Looking Forward Approach in Cooperative Differential Games with Uncertain Stochastic Dynamics
In this study, a novel approach for defining and computing a solution for a differential game is presented for a case, wherein players do not have complete information about the game structure for the full time interval. At any instant in time, players have certain information about the motion equations and payoff functions for a current subinterval, and a forecast about the game structure for the rest of the time interval. The forecast is described by stochastic differential equations. The information about the game structure updates at fixed instants of time and is completely unknown in advance. A new solution is defined as a recursive combination of sets of imputations in the combined truncated subgames that are analyzed by the Looking Forward Approach. An example with a resource extraction game is presented to demonstrate a comparison of payoff functions without a forecast and that with stochastic and deterministic forecasts.
An optimal control problem is formulated for a class of nonlinear systems for which there exists a coordinate representation transforming the original system into a system with a linear main part and a nonlinear feedback. In this case the coordinate transformation significantly changes the form of original quadratic functional. The penalty matrices become dependent on the system state. The linearity of the transformed system structure and the quadratic functional make it possible to pass over from the Hamilton–Jacoby–Bellman equation (HJB) to the state dependent Riccati equation (SDRE) upon the control synthesis. Note that it is rather difficult to solve the obtained form of SDRE analytically in the general case. In this study, we construct the guaranteed control method from the point of view of the system quality based on feedback linearization of the nonlinear system; the transformation of the cost function upon linearization is examined, as well as the system behavior in the presence of disturbance and the control synthesis for this case. The presented example illustrates the application of the proposed control method for the feedback linearizable nonlinear system.
We use the payment schedule based approach to ensure stable cooperation in multistage games with vector payoffs.
A new strongly time-consistent (dynamically stable) optimality principle is proposed in a cooperative differential game. This is done by constructing a special subset of the core of the game. It is proposed to consider this subset as a new optimality principle. The construction is based on the introduction of a function V^ that dominates the values of the classical characteristic function in coalitions. Suppose that V (S, x¯ (τ), T −τ) is the value of the classical characteristic function computed in the subgame with initial conditions x¯ (τ), T −τ on the cooperative trajectory. Define V^(S;X0,T−t0)=maxt0≤τ≤TV(S;x∗(τ),T−τ)V(N;X∗(τ),T−τ)V(N;x0,T−t0) Using this function, we construct an analog of the classical core. It is proved that the constructed core is a subset of the classical core; thus, we can consider it as a new optimality principle. It is also proved that the newly constructed optimality principle is strongly time-consistent.
This book is devoted to game theory and its applications to environmental problems, economics, and management. It collects contributions originating from the 12th International Conference on “Game Theory and Management” 2018 (GTM2018) held at Saint Petersburg State University, Russia, from 27 to 29 June 2018.
This proceedings publication is a compilation of selected contributions from the “Third International Conference on the Dynamics of Information Systems” which took place at the University of Florida, Gainesville, February 16–18, 2011. The purpose of this conference was to bring together scientists and engineers from industry, government, and academia in order to exchange new discoveries and results in a broad range of topics relevant to the theory and practice of dynamics of information systems. Dynamics of Information Systems: Mathematical Foundation presents state-of-the art research and is intended for graduate students and researchers interested in some of the most recent discoveries in information theory and dynamical systems. Scientists in other disciplines may also benefit from the applications of new developments to their own area of study.
We introduce a new sequential game, where each player has a limited resource that he needs to spend on increasing the probability of winning each stage, but also on maintaining the assets that he has won in the previous stages. Thus, the players’ strategies must take into account that winning at any given stage negatively affects the chances of winning in later stages. Whenever the initial resources of the players are not too small, we present explicit strategies for the players, and show that they are a Nash equilibrium, which is unique in an appropriate sense.
We use so-called “Imputation Distribution Procedure” approach to sustain long-term cooperation in n-person multicriteria game in extensive form.
The task of designing the control actions for a heavy water reactor under uncertainty changes its parameters considered in the key differential game. The possibility of representing nonlinear dynamics of the object in the form of a system with parameters depending on the state (State Dependent Coefficients) and quadratic functional qualities allow you to go from having to solve a scalar partial differential equation (the Hamilton-Jacobi-Bellman) to the Riccati equation with parameters depending on the state. Feasible solution obtained by applying the min-max method. The results of mathematical modeling system in the shutdown of a nuclear reactor.
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.