Limit policies in N-sector dynamic growth games with externalities.
Linear time-optimal control problem with incomplete information about state. Optimization of guaranteed result
Linear-quadratic differential games: from finite to infinite dimension
The object of this paper is the generalization of the pioneering work of P. Bernhard [J. Optim. Theory Appl. 27 (1979)] on two-person zero-sum games with a quadratic utility function and linear dynamics. It relaxes the semidefinite positivity assumption on the matrices in front of the state in the utility function and introduces affine feedback strategies that are not necessarily L²-integrable in time. It provides a broad conceptual review of recent results in the finite-dimensional case for which...
Method of construction of the evasion strategy for differential games with many pursuers [Book]
Nash equilibrium payoffs for stochastic differential games with reflection
In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations.
Nonsmooth analysis approach to Isaac's equation.
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
Objective function design for robust optimality of linear control under state-constraints and uncertainty
We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations.
On a class of nonlinear evasion games
On a nonlinear differential game of evasion with constraints
On a problem of evasion
On noncooperative nonlinear differential games
Noncooperative games with systems governed by nonlinear differential equations remain, in general, nonconvex even if continuously extended (i. e. relaxed) in terms of Young measures. However, if the individual payoff functionals are “enough” uniformly convex and the controlled system is only “slightly” nonlinear, then the relaxed game enjoys a globally convex structure, which guarantees existence of its Nash equilibria as well as existence of approximate Nash equilibria (in a suitable sense) for...
On the necessary condition for the optimality of control in the problem of evasion in differential games
On the numerical resolution of Isaac's inequalities
Optimalizace a diferenciální hry
Parameter optimization in nonzero-sum differential games
PDE-viscosity solution approach to some problems of large deviations
Pursuit games with bounded accelerations
Pursuit-evasion differential game with many inertial players.
Régulation dynamique conflictuelle