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Related papers: Differential Games for a Mixed ODE-PDE System

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This paper introduces semi-competitive differential game logic dGLsc, which enables verification of safety-critical applications that involve interactions between two agents. In dGLsc, these interactions are specified as games on hybrid…

Logic in Computer Science · Computer Science 2026-01-30 Julia Butte , André Platzer

This work addresses a classic problem of online prediction with expert advice. We assume an adversarial opponent, and we consider both the finite-horizon and random-stopping versions of this zero-sum, two-person game. Focusing on an…

Analysis of PDEs · Mathematics 2019-09-04 Nadejda Drenska , Robert V. Kohn

Probabilistic timed automata are a suitable formalism to model systems with real-time, nondeterministic and probabilistic behaviour. We study two-player zero-sum games on such automata where the objective of the game is specified as the…

Logic in Computer Science · Computer Science 2016-04-18 Vojtěch Forejt , Marta Kwiatkowska , Gethin Norman , Ashutosh Trivedi

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

Optimization and Control · Mathematics 2009-04-20 Jérôme Renault

Opposition to vaccination has long been a non-negligible public health phenomenon resulted from people's varied perceptions toward vaccination (e.g., vaccine-phobia). This paper investigates the voluntary vaccination behavior of a…

Physics and Society · Physics 2019-09-04 Liqun Lu , Yanfeng Ouyang

We develop a novel multi-layer predictor-feedback to achieve exact compensation of state-dependent input delay of general nonlinear integro-differential equations. The system of interest is an unconventional mixed Partial Differential…

Optimization and Control · Mathematics 2026-04-09 Tong Li , Peipei Shang , Mamadou Diagne

We consider a general type of non-Markovian impulse control problems under adverse non-linear expectation or, more specifically, the zero-sum game problem where the adversary player decides the probability measure. We show that the upper…

Optimization and Control · Mathematics 2022-06-30 Magnus Perninge

This paper considers a hybrid pollution-control differential game with two farsighted players and one myopic player. Both the seasonal regime shifts in the state dynamics and the players' heterogeneous preferences are introduced into the…

Optimization and Control · Mathematics 2025-04-17 Yilun Wu , Anna Tur , Peichen Ye

In this paper we study two-player games with asymmetric partial observation and an energy objective. Such games are played on a weighted automaton by Eve, choosing actions, and Adam, choosing a transition labelled with the given action. Eve…

Logic in Computer Science · Computer Science 2016-11-17 Guillermo A. Pérez

This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…

Optimization and Control · Mathematics 2025-08-13 Zifan Wang , Xinlei Yi , Michael M. Zavlanos , Karl H. Johansson

We discuss and compare two methods of investigations for the asymptotic regime of stochastic differential games with a finite number of players as the number of players tends to the infinity. These two methods differ in the order in which…

Probability · Mathematics 2012-10-23 Rene Carmona , Francois Delarue , Aime Lachapelle

Motivated by recent developments in mean-field games in ecology, in this paper we introduce a connection between the best response dynamics in evolutionary game theory, the minimization of the highest income of a game, and minimizing…

Optimization and Control · Mathematics 2024-11-13 Dante Kalise , Alessio Oliviero , Domènec Ruiz-Balet

This paper proposes and studies a general form of dynamic $N$-player non-cooperative games called $\alpha$-potential games, where the change of a player's value function upon her unilateral deviation from her strategy is equal to the change…

Optimization and Control · Mathematics 2025-04-02 Xin Guo , Xinyu Li , Yufei Zhang

In this paper we propose and analyze a class of $N$-player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification…

Mathematical Finance · Quantitative Finance 2021-10-26 Xin Guo , Wenpin Tang , Renyuan Xu

The classical mean-variance portfolio selection problem induces time-inconsistent (precommited) strategies (see Zhou and Li (2000)). To overcome this time-inconsistency, Basak and Chabakauri (2010) introduce the game theoretical approach…

Mathematical Finance · Quantitative Finance 2023-05-26 Mengge Li , Shuaijie Qian , Chao Zhou

In this paper, we consider the $n \times n$ two-payer zero-sum repeated game in which one player (player X) employs the popular Hedge (also called multiplicative weights update) learning algorithm while the other player (player Y) adopts…

Dynamical Systems · Mathematics 2024-03-08 Xinxiang Guo , Yifen Mu , Xiaoguang Yang

We discuss the general framework of a stochastic two-player, hybrid differential game, and we apply it to the modelling of a "match race" between two sailing boats, namely a competition in which the goal of both players is to proceed in the…

Numerical Analysis · Mathematics 2019-06-27 Simone Cacace , Roberto Ferretti , Adriano Festa

For a non-cooperative m-persons differential game, the value functions ofthe various players satisfy a system of Hamilton-Jacobi-Bellman equations.Nashequilibrium solutions in feedback form can be obtained by studying a related system of…

Optimization and Control · Mathematics 2009-01-31 Jaykov Foukzon

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…

Mathematical Finance · Quantitative Finance 2026-03-31 Tiziano De Angelis , Caio César Graciani Rodrigues , Peter Tankov

A robustly stabilizing optimal control policy in a model-free mixed $\mathcal{H}_2/\mathcal{H}_\infty$-control setting is here put forward for counterbalancing the slow convergence and non-robustness of traditional high-variance policy…

Optimization and Control · Mathematics 2023-04-18 Lekan Molu