Class Of Differential Games Research Articles

The core in differential games on networks with communication restrictions

In this paper we consider a class of differential games on networks. It is assumed that the players are identified with the nodes of the network and their interaction takes place along the paths of this network. A characteristic function of a special kind is used, which takes into account the network structure of the game. The C-core is studied as a cooperative optimality principle. An illustrative example is considered.

Non-autonomous Linear Quadratic Non-cooperative Differential Games with Continuous Updating

The subject of this paper is a non-autonomous linear quadratic case of a differential game model with continuous updating. This class of differential games is essentially new where it is assumed that, at each time instant, players have or use information about the game structure defined on a closed time interval with a fixed duration. During the interval information about motion equations and payoff functions of players updates. It is non-autonomy that simulates this effect of updating information. A linear quadratic case for this class of games is particularly important for practical problems arising in the engineering of human-machine interaction. Here we define the Nash equilibrium as an optimality principle and present an explicit form of Nash equilibrium for the linear quadratic case. Also, the case of dynamic updating for the linear quadratic differential game is studied and uniform convergence of Nash equilibrium strategies and corresponding trajectory for a case of continuous updating and dynamic updating is demonstrated.

Urban Driving Games With Lexicographic Preferences and Socially Efficient Nash Equilibria

We describe Urban Driving Games (UDGs) as a particular class of differential games that model the interactions and incentives of the urban driving task. The drivers possess a “communal” interest, such as not colliding with each other, but are also self-interested in fulfilling traffic rules and personal objectives. Subject to their physical dynamics, the preference of the agents is expressed via a lexicographic relation that puts as first priority the shared objective of not colliding. Under mild assumptions, we show that communal UDGs have the structure of a lexicographic ordinal potential game which allows us to prove several interesting properties. Namely, socially efficient equilibria can be found by solving a single (lexicographic) optimal control problem and iterated best response schemes have desirable convergence guarantees.

Cooperative differential game model with continuous updating

The paper considers and describes the class of cooperative differential games with continuous updating. Such a class of differential games is new, at the moment only the classnoncooperative game models with continuous updating have been studied. This paper describes the process of constructing cooperative strategies, cooperative trajectory, characteristicfunction and cooperative solution with continuous updating. Cooperative case of limited resource extraction game model with continuous updating is considered. Optimal strategies,characteristic function and cooperative solution are constructed. The Shapley vector is used as a cooperative solution. The numerical simulation results are demonstrated in the Matlabenvironment.

A Mean Field Games model for finite mixtures of Bernoulli and categorical distributions

Finite mixture models are an important tool in the statistical analysis of data, for example in data clustering. The optimal parameters of a mixture model are usually computed by maximizing the log-likelihood functional via the Expectation-Maximization algorithm. We propose an alternative approach based on the theory of Mean Field Games, a class of differential games with an infinite number of agents. We show that the solution of a finite state space multi-population Mean Field Games system characterizes the critical points of the log-likelihood functional for a Bernoulli mixture. The approach is then generalized to mixture models of categorical distributions. Hence, the Mean Field Games approach provides a method to compute the parameters of the mixture model, and we show its application to some standard examples in cluster analysis.

A Differential Game with Random Time Horizon and Discontinuous Distribution

One class of differential games with random duration is considered. It is assumed that the duration of the game is a random variable with values from a given finite interval. The cumulative distribution function (CDF) of this random variable is assumed to be discontinuous with two jumps on the interval. It follows that the player’s payoff takes the form of the sum of integrals with different but adjoint time intervals. In addition, the first interval corresponds to the zero probability of the game to be finished, which results in terminal payoff on this interval. The method of construction optimal solution for the cooperative scenario of such games is proposed. The results are illustrated by the example of differential game of investment in the public stock of knowledge.

Feedback and open-loop Nash equilibria in a class of differential games with random duration

One class of differential games with random duration is considered. It is assumed that duration of the game is a random variable with values from a given finite interval. The game can be interrupted only on this interval. Methods of construction feedback and open-loop Nash equilibria for such games are proposed.

Strongly Time-Consistent Core in Differential Games with Discrete Distribution of Random Time Horizon

In this paper we investigate the problem of strong time-consistency of the core for a particular class of differential games with random time horizon, namely, it is assumed that there exists a set of probabilities of the end of the game at discrete time instants. A condition guaranteeing the strong time consistency of the core is presented.

Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games

This paper revisits the problem of how to select an equilibrium in a differential game in the case of multiplicity of Nash equilibria. Most of the previous applied dynamic games literature has considered pre-play negotiations between players, implicitly or explicitly, with the aim of reaching an agreement on the selection of the pair of strategies. The main objective of this paper is to determine what would be the equilibrium to be played without pre-play communications. We study the linear and nonlinear Markov perfect Nash equilibria for a class of well-known models in the literature if pre-play communications are eliminated. We analyze both symmetric and nonsymmetric strategies. We show that the nonlinear strategies are not always the optimal strategies implemented when pre-play communications are removed. We conclude that in the presence of multiple equilibria and without pre-play communications the equilibria actually implemented are symmetric piecewise linear Markov perfect Nash equilibria at least for a range of initial values of the state variable.

