Search

We establish that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of a discrete-time stochastic system as well as the set of their mathematical expectations converge to a non-random, convex and compact set. We apply these results to the averaging a hybrid system with a slow continuous-time component and a fast discrete-time component. It is shown that the solutions of the hybrid system are approximated by the solutions of a differential inclusion. The novelty of our results is that we allow the state-control space of the fast component to be non-denumerable. [ABSTRACT FROM AUTHOR]

The paper aims to enhance wireless networks by improving cost and fairness with the assistance of reconfigurable intelligent surfaces (RISs) and game theory. Trusted RIS holders could purchase the copyrights of RIS technology from wireless service providers, their competitive behaviors were simulated using a non-cooperative pricing game to optimize the utility of the pricing structure. RIS holders were supposed to be bounded rational and base their decisions on past strategies. This selfish action was framed as a duopoly game of bounded rationality with history. To ensure fairness, the solution to this game was defined as the Nash equilibrium, but maintaining the stability of this solution was difficult. The local stability of the solution was analyzed. Numerical simulations showed that RIS holders who possessed story-awareness were more likely to attain Nash equilibrium, and its stability region became larger for specific story weights and RIS size values. Next, a basin of attraction graph simulated the effect of history on the global stability of Nash equilibrium. The study provided information to RIS holders to minimize the cost of installing RIS on their own or rented properties while transmitting more radio spectrum to users. [ABSTRACT FROM AUTHOR]

An optimization problem of maximizing an integral of a function over a family of probability measures is considered. The problem is a generalization of a well-studied variational problem in mathematical economics, concerning optimal allocations. The specific generalization that we examine arises also in the limit of singularly perturbed optimal control problems. We examine the mathematical problem and allude to the singular perturbation motivation. [ABSTRACT FROM AUTHOR]

We consider a finite horizon multi-model linear-quadratic optimal control problem. For this problem, we treat the case where the problem's functional does not contain a control function. The latter means that the problem under consideration is a singular optimal control problem. To solve this problem, we associate it with a new optimal control problem for the same multi-model system. The functional in this new problem is the sum of the original functional and an integral of the square of the Euclidean norm of the vector-valued control with a small positive weighting coefficient. Thus, the new problem is regular. Moreover, it is a multi-model cheap control problem. Using the solvability conditions (Robust Maximum Principle), the solution of this cheap control problem is reduced to the solution of the following three problems: (i) a terminal-value problem for an extended matrix Riccati type differential equation; (ii) an initial-value problem for an extended vector linear differential equation; (iii) a nonlinear optimization (mathematical programming) problem. We analyze an asymptotic behavior of these problems. Using this asymptotic analysis, we design the minimizing sequence of state-feedback controls for the original multi-model singular optimal control problem, and obtain the infimum of the functional of this problem. We illustrate the theoretical results with an academic example. [ABSTRACT FROM AUTHOR]

In this paper, we consider a discrete-time optimal control problem related to the model of Robinson, Solow and Srinivasan. We analyze this optimal control problem without concavity assumptions on a non-concave utility function which represents the preferences of the planner and establish the existence of good programs and optimal programs which are Stiglitz production programs. [ABSTRACT FROM AUTHOR]

The infinite time reachable set of a strictly stable linear control system is the Hausdorff limit of the finite time reachable set of the origin as time tends to infinity. By definition, it encodes useful information on the long-term behavior of the control system. Its characterization as a limit set gives rise to numerical methods for its computation that are based on forward iteration of approximate finite time reachable sets. These methods tend to be computationally expensive, because they essentially perform a Minkowski sum in every single forward step. We develop a new approach to computing the infinite time reachable set that is based on the invariance properties of the control system and the desired set. These allow us to characterize a polyhedral outer approximation as the unique solution to a linear program with constraints that incorporate the system dynamics. In particular, this approach does not rely on forward iteration of finite time reachable sets. [ABSTRACT FROM AUTHOR]

We show a connection between global unconstrained optimization of a continuous function f and weak KAM theory for an eikonal-type equation arising also in ergodic control. A solution v of the critical Hamilton–Jacobi equation is built by a small discount approximation as well as the long time limit of an associated evolutive equation. Then v is represented as the value function of a control problem with target, whose optimal trajectories are driven by a differential inclusion describing the gradient descent of v. Such trajectories are proved to converge to the set of minima of f, using tools in control theory and occupational measures. We prove also that in some cases the set of minima is reached in finite time. [ABSTRACT FROM AUTHOR]

