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This paper focuses on zero-sum stochastic differential games in the framework of forward-backward stochastic differential equations on a finite time horizon with both players adopting impulse controls. By means of BSDE methods, in…

Optimization and Control · Mathematics 2021-04-08 Liangquan Zhang

We consider C*-algebras of finite higher-rank graphs along with their rotational action. We show how the entropy theory of product systems with finite frames applies to identify the phase transitions of the dynamics. We compute the positive…

Operator Algebras · Mathematics 2020-01-24 Evgenios T. A. Kakariadis

The numbers game is a one-player game played on a finite simple graph with certain ``amplitudes'' assigned to its edges and with an initial assignment of real numbers to its nodes. The moves of the game successively transform the numbers at…

Combinatorics · Mathematics 2007-10-02 Robert G. Donnelly

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their…

Physics and Society · Physics 2020-07-15 Thibault Bonnemain , Thierry Gobron , Denis Ullmo

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

We tackle a fundamental problem in empirical game-theoretic analysis (EGTA), that of learning equilibria of simulation-based games. Such games cannot be described in analytical form; instead, a black-box simulator can be queried to obtain…

Computer Science and Game Theory · Computer Science 2019-06-03 Enrique Areyan Viqueira , Cyrus Cousins , Eli Upfal , Amy Greenwald

We extend the canonical Gibbs distribution, originally formulated for systems at equilibrium, to systems driven out of equilibrium. The stochastic dynamics of a small system are described by a probability distribution over discrete energy…

Statistical Mechanics · Physics 2026-03-31 Jean-Luc Garden

In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…

Optimization and Control · Mathematics 2019-07-30 Yagiz Savas , Mohamadreza Ahmadi , Takashi Tanaka , Ufuk Topcu

In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…

Optimization and Control · Mathematics 2026-01-21 Juan Li , Wenqiang Li , Yanwei Li , Huaizhong Zhao

We compute the entropy reduction in feedback controlled systems due to the repeated operation of the controller. This was the lacking ingredient to establish the thermodynamics of these systems, and in particular of Maxwell's demons. We…

Statistical Mechanics · Physics 2009-04-12 F. J. Cao , M. Feito

We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a domain. In contrast with previous…

Optimization and Control · Mathematics 2012-07-17 N. V. Krylov

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…

Statistical Mechanics · Physics 2022-12-06 Eden Nitzan , Aishani Ghosal , Gili Bisker

We consider thermodynamic systems with finitely many degrees of freedom and subject to an external control action. We derive some basic results on the dependence of the relative entropy production rate on the controlling force. Applications…

Mathematical Physics · Physics 2007-05-23 M. Pavon , F. Ticozzi

We consider a finite chain of non-linear oscillators coupled at its ends to two infinite heat baths which are at different temperatures. Using our earlier results about the existence of a stationary state, we show rigorously that for…

chao-dyn · Physics 2015-06-24 Jean-Pierre Eckmann , Claude-Alain Pillet , Luc Rey-Bellet

The Markovian evolution of an open quantum system is characterized by a positive entropy production, while the global entropy gets redistributed between the system and the environment degrees of freedom. Starting from these premises, we…

Zero-sum Dynkin games under Poisson constraints, where players can only stop at the event times of a Poisson process, have been studied widely in the recent literature. The constraint can be modelled in two ways: either both players share…

Optimization and Control · Mathematics 2025-12-09 David Hobson , Gechun Liang , Edward Wang

We present a new outlook on the climate system thermodynamics, studying some of its macroscopic properties in terms of the 1st and 2nd laws of thermodynamics. We review and clarify the notion of efficiency of the climate system by…

Atmospheric and Oceanic Physics · Physics 2011-10-11 Valerio Lucarini

The equilibria formed by the self-gravitating, collisionless collapse of simple initial conditions have been investigated for decades. We present the results of our attempts to describe the equilibria formed in $N$-body simulations using…

Astrophysics of Galaxies · Physics 2015-05-27 Eric I. Barnes , Colin P. Egerer

Two intimately related new classes of games are introduced and studied: entropy games (EGs) and matrix multiplication games (MMGs). An EG is played on a finite arena by two-and-a-half players: Despot, Tribune and the non-deterministic…

Computer Science and Game Theory · Computer Science 2015-12-22 Eugene Asarin , Julien Cervelle , Aldric Degorre , Catalin Dima , Florian Horn , Victor Kozyakin