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Sampled-Data Nash Equilibria in Differential Games with Impulse Controls
We study a class of deterministic two-player nonzero-sum differential games where one player uses piecewise-continuous controls to affect the...
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Markovian-Switching Systems: Backward and Forward-Backward Stochastic Differential Equations, Mean-Field Interactions, and Nonzero-Sum Differential Games
This work is devoted to Markovian-switching systems. In particular, backward stochastic differential equations (BSDEs), forward-backward stochastic...
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On the SQH Method for Solving Differential Nash Games
A sequentialquadratic Hamiltonian schemefor solving open-loop differential Nash games is proposed and investigated. This method is formulated in the...
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Comparative Dynamics in Differential Games: A Note on the Differentiability of Solutions
We revisit the assumption of differentiability of solutions with respect to exogenous variables in the differential games literature (e.g., Ling and...
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Generalized Differential Games
An important generalization of a Nash equilibrium is the case when the players must choose strategies which depend on the other players. The case in...
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Inverse Noncooperative Differential Games
In this chapter, we generalize and extend the continuous-time inverse optimal control methods and results of Chap. 4 to inverse noncooperative...
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Solutions of Cooperative Differential Games with Partner Sets
AbstractNetwork differential games with partner sets are considered. The payoff of each player depends on his actions and the actions of the players...
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Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications
This paper is concerned with both nonzero-sum and zero-sum Stackelberg stochastic differential games on a finite horizon in feedback information...
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Nash Equilibria Strategies and Equivalent Single-Objective Optimization Problems. The Case of Linear Partial Differential Equations
In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach...
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Solving Maxmin Optimization Problems via Population Games
Population games are games with a finite set of available strategies and an infinite number of players, in which the reward for choosing a given...
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Non-zero-sum Games and Nash Equilibriums: Applications to Generation Gaps Problems
This chapter critically discusses non-zero-sum games with special reference to Nash equilibrium, which is a successor of Cournot equilibrium in the...
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Nash Equilibria for Total Expected Reward Absorbing Markov Games: The Constrained and Unconstrained Cases
We consider a nonzero-sum N -player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are...
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Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria
This paper studies an asymptotic solvability problem for linear quadratic (LQ) mean field games with controlled diffusions and indefinite weights for...
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Linear Quadratic Leader-Follower Stochastic Differential Games: Closed-Loop Solvability
In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with quadratic cost...
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A terrorism-based differential game: Nash differential game
In this paper, we investigate the problem of combating terrorism by the government, which is one of the most serious problems that direct governments...
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Mean Field Games for Diel Vertical Migration with Diffusion
We present a theoretical framework, based on differential mean field games, for expressing diel vertical migration in the ocean as a game with a...
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Multilevel Reverse Stackelberg Differential Games: Existence and Solution Approach for Affine Strategies
This article considers multilevel sequential differential games over fixed time interval. In this continuous time game structure, the leader controls...
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Newton’s Method, Bellman Recursion and Differential Dynamic Programming for Unconstrained Nonlinear Dynamic Games
Dynamic games arise when multiple agents with differing objectives control a dynamic system. They model a wide variety of applications in economics,...
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Do Small Players Undermine Cooperation in Asymmetric Games?
I study an indefinitely repeated game where players can differ in size and investigate the implications for cooperative-looking behavior. A common...
