相关论文: A game theoretical approach for an elliptic system…
We study variants of regular infinite games where the strict alternation of moves between the two players is subject to modifications. The second player may postpone a move for a finite number of steps, or, in other words, exploit in his…
We study the mean value properties of $\mathbf{p}$-harmonic functions on the first Heisenberg group $\mathbb{H}$, in connection to the dynamic programming principles of certain stochastic processes. We implement the approach of…
We extend the symmetry result of Serrin and Weinberger from the Laplacian operator to the highly degenerate game-theoretic $p$-Laplacian operator and show that viscosity solutions of $-\Delta_p^Nu=1$ in $\Omega$, $u=0$ and $\tfrac{\partial…
We prove doubling inequalities for solutions of elliptic systems with an iterated Laplacian as diagonal principal part and for solutions of the Lame' system of isotropic linearized elasticity. These inequalities depend on global properties…
Given a bounded $\mathcaligr{C}^2$ domain $G\subset{\mathbb{R}}^m$, functions $g\in\mathcaligr{C}(\partial G,{\mathbb{R}})$ and $h\in\mathcaligr {C}(\bar{G},{\mathbb{R}}\setminus\{0\})$, let $u$ denote the unique viscosity solution to the…
We study a general class of nonlinear second-order variational inequalities with interconnected bilateral obstacles, related to a multiple modes switching game. Under rather weak assumptions, using systems of penalized unilateral backward…
In this paper, we reconsider some results by Nieto and Truax about generating functions for arbitrary order coherent and squeezed states. These results were obtained using the exponential of the Laplacian operator; more elaborated…
In this paper, we study systems of nonlinear second-order variational inequalities with interconnected bilateral obstacles with non-local terms. They are of min-max and max-min types and related to a multiple modes zero-sum switching game…
We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equation of the game turns out to be a…
We offer some theorems, mainly of finiteness, for certain patterns in elliptical billiards, related to periodic trajectories. For instance, if two players hit a ball at a given position and with directions forming a fixed angle in…
Two losing games, when alternated in a periodic or random fashion, can produce a winning game. This paradox occurs in a family of stochastic processes: if one combines two or more dynamics where a given quantity decreases, the result can be…
We consider two-player stochastic games played on a finite graph for infinitely many rounds. Stochastic games generalize both Markov decision processes (MDP) by adding an adversary player, and two-player deterministic games by adding…
We consider the obstacle problem for the infinity Laplace equation. Given a Lipschitz boundary function and a Lipschitz obstacle we prove the existence and uniqueness of a super infinity-harmonic function constrained to lie above the…
This paper is concerned with the controller-and-stopper stochastic differential game under a regime switching model in an infinite horizon. The state of the system consists of a number of diffusions \emph{coupled} by a continuous-time…
In this paper we first investigate zero-sum two-player stochastic differential games with reflection with the help of theory of Reflected Backward Stochastic Differential Equations (RBSDEs). We will establish the dynamic programming…
We develop a new approach to drifting games, a class of two-person games with many applications to boosting and online learning settings. Our approach involves (a) guessing an asymptotically optimal potential by solving an associated…
We study a complementarity game as a systematic tool for the investigation of the interplay between individual optimization and population effects and for the comparison of different strategy and learning schemes. The game randomly pairs…
We consider a sub-class of bi-matrix games which we refer to as two-person (hereafter referred to as two-player) additively-separable sum (TPASS) games, where the sum of the pay-offs of the two players is additively separable. The row…
We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…
The number of walks from one vertex to another in a finite graph can be counted by the adjacency matrix. In this paper, we prove two theorems that connect the graph Laplacian with two types of walks in a graph. By defining two types of…