Interception in differential pursuit/evasion games

A qualitative criterion for a pursuer to intercept a target in a class of differential games is obtained in terms of future cones: Topological cones that contain all attainable trajectories of target or interceptor originating from an initial position. An interception solution exists after some initial time iff the future cone of the target lies within the future cone of the interceptor. The solution may be regarded as a kind of Nash equilibrium. This result is applied to two examples: 1. The game of Two Cars: The future cone condition is shown to be equivalent to conditions for interception obtained by Cockayne. 2. Satellite warfare: The future cone for a spacecraft or direct-ascent antisatellite weapon (ASAT) maneuvering in a central gravitational field is obtained and is shown to equal that for a spacecraft which maneuvers solely by means of a single velocity change at the cone vertex. The latter result is illustrated with an analysis of the January 2007 interception of the FengYun-1C spacecraft.

The Hamilton-Jacobi-Bellman equation for a class of differential games with random duration

We consider the class of differential games with random duration. We show that a problem with random game duration can be reduced to a standard problem with an infinite time horizon. A Hamilton-Jacobi-Bellman-type equation is derived for finding optimal solutions in differential games with random duration. Results are illustrated by an example of a game-theoretic model of nonrenewable resource extraction. The problem is analyzed under the assumption of Weibull-distributed random terminal time of the game.

The intrinsic comparative dynamics of locally differentiable feedback Nash equilibria of autonomous and exponentially discounted infinite horizon differential games

The comparative dynamics of locally differentiable feedback Nash equilibria are derived for the ubiquitous class of autonomous and exponentially discounted infinite horizon differential games. The resulting refutable implications are intrinsic to the said class of differential games, and thus form their basic, empirically testable, properties. Their relationship with extant results in the optimal control theory and the static game theory is discussed. Separability conditions are identified on the instantaneous payoff and transition functions under which the intrinsic comparative dynamics collapse, in form, to those in optimal control problems. Applications of the results to capital accumulation and sticky-price games are provided.

Saddle Point Solution for System with Parameter Uncertainties

In this paper, we consider dynamical system, in the presence of parameter uncertainties. We apply max-min principles to determine the saddle point solution for the class of differential game arising from the associated dynamical system. We also provide sufficient condition for the existence of this saddle point.

Better Reply Security and Existence of Equilibria in Differential Games

We establish the existence of Nash equilibria in a large class of differential games. More specifically, we show that certain differential games are compact and better reply secure when the strategy space is equipped with the weak topology. Therefore, we can claim that such games must have Nash equilibria even when the payoffs of some of the players are discontinuous. On one hand, verifying better reply security with respect to a nonmetrizable weak topology is technically involved and requires a number of theoretical tools from functional analysis. On the other hand, our approach will allow us to generalize a number of current existence results regarding linear-quadratic differential games, games of evasion and pursuit, as well as some classic differential games in economics.

