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Stochastic differential games and inverse optimal control and stopper policies
2017 IEEE 56th Annual Conference on Decision and Control (CDC), 2017In this paper, we consider a two-player stochastic differential game problem over an infinite time horizon where the players invoke controller and stopper strategies on a nonlinear stochastic differential game problem driven by Brownian motion. The optimal strategies for the two players are given explicitly by exploiting connections between stochastic ...
Tanmay Rajpurohit, Wassim M. Haddad
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Multiple objective risk-sensitive control and stochastic differential games
Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304), 2003In this paper, we study a (minimizing) multiple-objective risk-sensitive control problem, and show the relationship between this problem, a certain stochastic differential game, and what may be regarded as a multiple-objective deterministic differential game.
A.E.B. Lim, X.Y. Zhou, J.B. Moore
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Total risk aversion, stochastic optimal control, and differential games
Applied Mathematics & Optimization, 1989zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Barron, E. N., Jensen, R.
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Algorithms for Differential Games with Bounded Control and State
1981Pursuit and evasion problems are probably the most natural application of differential game theory and have been treated by many authors as such. Very few problems of this class can be solved analytically. Fast and efficient numerical algorithms are needed to solve for an optimal or near optimal solution of a realistic pursuit and evasion differential ...
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Differential games with state-dependent and control-dependent noises
IEEE Transactions on Automatic Control, 1970The pursuit-evasion differential games considered in this paper involve two linear dynamical systems containing both the state-dependent and the control-dependent noises. The quadratic form of the "miss" and the time-average control energies are used as the performance index.
J. Luh, M. Maguiraga
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Optimal Control and Differential Games
1999The papers contained in this and the next volume are essentially a selection of contributions to the 6th Viennese Workshop on Optimal Control, Dynamic Games, Nonlinear Dynamics and Adaptive Systems, held in Vienna in May 1997. The focus of the articles in this volume lies on optimal control and dynamic games.
Dawid, Herbert +2 more
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Risk-sensitive control of Markov chains and differential games
Proceedings of 32nd IEEE Conference on Decision and Control, 2002Considers the long-run average risk-sensitive optimal control problem for Markov chains on a countable state space. It is shown that the equivalence with stochastic differential games that had been previously established for stochastic dynamical systems holds for the average risk-sensitive optimal control problem for Markov chains as well. The approach
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Risk-sensitive control and differential games in infinite dimensions
Nonlinear Analysis: Theory, Methods & Applications, 2002The author provides a rigorous mathematical treatment of a stochastic risk-sensitive control problem in an infinite-dimensional Hilbert space \(H\). The problem is the following. For an admissible control \(u\), the system \(X_t\) (\(=X^u_t\)) is described by the stochastic differential equation in \(H\): \[ dX_s= f(X_s, u_s) ds+ \sqrt{\varepsilon ...
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Reach-Avoid Differential Games with Targets and Obstacles Depending on Controls
Dynamic Games and Applications, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Cervical cancer prevention and control in women living with human immunodeficiency virus
Ca-A Cancer Journal for Clinicians, 2021Philip E Castle, Vikrant V Sahasrabuddhe
exaly