The article contains a survey of publications studying problems characterized by the presence of fast variables with various rates of change (time scales). We consider the passage to the limit from the solution of a perturbed problem to the solution of a degenerate one, asymptotic solutions of initial and boundary value problems, stability and controllability, asymptotic solutions of optimal control problems, and problems with "hidden" multi-tempo variables. In addition, problems with control constraints, game problems, and stochastic systems are given. The last section presents practical problems with multi-tempo fast motions. [ABSTRACT FROM AUTHOR]

The aim of this paper is twofold. On one hand, we strive to give a simpler proof of the optimality of greedy controls when the cost of interventions is control-affine and the dynamics follow a state-constrained controlled SIR model. This is achieved using the Hamilton–Jacobi characterization of the value function, via the verification argument and explicit trajectory-based computations. Aside from providing an alternative to the Pontryagin complex arguments in Avram et al. (Appl Math Comput 418:126816, 2022) (see also Avram et al. in Appl Math Comput 423:127012, 2022), this method allows one to consider more general classes of costs; in particular state-dependent ones. On the other hand, the paper is completed by linear programming methods allowing one to deal with possibly discontinuous costs. In particular, we propose a brief exposition of classes of linearized dynamic programming principles based on our previous work and ensuing dual linear programming algorithms. We emphasize the particularities of our state space and possible generations of forward scenarios using the description of reachable sets. [ABSTRACT FROM AUTHOR]

A qualitative game describes a situation in which antagonistic players strive to keep the evolutions of their state variables in predetermined constraint sets. We argue that a qualitative game model is a suitable mathematical representation of the struggle between a domestic central bank of a small open economy and a foreign central bank of a large economy to maintain their respective state variables within an acceptable band regardless of the other player's choices. The actions of the foreign central bank affect the domestic exchange rate and, hence, domestic inflation, output gap and interest rate. However, these actions do not necessarily aim to destabilise the small open economy, nor do they take into account the state of the latter. The domestic bank's problem, therefore, is similar to that of a game against nature. We refer to this type of qualitative game as a nuisance-agent game (or NA-game). We use viability theory to derive satisficing rules (in the sense of Simon) of nominal interest-rate adjustments for the domestic central bank of a small open economy in a qualitative NA-game against the foreign central bank. [ABSTRACT FROM AUTHOR]

Environmental management optimizing a long‐run objective is an ergodic control problem whose resolution can be achieved by solving an associated non‐local Hamilton–Jacobi–Bellman (HJB) equation having an effective Hamiltonian. Focusing on sediment storage management as a modern engineering problem, we formulate, analyze, and compute a new ergodic control problem under discrete observations: a simple but non‐trivial mathematical problem. We give optimality and comparison results of the corresponding HJB equation having unique non‐smoothness and discontinuity. To numerically compute HJB equations, we propose a new fast‐sweep method resorting to neither pseudo‐time integration nor vanishing discount. The optimal policy and the effective Hamiltonian are then computed simultaneously. Convergence rate of numerical solutions is computationally analyzed. An advanced robust control counterpart where the dynamics involve uncertainties is also numerically considered. [ABSTRACT FROM AUTHOR]

In this paper, the potential differential game concept introduced by Fonseca-Morales and Hernández-Lerma (2018) is used in analyzing stabilization problems for n-player noncooperative capital accumulation games (CAGs). By first identifying a CAG as a potential game, an associated optimal control problem (OCP) of the CAG is obtained, whose optimal solution is an open-loop Nash equilibrium for the CAG. Compared with a saddle-point stability condition obtained for undiscounted CAG in the literature, a sufficient and easily verifiable condition is obtained for both discounted and undiscounted CAGs. In addition, the concept allows the turnpike property obtained for OCPs in Trélat and Zuazua (2015) to be verified for CAGs. Lastly, an illustrative example is given to verify the latter stability result for some CAGs. [ABSTRACT FROM AUTHOR]

In this paper, a statics quantum Cournot duopoly model with isoelastic demand is firstly set up considering quantum entanglement in decision making between firms. On this basis, a dynamic duopoly game with bounded rationality is established by dynamic adjustment mechanism, and then, local stability of the Nash equilibrium is studied by Jacobian matrix and Jury criterion. In addition, local bifurcation, the multi-stability motion and contact bifurcation of system are analyzed in detail through numerical simulation. It is found that the system will gradually enter chaos as the speed of adjustment increases. Furthermore, the marginal cost can change the stability region and the bifurcation types of the system. The results of quantum entanglement show that the squeezing parameter affects the global dynamical behaviors of the system and the equilibrium profits of firms. Finally, we compared the dynamical behaviors of the established model with those of the linear demand model proposed by Yang and Gong. [ABSTRACT FROM AUTHOR]