Solution of a linear pursuit-evasion game with integral constraints

A linear two player zero-sum pursuit-evasion differential game is considered. The control functions of players are subject to integral constraints. In the game, the first player, the Pursuer, tries to force the state of the system towards the origin, while the aim of the second player, the Evader, is the opposite. We construct the optimal strategies of the players when the control resource of the Pursuer is greater than that of the Evader. The case where the control resources of the Pursuer are less than or equal to that of the Evader is studied to prove the main theorem. For this case a new method for solving of the evasion problem is proposed. We assume that the instantaneous control employed by the Evader is known to the Pursuer. For construction, the strategy of the Evader information about the state of the system and the control resources of the players is used. References R. Isaacs. Differential games. John Wiley and Sons, New York, 1965. L. S. Pontryagin. Collected works. Nauka, Moscow, 1988. (Russian) L. D. Berkovitz. Necessary conditions for optimal strategies in a class of differential games and control problems. SIAM Journal on Control , 5 , 1--24, 1967. L. D. Berkovitz. A survey of differential games. Mathematical Theory of Control , Edited by A. V. Balakrishnan and L. W. Neustadt, Academic Press, New York, 373--385, 1967. N. N. Krasovskii and A. I. Subbotin. Game-theoretical control problems. New York, Springer, 1988. W. H. Fleming. The convergence problem for differential games. Journal of Mathematical Analysis and Applications . 3 , 102--116, 1961. W. H. Fleming. The convergence problem for differential games, Part 2. Advances in Game Theory, Annals of Mathematics Studies , (52), Princeton University Press, Princeton, New Jersey,195--210, 1964. A. Friedman. Differential games. Wiley-Interscience, New York, 1971. R. J. Elliott and N. J. Kalton. The existence of value in differential games. Memoirs of the American Mathematical Society , 126 , 1--67, 1972. L. A. Petrosyan. Differential games of pursuit. World Scientific, Singapore, London, 1993. O. Hajek. Pursuit games. Academic Press, New York, San Francisco, 1975. A. Ya. Azimov. Linear differential pursuit game with integral constraints on the control. Differentsial'nye Uravneniya, 11 (10), 1975, 1723--1731; English transl. in Differential Equations 11 , 1283--1289, 1975. A. Ya. Azimov. A linear differential evasion game with integral constraints on the controls. USSR Computational Mathematics and Mathematical Physics, 14 (6), 56--65, 1974. M. S. Nikolskii. The direct method in linear differential games with integral constraints. Controlled systems, IM, IK, SO AN SSSR, (2), 49--59, 1969. A. I. Subbotin and V. N. Ushakov. Alternative for an encounter-evasion differential game with integral constraints on the playersi controls. PMM 39 (3), 387--396, 1975. V. N. Ushakov. Extremal strategies in differential games with integral constraints. PMM , 36 (1), 15--23, 1972. B. N. Pshenichnii and Yu. N. Onopchuk. Linear differential games with integral constraints. Izvestige Akademii Nauk SSSR, Tekhnicheskaya Kibernetika , (1), 13--22, 1968. A. A. Azamov, B. Samatov. $\pi $-strategy. An elementary introduction to the theory of differential games. National University of Uzbekistan. Tashkent, Uzbekistan, 2000. G. I. Ibragimov. A game problem on a closed convex set. Siberian Advances in Mathematics . 12 (3), 16--31, 2002. G. I. Ibragimov. A problem of optimal pursuit in systems with distributed parameters. J. Appl. Math. Mech, 66 (5), 719--724, 2003. E. B. Lee and and L. Markus. Foundations of optimal control theory, John Wiley and Sons Inc., New York, 1967.

A Numerical Construction Algorithm of Nash and Stackelberg Solutions for Two-person Non-zero Sum Linear Positional Differential Games

The report evolves a method, which uses the formalization and results of positional antagonistic differential games theory, developed by N. N. Krasovskii and his scientific school, for constructing solutions of a class of non-antagonistic differential games. The method transforms non-antagonistic game into so-called non-standard optimal control problem. Numerical solutions for Stackelberg games are constructed by an algorithm developed by S. Osipov. Numerical Nash solution construction algorithm based upon auxiliary bimatrix games sequence is presented. Used computational geometry algorithms include convex hull construction, union and intersection of polygons and a Minkowski sum for polygons. Results of numerical experiment for a material point motion in plane are presented. The point is moved by force formed by two players. Every player has his personal target point. Among the obtained results, there is a Nash solution such that along the corresponding trajectory the position of the game is non-antagonistic, at first, and then becomes globally antagonistic starting from some moment of time.

Markov interactions in a class of dynamic games

This paper contributes to the understanding of economic strategic behaviors in inter-temporal settings. Comparing the MPE and the OLNE of a widely used class of differential games it is shown: (i) what qualifications on behaviors a markov (dynamic) information structure brings about compared with an open-loop (static) information structure, (ii) what is the reason leading to intensified or reduced competition between the agents in the long run. It depends on whether agents’ interactions are characterized by markov substitutability or markov complementarity, which can be seen as dynamic translations of the ideas of strategic substitutability and strategic complementarity (Bulow et al. 1985, Journal of Political Economy 93:488–511). In addition, an important practical contribution of the paper for modelers is to show that these results can be directly deduced from the payoff structure, with no need to compute equilibria first.

Tax schemes in a class of differential games

This paper evaluates tax schemes in a class of differential games. The results indicate that there are many tax schemes that support efficient resource usage, but each may fail to implement the targeted resource because of the multiplicity of equilibria. Since all of the equilibria are subgame perfect, it is difficult to predict which specific one arises. Care must then be taken in using a tax scheme as a remedy for the “tragedy of the commons.” The advantages of other policy instruments (including command-and-control regulation and a tradable permit system) are also discussed.

Characterization of Markovian equilibria in a class of differential games

We consider an alternative method to the classical one for the determination of Markov perfect Nash equilibria. The approach shown in the paper is based on the study of a quasi-linear system of partial differential equations instead of the Hamilton–Jacobi–Bellman system. The simpler structure of the former allows us to determine existence and uniqueness of Nash equilibria in non-renewable resource games under some assumptions. When closed-form solutions are not available, we give a method to obtain numerical solutions.

COMPLEMENTARITY, SUBSTITUTABILITY AND STRATEGIC ACCUMULATION OF CAPITAL

The preemptive role of capital is analyzed in a class of differential games of capital accumulation with reversible investment for two symmetric players. Two dynamic concepts of interaction are defined: feedback substitutability and feedback complementarity. These concepts are useful for exploring the dynamic properties of the stocks. In particular it is proved that if the equilibrium of the game is characterized by feedback substitutability, the firm with the higher initial condition overshoots his long-run level of capital.