Related papers: Linear Quadratic Nash Systems and Master Equations…
Nash equilibrium is a solution concept in non-strictly competitive, non-cooperative game theory that finds applications in various scientific and engineering disciplines. A non-strictly competitive, non-cooperative game model is presented…
In the literature surrounding the theory of Banach spaces, considerable effort has been invested in exploring the conditions on a Banach space X that characterise X as being an inner product space or as a linearly isomorphic copy of a…
Nash equilibria are defined using uncorrelated behavioural or mixed joint probability distributions effectively assuming that players of bounded rationality must discard information to locate equilibria. We propose instead that rational…
We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…
This work presents two novel approaches for the symplectic model reduction of high-dimensional Hamiltonian systems using data-driven quadratic manifolds. Classical symplectic model reduction approaches employ linear symplectic subspaces for…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
In this paper, we introduce a framework of new mathematical representation of Game Theory, including static classical game and static quantum game. The idea is to find a set of base vectors in every single-player strategy space and to…
Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…
This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…
This paper presents a unifying theory of Linear second order systems that allows time-varying and time invariant systems to be treated in the same way for the first time. In the process, a transformation is given that diagonalizes an…
Many time-dependent linear partial differential equations of mathematical physics and continuum mechanics can be phrased in the form of an abstract evolutionary system defined on a Hilbert space. In this paper we discuss a general framework…
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
The famous Nash embedding theorem published in 1956 was aiming for the opportunity to use extrinsic help in the study of (intrinsic) Riemannian geometry, if Riemannian manifolds could be regarded as Riemannian submanifolds. However, this…
This paper concerns with the hierarchical control of the semilinear parabolic equations with interior degeneracy. By a Stackelberg-Nash strategy, we consider the linear and semilinear system with one leader and two followers. First, for any…
The massive Thirring model in the non-laboratory coordinates is considered by the Riemann-Hilbert approach. Existence of global solutions is shown for the cases of the associated Riemann-Hilbert problem without eigenvalues or resonances.…
Variational relation problems allow a general approach for variational inequalities, equilibrium problems, optimization problems, variational inclusions. In this paper we consider a system of quasi-variational relations and determine some…
For any master equation which is local in time, whether Markovian, non-Markovian, of Lindblad form or not, a general procedure is reviewed for constructing the corresponding linear map from the initial state to the state at time t,…
We exemplify the way the rigged Hilbert space deals with the Lippmann-Schwinger equation by way of the spherical shell potential. We explicitly construct the Lippmann-Schwinger bras and kets along with their energy representation, their…
We prove the convergence of greedy and randomized versions of Schwarz iterative methods for solving linear elliptic variational problems based on infinite space splittings of a Hilbert space. For the greedy case, we show a squared error…
We study a class of nonzero-sum stochastic differential games between two teams with agents in each team interacting through graphon aggregates. On the one hand, in each large population group, agents act together to optimize a common…