Canard cycles are periodic orbits that appear as special solutions of fast-slow systems (or singularly perturbed ordinary differential equations). It is well known that canard cycles are difficult to detect, hard to reproduce numerically, and that they are sensible to exponentially small changes in parameters. In this paper, we combine techniques from geometric singular perturbation theory, the blow-up method, and control theory, to design controllers that stabilize canard cycles of planar fast-slow systems with a folded critical manifold. As an application, we propose a controller that produces stable mixed-mode oscillations in the van der Pol oscillator. [ABSTRACT FROM AUTHOR]

This paper deals with problem of control under disturbance where dynamics of control system is fully nonlinear. Formulation of the problem follows first player’s problem in Krasovskii–Subbotin framework for the differential games. In a single cubic grid of time-state space the value function and the control values are simultaneously calculated, based on minmax structure with the use of multilinear interpolation. The control function at each instant of temporal partition is constructed by constant interpolation of the control values calculated at spatial nodes in the same instant. Convergence of the approximation scheme to the value function and universal suboptimality of the proposed feedback control are shown. Through several examples, the correctness of the schemes is illustrated. [ABSTRACT FROM AUTHOR]

We consider infinite horizon optimal control problems with time averaging and time discounting criteria and derive linear programming-related representations of Cesàro and Abel limits of their optimal values in the case when they depend on the initial conditions. We show that Cesàro and Abel limits are equal if they are continuous functions of the initial condition, strengthening previous results that require uniform convergence to ensure this equality. The obtained representations of the limits of value functions are used to derive optimality conditions for the long-run average optimal control problem. [ABSTRACT FROM AUTHOR]

In this paper, a dynamical Cournot model with nonlinear demand and R&D spillovers is established. The system is symmetric when the duopoly firms have same economic environments, and it is proved that both the diagonal and the coordinate axes are the one-dimensional invariant manifolds of system. The results show that Milnor attractor of system can be found through calculating the transverse Lyapunov exponents. The synchronization phenomenon is verified through basins of attraction. The effects of adjusting speed and R&D spillovers on the dynamical behaviors of the system are discussed. The topological structures of basins of attraction are analyzed through critical curves, and the evolution process of "holes" in the feasible region is numerically simulated. In addition, various global bifurcation behaviors, such as two kinds of contact bifurcation and the blowout bifurcation, are shown. [ABSTRACT FROM AUTHOR]

In this paper, we present a game-theoretic model, a new algorithmic framework with convergence theory, and numerical examples for the solution of intersection management problems. In our model, we consider autonomous vehicles that can communicate with each other in order to find individual optimal driving strategies through an intersection, without colliding with other vehicles. This results in coupled optimal control problems and we consider a generalized Nash equilibrium reformulation of the problem. Herein, we have individual differential equations, state and control constraints and additionally nonconvex shared constraints. To handle the nonconvexity we consider a partial penalty approach. To solve the resulting standard Nash equilibrium problem, we propose a decomposition method, where the selection of the players is controlled through penalty terms. The proposed method allows the prevention of a priori introduced hierarchies. Using dynamic programming, we prove convergence of our algorithm. Finally, we present numerical studies that show the effectiveness of the approach. [ABSTRACT FROM AUTHOR]

This work is concerned with a class of discrete-time, zero-sum games with Markov transitions on a denumerable state space. At each decision time player II can stop the system paying a terminal reward to player I, or can let the system continue its evolution. If the system is not halted, player I selects an action which affects the transitions and receives a running reward from player II. The performance of a pair of decision strategies is measured by the total expected reward criterion and, under mild continuity-compactness conditions, communication-ergodicity properties are used to show that (i) the upper and lower value functions of the game coincide, and (ii) their common value is characterized as the unique fixed point of a nonexpansive operator from which a Nash equilibrium can be derived. [ABSTRACT FROM AUTHOR]

In this paper, a suboptimal reduced control method is proposed for a class of nonlinear singularly perturbed systems (SPSs) with unknown dynamics. By using singular perturbation theory, the original system is reduced to a reduced system, by which a policy iterative method is proposed to solve the corresponding reduced Hamilton–Jacobi–Bellman (HJB) equation with convergence guaranteed. A reinforcement learning (RL) algorithm is proposed to implement the policy iterative method without using any knowledge of the system dynamics. In the RL algorithm, the unmeasurable state of the virtual reduced system is reconstructed by the slow state measurements of the original system, the controller and cost function are approximated by actor‐critic neural networks (NNs) and the method of weighted residuals is utilized to update the NN weights. The influence introduced by state reconstruction error and NN function approximation on the convergence, suboptimality of the reduced controller and stability of the closed‐loop SPSs are rigorously analyzed. Finally, the effectiveness of our proposed method is illustrated by examples. [ABSTRACT FROM AUTHOR]

