambling strategies and the financial value of information. In particular, such models seek evolutionary solutions that maximize long term average…
Objective: In a companion paper, we propose a parametric hybrid automaton model and an algorithm for the online synthesis of robustly correct and near-optimal controllers for cyber-physical system with reach-avoid guarantees. A key part of…
With the increasing use of robots in daily life, there is a growing need to provide robust collaboration protocols for robots to tackle more complicated and dynamic problems effectively. This paper presents a novel, factor graph-based…
Considering uncertainties and disturbances is an important, yet challenging, step in successful decision making. The problem becomes more challenging in safety-constrained environments. In this paper, we propose a robust and safe trajectory…
Stackelberg equilibrium is a solution concept in two-player games where the leader has commitment rights over the follower. In recent years, it has become a cornerstone of many security applications, including airport patrolling and…
We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…
Advanced Persistent Threats (APTs) infiltrate cyber systems and compromise specifically targeted data and/or resources through a sequence of stealthy attacks consisting of multiple stages. Dynamic information flow tracking has been proposed…
We study computability-theoretic aspects of differential games. Our focus is on pursuit and evasion games played in Euclidean spaces in the tradition of Rado's "Lion versus Man" game. In some ways, these games can be viewed as continuous…
The classical setting of optimal control theory assumes full knowledge of the process dynamics and the costs associated with every control strategy. The problem becomes much harder if the controller only knows a finite set of possible…
This paper presents an analysis of optimal impact strategies to deflect potentially dangerous asteroids. To compute the increase in the minimum orbit intersection distance of the asteroid due to an impact with a spacecraft, simple…
In the present article, we investigate the behavior of orbits in a time independent axially symmetric galactic type potential. This dynamical model can be considered to describe the motion in the central parts of a galaxy, for values of…
We develop algorithms for the numerical computation of the quadratic hedging strategy in incomplete markets modeled by pure jump Markov process. Using the Hamilton-Jacobi-Bellman approach, the value function of the quadratic hedging problem…
The sequence form, owing to its compact and holistic strategy representation, has demonstrated significant efficiency in computing normal-form perfect equilibria for two-player extensive-form games with perfect recall. Nevertheless, the…
We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…
We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…