A zero-sum stochastic differential game problem on infinite horizon with continuous and impulse controls is studied. We obtain the existence of the value of the game and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities. We also obtain a verification theorem which provides an optimal strategy of the game.
A zero-sum stochastic differential game problem on infinite horizon with continuous and impulse controls is studied. We obtain the existence of the value of the game and characterize it as the unique viscosity solution of the associated system of quasi-variational inequalities. We also obtain a verification theorem which provides an optimal strategy of the game.
We compare two concepts of stochastic stability in spatial games. The classical approach to stochastic stability, introduced by Foster and Young [8], involves single configurations in the zero-noise limit. Ensemble stability discussed in [17] refers to ensembles of configurations in the limit of an infinite number of players. The above two limits may not commute. We will discuss reasons of such behaviour. We review some results concerning the effect of the number of players and the noise level on...
We describe a sequent calculus μLJ with primitives for inductive and coinductive datatypes and equip it with reduction rules allowing a sound translation of Gödel’s system T. We introduce the notion of a μ-closed category, relying on a uniform interpretation of open μLJ formulas as strong functors. We show that any μ-closed category is a sound model for μLJ. We then turn to the construction of a concrete μ-closed category based on Hyland-Ong game semantics. The model relies on three main ingredients:...
The superadditivity and related concepts belong to the fundamental ones in the coalition game theory. Their definition in general coalition games (games without side-payments) is based on the set theoretical approaches. It means that in the case of fuzzy coalition games the set theoretical model can be modified into the fuzzy set theoretical one. In this paper, the coalition games without side-payments and with fuzzy expectations of the pay-offs of players are considered and it is shown that for...
Dans cet article nous étudions les propriétés essentielles de l’équilibre fort selon Berge (EFSB) pour les jeux à personnes, ensuite nous prouvons son existence en utilisant l’inégalité de Ky Fan et donnons un procédé adéquat pour sa recherche pratique.
In this paper we study the main properties of the strong Berge equilibrium, then we prove a theorem of its existence based on the Ky Fan inequality and finally, we provide an algorithm for its determination.
This paper is concerned with a security problem for a discrete-time linear networked control system of switched dynamics. The control sequence generated by a remotely located controller is transmitted over a vulnerable communication network, where the control input may be corrupted by false data injection attacks launched by a malicious adversary. Two partially conflicted cost functions are constructed as the quantitative guidelines for both the controller and the attacker, after which a switched...