A decision-making (DM) agent models its environment and quantifies its DM preferences. An adaptive agent models them locally nearby the realisation of the behaviour of the closed DM loop. Due to this, a simple tool set often suffices for solving complex dynamic DM tasks. The inspected Bayesian agent relies on a unified learning and optimisation framework, which works well when tailored by making a range of case-specific options. Many of them can be made off-line. These options concern the sets of involved variables, the knowledge and preference elicitation, structure estimation, etc. Still, some meta-parameters need an on-line choice. This concerns, for instance, a weight balancing exploration with exploitation, a weight reflecting agent's willingness to cooperate, a discounting factor, etc. Such options influence, often vitally, DM quality and their adaptive tuning is needed. Specific ways exist, for instance, a data-dependent choice of a forgetting factor serving to tracking of parameter changes. A general methodology is, however, missing. The paper opens a pathway to it. The solution uses a hierarchical feedback exploiting a generic, DM-related, observable, mismodelling indicator. The paper presents and justifies the theoretical concept, outlines and illustrates its use. [ABSTRACT FROM AUTHOR]

Summary: In this article, by using singular perturbation theory, reinforcement learning (RL), and Takagi–Sugeno (T‐S) fuzzy methods, a RL‐fuzzy‐based composite suboptimal control method is proposed for nonlinear slow‐fast coupled systems (SFCSs) with unknown slow dynamics. First, the SFCSs is decomposed into slow and fast subsystems and the original optimal control problem is reduced to two subproblems. Then, for the slow subsystem, a nonlinear coordinate transformation is introduced to transform the nonquadratic slow utility function into the quadratic form. Unmeasurable virtual slow subsystem state is reconstructed by the state measurements of original system and slow controller design algorithm is proposed in the framework of RL by utilizing the actor‐critic neural networks to approximate the controller and cost function. For the fast subsystem, T‐S fuzzy model is established and state measurements of the original system are exploited to reconstruct the unmeasurable fast subsystem state. Fast controller is designed with the approach of parallel distributed compensation. The obtained slow and fast controllers form the composite suboptimal controller for the original SFCSs. Considering the state reconstruction error, convergence of the slow controller design algorithm, suboptimality of the composite controller, and stability of the closed‐loop SFCSs are analyzed. Finally, the effectiveness of our proposed method is illustrated by examples. [ABSTRACT FROM AUTHOR]

Memory-type statistical control charts, such as exponentially weighted moving average (EWMA) and cumulative sum (CUSUM), are broadly-used statistical feedback policies for detecting small quality changes in univariate and multivariate processes. Many papers on economic-statistical design of these control charts used the general formula proposed by Lorenzen and Vance (Technometrics 28(1):3–10, 1986) as a semi-closed-form expression of the long-run average quality cost. Contrary to popular opinion, this paper argues that this old formula is not correct for memory-type control charts and shows how the formula can be corrected by using concepts such as conditional average run lengths (ARLs), mean of ARLs (MARL), and average number of false alarms (ANFA). The paper also proposes a simulation method as an alternative to directly estimate the cost function, which can be easily adapted for nonstandard assumptions. The results for the EWMA, multivariate EWMA, and CUSUM control charts indicate that the correct computation of the objective function results in significantly different optimal designs, which implies that the old formula is not an acceptable approximation for memory-type control charts. A numerical study is also conducted to compare the numerical efficiency and stability of the simulation method and the computational procedure based on the corrected formula. The required codes are provided. [ABSTRACT FROM AUTHOR]

We propose a convex-optimization-based framework for computation of invariant measures of polynomial dynamical systems and Markov processes, in discrete and continuous time. The set of all invariant measures is characterized as the feasible set of an infinite-dimensional linear program (LP). The objective functional of this LP is then used to single out a specific measure (or a class of measures) extremal with respect to the selected functional such as physical measures, ergodic measures, atomic measures (corresponding to, e.g., periodic orbits) or measures absolutely continuous w.r.t. to a given measure. The infinite-dimensional LP is then approximated using a standard hierarchy of finite-dimensional semidefinite programming problems, the solutions of which are truncated moment sequences, which are then used to reconstruct the measure. In particular, we show how to approximate the support of the measure as well as how to construct a sequence of weakly converging absolutely continuous approximations. As a by-product, we present a simple method to certify the nonexistence of an invariant measure, which is an important question in the theory of Markov processes. The presented framework, where a convex functional is minimized or maximized among all invariant measures, can be seen as a generalization of and a computational method to carry out the so-called ergodic optimization, where linear functionals are optimized over the set of invariant measures. Finally, we also describe how the presented framework can be adapted to compute eigenmeasures of the Perron–Frobenius operator. [ABSTRACT FROM AUTHOR]

