Exact Controllability and Duality Method for Stochastic Game-Based Systems

Author(s):  
Zhao Boyang ◽  
Liu Feng ◽  
Niu Yuguang ◽  
Peng Xin
1993 ◽  
Author(s):  
M. BRISTEAU ◽  
R. GLOWINSKI ◽  
J. PERIAUX

Mathematics ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 230
Author(s):  
Elena Parilina ◽  
Stepan Akimochkin

In stochastic games, the player’s payoff is a stochastic variable. In most papers, expected payoff is considered as a payoff, which means the risk neutrality of the players. However, there may exist risk-sensitive players who would take into account “risk” measuring their stochastic payoffs. In the paper, we propose a model of stochastic games with mean-variance payoff functions, which is the sum of expectation and standard deviation multiplied by a coefficient characterizing a player’s attention to risk. We construct a cooperative version of a stochastic game with mean-variance preferences by defining characteristic function using a maxmin approach. The imputation in a cooperative stochastic game with mean-variance preferences is supposed to be a random vector. We construct the core of a cooperative stochastic game with mean-variance preferences. The paper extends existing models of discrete-time stochastic games and approaches to find cooperative solutions in these games.


Author(s):  
S. Monsurrò ◽  
A. K. Nandakumaran ◽  
C. Perugia

AbstractIn this note, we consider a hyperbolic system of equations in a domain made up of two components. We prescribe a homogeneous Dirichlet condition on the exterior boundary and a jump of the displacement proportional to the conormal derivatives on the interface. This last condition is the mathematical interpretation of an imperfect interface. We apply a control on the external boundary and, by means of the Hilbert Uniqueness Method, introduced by J. L. Lions, we study the related boundary exact controllability problem. The key point is to derive an observability inequality by using the so called Lagrange multipliers method, and then to construct the exact control through the solution of an adjoint problem. Eventually, we prove a lower bound for the control time which depends on the geometry of the domain, on the coefficients matrix and on the proportionality between the jump of the solution and the conormal derivatives on the interface.


Sensors ◽  
2020 ◽  
Vol 20 (24) ◽  
pp. 7336
Author(s):  
Mincheol Paik ◽  
Haneul Ko

Frequent location updates of individual Internet of Things (IoT) devices can cause several problems (e.g., signaling overhead in networks and energy depletion of IoT devices) in massive machine type communication (mMTC) systems. To alleviate these problems, we design a distributed group location update algorithm (DGLU) in which geographically proximate IoT devices determine whether to conduct the location update in a distributed manner. To maximize the accuracy of the locations of IoT devices while maintaining a sufficiently small energy outage probability, we formulate a constrained stochastic game model. We then introduce a best response dynamics-based algorithm to obtain a multi-policy constrained Nash equilibrium. From the evaluation results, it is demonstrated that DGLU can achieve an accuracy of location information that is comparable with that of the individual location update scheme, with a sufficiently small energy outage probability.


Symmetry ◽  
2021 ◽  
Vol 13 (2) ◽  
pp. 363
Author(s):  
Marina Dolfin ◽  
Leone Leonida ◽  
Eleonora Muzzupappa

This paper adopts the Kinetic Theory for Active Particles (KTAP) approach to model the dynamics of liquidity profiles on a complex adaptive network system that mimic a stylized financial market. Individual incentives of investors to form or delete a link is driven, in our modelling framework, by stochastic game-type interactions modelling the phenomenology related to policy rules implemented under Basel III, and it is exogeneously and dynamically influenced by a measure of overnight interest rate. The strategic network formation dynamics that emerges from the introduced transition probabilities modelling individual incentives of investors to form or delete links, provides a wide range of measures using which networks might be considered “best” from the point of view of the overall welfare of the system. We use the time evolution of the aggregate degree of connectivity to measure the time evolving network efficiency in two different scenarios, suggesting a first analysis of the stability of the arising and evolving network structures.


2010 ◽  
Vol 348 (5-6) ◽  
pp. 341-346
Author(s):  
Bernadette Miara ◽  
Gustavo Perla

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