Approximate solutions of continuous-time stochastic games

The paper is concerned with a zero-sum continuous-time stochastic differential game with a dynamics controlled by a Markov process and a terminal payoff. The value function of the original game is estimated using the value function of a model game. The dynamics of the model game differs from the original one. The general result applied to differential games yields the approximation of value function of differential game by the solution of countable system of ODEs.Comment: 23 page

Fractional Noether's theorem in the Riesz-Caputo sense

We prove a Noether's theorem for fractional variational problems with Riesz-Caputo derivatives. Both Lagrangian and Hamiltonian formulations are obtained. Illustrative examples in the fractional context of the calculus of variations and optimal control are given.Comment: Accepted (25/Jan/2010) for publication in Applied Mathematics and Computatio

Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games

In this article we derive necessary and sufficient conditions for the existence of Pareto optimal solutions for infinite horizon cooperative differential games. We consider games defined by non autonomous and discounted autonomous systems. The obtained results are used to analyze the regular indefinite linear quadratic infinite horizon differential game. For the scalar case, we present an algorithm, with mild conditions on the control space, to find all the Pareto optimal solutions.Pareto Efficiency;Cooperative Differential Games;Infinite Horizon Optimal Control;LQ theory

Optimal feedback strategies for pursuit-evasion and interception in a plane

Variable-speed pursuit-evasion and interception for two aircraft moving in a horizontal plane are analyzed in terms of a coordinate frame fixed in the plane at termination. Each participant's optimal motion can be represented by extremal trajectory maps. These maps are used to discuss sub-optimal approximations that are independent of the other participant. A method of constructing sections of the barrier, dispersal, and control-level surfaces and thus determining feedback strategies is described. Some examples are shown for pursuit-evasion and the minimum-time interception of a straight-flying target

The Hahn Quantum Variational Calculus

We introduce the Hahn quantum variational calculus. Necessary and sufficient optimality conditions for the basic, isoperimetric, and Hahn quantum Lagrange problems, are studied. We also show the validity of Leitmann's direct method for the Hahn quantum variational calculus, and give explicit solutions to some concrete problems. To illustrate the results, we provide several examples and discuss a quantum version of the well known Ramsey model of economics.Comment: Submitted: 3/March/2010; 4th revision: 9/June/2010; accepted: 18/June/2010; for publication in Journal of Optimization Theory and Application