We propose a new reinforcement learning approach for nonlinear optimal control where the value function is updated as restricted to control Lyapunov function (CLF) and the policy is improved using a variation of Sontag's formula. The practical asymptotic stability of the closed‐loop system is guaranteed during the training and at the end of training without requiring an additional actor network and its update rule. For a single‐layer neural network (NN) with exact basis functions, the approximate function converges to the optimal value function, resulting in the optimal controller. When a deep NN is used, the level set shapes of the trained NN become similar to those of the optimal value function. Because Sontag's formula with CLF is equivalent to the optimal controller when the given CLF has the same level set shapes as the optimal value function, Sontag's formula with the trained NN provides a nearly optimal controller. [ABSTRACT FROM AUTHOR]

Lion and Man problems are classical examples of pursuit and evasion games. However, the traditional analytic methods and indirect numerical methods only can handle the generalization of Lion and Man problems in games with small scales and simple scenarios. In this study, we first extend the original Lion and Man problems to a more complicated and time-varying game environment. Then we propose the simultaneous orthogonal collocation decomposition (SOCD) method, which is a direct method for exploring solutions of Lion and Man problems in a complicated game environment. Compared to indirect methods, SOCD method is much easier to apply. The max-minimization problem in Lion and Man problems is decomposed into two subproblems of optimal control, which are discretized by using the orthogonal collocation method. Local solutions of the resulting nonlinear programming problems lead to the optimal control problems. We also develop the receding horizon optimization method based on SOCD method to solve Lion and Man problems online in a time-varying game environment. In this method, the whole optimization time domain is divided into several short optimization cycles, and Lion and Man problems in each cycle are based on real-time observations of the game environment. The validity of these two methods is tested by conducting numerical simulations, and the results demonstrate that these methods provide a unified framework for solving extended Lion and Man problems. [ABSTRACT FROM AUTHOR]

This paper presents an approximation scheme for optimal control problems using finite-dimensional linear programs and interval analysis. This is done in two parts. Following Vinter approach (SIAM J Control Optim 31(2):518–538, 1993) and using occupation measures, the optimal control problem is written into a linear programming problem of infinite-dimension (weak formulation). Thanks to Interval arithmetic, we provide a relaxation of this infinite-dimensional linear programming problem by a finite dimensional linear programming problem. A proof that the optimal value of the finite dimensional linear programming problem is a lower bound to the optimal value of the control problem is given. Moreover, according to the fineness of the discretization and the size of the chosen test function family, obtained optimal values of each finite dimensional linear programming problem form a sequence of lower bounds which converges to the optimal value of the initial optimal control problem. Examples will illustrate the principle of the methodology. [ABSTRACT FROM AUTHOR]

In this paper, a mixed duopoly dynamic model with bounded rationality is built, where a public-private joint venture and a private enterprise produce homogeneous products and compete in the same market. The purpose of this research is to study the stability and the multistability of the established model. The local stability of all the equilibrium points is discussed by using Jury condition, and the stability region of the Nash equilibrium point has been given. A special fractal structure called "hub of periodicity" has been found in the two-parameter space by numerical simulation. In addition, the phenomena of multistability (also called coexistence of multiple attractors) are also studied using basins of attraction and 1-D bifurcation diagrams with adiabatic initial conditions. We find that there are two different coexistences of multiple attractors. And, the fractal structure of the attracting basin is also analyzed, and the formation mechanisms of "holes" and "contact" bifurcation have been revealed. At last, the long-term profits of the enterprises are studied. We find that some enterprises can even make more profits under a chaotic circumstance. [ABSTRACT FROM AUTHOR]

Price competition has become a universal commercial phenomenon nowadays. This paper considers a dynamic Bertrand price game model, in which enterprises have heterogeneous expectations. By the stability theory of the dynamic behavior of the Bertrand price game model, the instability of the boundary equilibrium point and the stability condition of the internal equilibrium point are obtained. Furthermore, bifurcation diagram, basin of attraction, and critical curve are introduced to investigate the dynamic behavior of this game. Numerical analysis shows that the change of model parameters in a dynamic system has a significant impact on the stability of the system and can even lead to complex dynamic behaviors in the evolution of the entire economic system. This kind of complex dynamic behavior will cause certain damage to the stability of the whole economic system, causing the market to fall into a chaotic state, which is manifested as a kind of market disorder competition, which is very unfavorable to the stability of the economic system. Therefore, the chaotic behavior of the dynamical system is controlled by time-delay feedback control and the numerical analysis shows that the effective control of the dynamical system can be unstable behavior and the rapid recovery of the market can be stable and orderly. [ABSTRACT FROM AUTHOR]

