Stackelberg strategies in linear-quadratic stochastic differential games

This paper obtains the Stackelberg solution to a class of two-player stochastic differential games described by linear state dynamics and quadratic objective functionals. The information structure of the problem is such that the players make independent noisy measurements of the initial state and are permitted to utilize only this information in constructing their controls. Furthermore, by the very nature of the Stackelberg solution concept, one of the players is assumed to know, in advance, the strategy of the other player (the leader). For this class of problems, we first establish existence and uniqueness of the Stackelberg solution and then relate the derivation of the leader's Stackelberg solution to the optimal solution of a nonstandard stochastic control problem. This stochastic control problem is solved in a more general context, and its solution is utilized in constructing the Stackelberg strategy of the leader. For the special case Gaussian statistics, it is shown that this optimal strategy is affine in observation of the leader. The paper also discusses numerical aspects of the Stackelberg solution under general statistics and develops algorithms which converge to the unique Stackelberg solution

On the saddle-point solution of a class of stochastic differential games

This paper deals with the saddle-point solution of a class of stochastic differential games described by linear state dynamics and quadratic objective functionals. The information structure of the problem is such that both players have access to a common noisy linear measurement of the state and they are permitted to utilize only this information in constructing their controls. The saddle-point solution of such differential game problems has been discussed earlier in Ref. 1, but the conclusions arrived there are incorrect, as is explicitly shown in this paper. We extensively discuss the role of information structure on the saddle-point solution of such stochastic games (specifically within the context of an illustrative discrete-time example) and then obtain the saddle-point solution of the problem originally formulated by employing an indirect approach

Lyapunov stochastic stability and control of robust dynamic coalitional games with transferable utilities

This paper considers a dynamic game with transferable utilities (TU), where the characteristic function is a continuous-time bounded mean ergodic process. A central planner interacts continuously over time with the players by choosing the instantaneous allocations subject to budget constraints. Before the game starts, the central planner knows the nature of the process (bounded mean ergodic), the bounded set from which the coalitions' values are sampled, and the long run average coalitions' values. On the other hand, he has no knowledge of the underlying probability function generating the coalitions' values. Our goal is to find allocation rules that use a measure of the extra reward that a coalition has received up to the current time by re-distributing the budget among the players. The objective is two-fold: i) guaranteeing convergence of the average allocations to the core (or a specific point in the core) of the average game, ii) driving the coalitions' excesses to an a priori given cone. The resulting allocation rules are robust as they guarantee the aforementioned convergence properties despite the uncertain and time-varying nature of the coaltions' values. We highlight three main contributions. First, we design an allocation rule based on full observation of the extra reward so that the average allocation approaches a specific point in the core of the average game, while the coalitions' excesses converge to an a priori given direction. Second, we design a new allocation rule based on partial observation on the extra reward so that the average allocation converges to the core of the average game, while the coalitions' excesses converge to an a priori given cone. And third, we establish connections to approachability theory and attainability theory

Chiral Modulations in Curved Space I: Formalism

The goal of this paper is to present a formalism that allows to handle four-fermion effective theories at finite temperature and density in curved space. The formalism is based on the use of the effective action and zeta function regularization, supports the inclusion of inhomogeneous and anisotropic phases. One of the key points of the method is the use of a non-perturbative ansatz for the heat-kernel that returns the effective action in partially resummed form, providing a way to go beyond the approximations based on the Ginzburg-Landau expansion for the partition function. The effective action for the case of ultra-static Riemannian spacetimes with compact spatial section is discussed in general and a series representation, valid when the chemical potential satisfies a certain constraint, is derived. To see the formalism at work, we consider the case of static Einstein spaces at zero chemical potential. Although in this case we expect inhomogeneous phases to occur only as meta-stable states, the problem is complex enough and allows to illustrate how to implement numerical studies of inhomogeneous phases in curved space. Finally, we extend the formalism to include arbitrary chemical potentials and obtain the analytical continuation of the effective action in curved space.Comment: 22 pages, 3 figures; version to appear in JHE

Group Chase and Escape

We describe here a new concept of one group chasing another, called "group chase and escape", by presenting a simple model. We will show that even a simple model can demonstrate rather rich and complex behavior. In particular, there are cases in which an optimal number of chasers exists for a given number of escapees (or targets) to minimize the cost of catching all targets. We have also found an indication of self-organized spatial structures formed by both groups.Comment: 13 pages, 12 figures, accepted and to appear in New Journal of Physic

A note on a gauge-gravity relation and functional determinants

We present a refinement of a recently found gauge-gravity relation between one-loop effective actions: on the gauge side, for a massive charged scalar in 2d dimensions in a constant maximally symmetric electromagnetic field; on the gravity side, for a massive spinor in d-dimensional (Euclidean) anti-de Sitter space. The inclusion of the dimensionally regularized volume of AdS leads to complete mapping within dimensional regularization. In even-dimensional AdS, we get a small correction to the original proposal; whereas in odd-dimensional AdS, the mapping is totally new and subtle, with the `holographic trace anomaly' playing a crucial role.Comment: 6 pages, io

A medium-range air combat game solution by a pilot advisory system

Air-to-air combat between two aggressive aircraft , both equipped with medium-range guided missiles, is .a key element of future air warfare. This dynamic coni lict can be viewed as an interaction of a twotarget diiferential game (between the air--craft) and two independent missileaircraft pursuit-evasion games. The information structure is, however, rather intricate: though perfect information can be assumed between the two aircraft, the missiles have a limited detection range, beyond which information has to be forwarded by the launching aircraft. Moreover, missile firing cannot be assumed detectable. Problems of such complexity haven't been treated yet in the frame of\ud classical differential game theory. In this paper a prototype Pilot Advisory\ud System (PADS), designed to solve the problems facing the pilot in such an\ud engagement, is described. PADS proposed to be an expert System, which operates in real--time and has a "knowledge base" incorporating differential game concepts and solution elements. PADS simultaneously evalua.tes potential success with the respective risks and advises the pilot when to fire his missile and when to start an evasive maneuver. This advisory system can guarantee survival when so desired by the pilot. but in most situations it maximizes the probability of victory with an accepted level of' risk

Force Constants of Cu Crystals From Diffuse Neutron Scattering Measurement

Diffuse neutron scattering measurement on Cu crystals was performed at 10 K and 300 K. Oscillatory forms were observed in the diffuse scattering intensities. The observed diffuse scattering intensities are analyzed by including the correlation effects among thermal displacements of atoms in the theory. Using the values of correlation effects among neighboring atoms and the values of Debye-Waller temperature parameter, force constants among first, second and third nearest neighboring atoms have been evaluated. The result of correlation effects in Cu crystals are compared to that of ionic crystal and semiconductor. The relation between correlation effects and the inter-atomic distance is not depending much on the crystal binding types. Received: 12 October 2010; Revised: 22 October 2010; Accepted: 16 December 201