Summary: Recently proposed adaptive dynamic programming (ADP) tracking controllers assume that the reference trajectory follows time‐invariant exo‐system dynamics—an assumption that does not hold for many applications. In order to overcome this limitation, we propose a new Q‐function that explicitly incorporates a parametrized approximation of the reference trajectory. This allows learning to track a general class of trajectories by means of ADP. Once our Q‐function has been learned, the associated controller handles time‐varying reference trajectories without the need for further training and independent of exo‐system dynamics. After proposing this general model‐free off‐policy tracking method, we provide an analysis of the important special case of linear quadratic tracking. An example demonstrates that our new method successfully learns the optimal tracking controller and outperforms existing approaches in terms of tracking error and cost. [ABSTRACT FROM AUTHOR]

The paper is devoted to the memory of Antony Willits Merz who solved the homicidal chauffeur problem and was very active in differential games in the 1970s and 1980s. A description of his main works, together with his biography, is presented. [ABSTRACT FROM AUTHOR]

This paper studies a zero-sum state-feedback game for a system of nonlinear ordinary differential equations describing one-seasonal dynamics of two biotrophic fungal cohorts within a common host plant. From the perspective of adaptive dynamics, the cohorts can be interpreted as resident and mutant populations. The invasion functional takes the form of the difference between the two marginal fitness criteria and represents the cost in the definition of the value of the differential game. The presence of a specific competition term in both equations and marginal fitnesses substantially complicates the reduction in the game to a two-step problem that can be solved by using optimal control theory. Therefore, a general game-theoretic formulation involving uninvadable strategies has to be considered. First, the related Cauchy problem for the Hamilton–Jacobi–Isaacs equation is investigated analytically by the method of characteristics. A number of important properties are rigorously derived. However, the complete theoretical analysis still remains an open challenging problem due to the high complexity of the differential game. That is why an ad hoc conjecture is additionally proposed. An informal but rather convincing and practical justification for the latter relies on numerical simulation results. We also establish some asymptotic properties and provide biological interpretations. [ABSTRACT FROM AUTHOR]

This paper explores a nonlinear Cournot oligopoly with n firms displaying general isoelastic demand. The marginal profits-based gradient rule and the expectation rule Local Monopolistic Approximation were employed in two Cournot oligopoly games. Nash equilibrium stability analysis is carried out on each of the two games to throw light on the effects of demand elasticity and other parameters on the dynamics of the game. Our results show that the influence of demand elasticity on stability depends on firms' expectation rules. [ABSTRACT FROM AUTHOR]

Pursuit–evasion problems involving multiple pursuers and evaders are studied in this paper. The pursuers and the evaders are all assumed to be identical, and the pursuers are assumed to follow either a constant bearing or a pure pursuit strategy, giving rise to two distinct cases. The problem is simplified by adopting a dynamic divide and conquer approach, where at every time instant each evader is assigned to a set of pursuers based on the instantaneous positions of all the players. In this regard, the corresponding multi-pursuer single-evader problem is analyzed first. Assuming that the evader knows the positions of all the pursuers and their pursuit strategy, the time-optimal evading strategies are derived for both constant bearing and pure pursuit cases for the pursuers using tools from optimal control theory. In the case of a constant bearing strategy, and assuming that the evader can follow any strategy, a dynamic task allocation algorithm is proposed for the pursuers. The algorithm is based on the well-known Apollonius circle and allows the pursuers to allocate their resources in an intelligent manner while guaranteeing the capture of the evader in minimum time. For the case of pure pursuit, the algorithm is modified using the counterpart of the Apollonius circle leading to an "Apollonius closed curve." Finally, the proposed algorithms are extended to assign pursuers in the case of a problem with multiple pursuers and multiple evaders. Numerical simulations are included to demonstrate the performance of the proposed algorithms. [ABSTRACT FROM AUTHOR]

We consider general n-player nonzero-sum dynamic games, which is broader than differential games and could accommodate both discrete and continuous time. Assuming common dynamics, we study the long run average family and discounting average family of the running costs. For each of these game families, we investigate asymptotic properties of its Nash equilibria. We analyze asymptotic Nash equilibria—strategy profiles that are approximately optimal if the planning horizon tends to infinity in long run average games and if the discount tends to zero in discounting games. Moreover, we also assume that this strategy profile is stationary. Under a mild assumption on players' strategy sets, we prove a uniform Tauberian theorem for stationary asymptotic Nash equilibrium. If a stationary strategy profile is an asymptotic Nash equilibrium and the corresponding Nash value functions converge uniformly for one of the families (when discount goes to zero for discounting games, when planning horizon goes to infinity in long run average games), then for the other family this strategy profile is also an asymptotic Nash equilibrium, and its Nash value functions converge uniformly to the same limit. As an example of application of this theorem, we consider Sorger' model of competition of two firms. [ABSTRACT FROM AUTHOR]

Based on the oligopoly game theory, a dynamic duopoly Cournot model with bounded rationality and consumer surplus is established. On the one hand, the type and the stability of the boundary equilibrium points and the stability conditions of the Nash equilibrium point are discussed in detail. On the other hand, the potential complex dynamics of the system is demonstrated by a set of 2D bifurcation diagrams. It is found that the bifurcation diagrams have beautiful fractal structures when the adjustment speed of production is taken as the bifurcation parameter. And it is verified that the area with scattered points in the 2D bifurcation diagrams is caused by the coexistence of multiple attractors. It is also found that there may be two, three or four coexisting attractors. It is even found the coexistence of Milnor attractor and other attractors. Moreover, the topological structure of the attracting basin and global dynamics of the system are investigated by the noninvertible map theory, using the critical curve and the transverse Lyapunov exponent. It is concluded that two different types of global bifurcations may occur. Because of the symmetry of the system, it can be concluded that the diagonal of the system is an invariant one-dimensional submanifold. And it is controlled by a one-dimensional map which is equivalent to the classical Logistic map. The bifurcation curve of the system on the adjustment speed and the weight of the consumer surplus is obtained based on the properties of the Logistic map. And the synchronization phenomenon along the invariant diagonal is discussed at the end of the paper. [ABSTRACT FROM AUTHOR]

A linear time-invariant system with multiple point-wise and distributed delays in state and control is considered. The feature of the system is that its coefficients depend on a parameter, varying in some finite closed interval. An exponential stabilizability of this system by a memory-less state-feedback control with a parameter-dependent gain is studied. Using the linear matrix inequality approach, sufficient conditions for such a stabilizability with a smooth gain in the control are derived. An illustrative example is presented. [ABSTRACT FROM AUTHOR]

This technical note is concerned with the problem of medium access constraint for a group of networked systems. The scheduling of each subsystem is defined by a stochastic protocol, which can be modelled by a semi-Makov chain with a time-varying transition probability matrix. The resulting closed-loop nonlinear systems are a semi-Markovian jump system with delay. Sufficient conditions for exponential mean-square stability of the resulting closed-loop systems are derived via a Lyapunov–Krasovskii method. Based on the stability criterion, the controller gain of each subsystem is designed. A simulation example is used to demonstrate the effectiveness of proposed method. [ABSTRACT FROM AUTHOR]

How will bounded rationality influence telecommunication network fluctuations? Recently, there has been an increased research interest in telecommunication network pricing, which leads to many proposals for new pricing schemes motivated by different objectives namely: to maximize service provider's revenue, to guarantee fairness among users and to satisfy quality of service (QoS) requirements for differentiated network services. In the present paper, we consider a system with N rational service providers (SPs) that offer homogeneous telecommunication services to bounded rational costumers. All SPs offer the same services and seek to persuade more customers in the same system, we model this conflict as a noncooperative game. On the one hand, each SP decide his policies of price and QoS in order to maximize his profit. One the other hand, we assume that the customers are boundedly rational and make their subscription decisions probabilistically, according to Luce choice probabilities. Furthermore, the customers decide to which SP to subscribe, each one may migrate to another SP or alternatively switch to "no subscription state" depending on the observed price/QoS. In this work, we have proved through a detailed analysis the existence and uniqueness of Nash equilibrium. We evaluate the impact of user's bounded rationality on the equilibrium of game. Using the price of anarchy, we examine the performance and efficiency of equilibrium. We have shown that the SPs have an interest in confusing customers, which means more than the customers are irrational, the SPs earn more. [ABSTRACT FROM AUTHOR]

The article deals with the linear pursuit problem with n pursuers and m evaders with equal opportunities for all participants and geometric restrictions on the control of players. The evaders use program strategies, and each pursuer catches no more than one evader. The goal of the pursuers is to catch a given number of evaders, and each evader needs to be caught no less than a certain number of pursuers. In this paper, sufficient conditions are obtained for multiple capture of a given number of evaders. [ABSTRACT FROM AUTHOR]

This paper introduces a new Cournot duopoly game and gives an applied study for price discrimination in a market by dynamic methods. One of two oligopolies has two different prices for a homogeneous product, while the other charges one kind of price. It is found that there is only one stable equilibrium for the discrete dynamic system, and a corresponding stable condition is given. Using a discriminative price is not always beneficial to a firm in equilibrium. If both oligopolies carry out price discrimination, the market's average price is lower than when only one oligopoly does it. The results are verified by numerical simulations. [ABSTRACT FROM AUTHOR]

This paper studies a two-agent strategic model of capital accumulation with heterogeneity in preferences and income shares. Preferences are represented by recursive utility functions that satisfy decreasing marginal impatience. The stationary equilibria of this dynamic game are analyzed under two alternative information structures: one in which agents precommit to future actions, and another one where they use Markovian strategies. In both cases, we develop sufficient conditions to show the existence of these equilibria and characterize their stability properties. Under certain regularity conditions, a precommitment equilibrium shows monotone convergence of aggregate variables, but Markovian equilibria may exhibit nonmonotonic paths, even in the long-run. [ABSTRACT FROM AUTHOR]

In a spatial competition model, we analyze the stability of the Nash-price equilibrium under horizontal and vertical product differentiation, considering both homogenous and heterogeneous expectations. Regardless of the nature of product differentiation, assuming that firms behave according to an adaptive expectations rule, it is found that the Nash-price equilibrium is asymptotically stable. If at least one firm follows the gradient rule based on marginal profit, an increase in the adjustment speed turns out to be a source of complexity. Moreover, the influence of the locations on price stability depends on the nature of product differentiation and on the expectations scheme. [ABSTRACT FROM AUTHOR]

We formulate and study the infinite-dimensional linear programming problem associated with the deterministic long-run average cost control problem. Along with its dual, it allows one to characterize the optimal value of this control problem. The novelty of our approach is that we focus on the general case wherein the optimal value may depend on the initial condition of the system. [ABSTRACT FROM AUTHOR]

This paper reviews the state-of-the-art in the theory of deterministic and uncertain linear semi-infinite optimization, presents some numerical approaches to this type of problems, and describes a selection of recent applications in a variety of fields. Extensions to related optimization areas, as convex semi-infinite optimization, linear infinite optimization, and multi-objective linear semi-infinite optimization, are also commented. [ABSTRACT FROM AUTHOR]

For two-person dynamic zero-sum games (both discrete and continuous settings), we investigate the limit of value functions of finite horizon games with long-run average cost as the time horizon tends to infinity and the limit of value functions of λ-discounted games as the discount tends to zero. We prove that the Dynamic Programming Principle for value functions directly leads to the Tauberian theorem—that the existence of a uniform limit of the value functions for one of the families implies that the other one also uniformly converges to the same limit. No assumptions on strategies are necessary. To this end, we consider a mapping that takes each payoff to the corresponding value function and preserves the sub- and superoptimality principles (the Dynamic Programming Principle). With their aid, we obtain certain inequalities on asymptotics of sub- and supersolutions, which lead to the Tauberian theorem. In particular, we consider the case of differential games without relying on the existence of the saddle point; a very simple stochastic game model is also considered. [ABSTRACT FROM AUTHOR]

This paper addresses the analysis of aircraft control capabilities during the cruise phase (flying at the established level with practically constant configuration and speed) in the presence of windshears. The study uses a point-mass aircraft model describing flight in a vertical plane. The problem is formulated as a differential game against wind disturbances. The first player, autopilot, controls the angle of attack and the power setting, whereas the second player, wind, produces dangerous gusts. The state variables of the model are subjected to constraints expressing aircraft safety conditions. Namely, the altitude, path inclination, and velocity are constrained. Viability theory is used to find the so-called viability kernel, the maximal subset of the state constraint where the aircraft trajectories can remain arbitrary long if the first player utilizes an appropriate feedback control, and the second player generates any admissible disturbances. The computations are based on grid methods developed by the authors and implemented on a multiprocessor computer system. [ABSTRACT FROM AUTHOR]

We study a nonzero-sum game considered on the solutions of a hybrid dynamical system that evolves in continuous time and that is subjected to abrupt changes in parameters. The changes in the parameters are synchronized with (and determined by) the changes in the states-actions of two Markov decision processes, each of which is controlled by a player who aims at minimizing his or her objective function. The lengths of the time intervals between the 'jumps' of the parameters are assumed to be small. We show that an asymptotic Nash equilibrium of such hybrid game can be constructed on the basis of a Nash equilibrium of a deterministic averaged dynamic game. [ABSTRACT FROM AUTHOR]