The interpretation of discontinuous state feedback control laws as nonanticipative control strategies in differential games

Published versio

Differential games and Zubov's method

To appear in SIAM Journal on Control and OptimizationInternational audienceIn this paper we provide generalizations of Zubov's equation to differential games without Isaacs' condition. We show that both generalizations of Zubov's equation (which we call min-max and max-min Zubov equation, respectively) possess unique viscosity solutions which characterize the respective controllability domains. As a consequence, we show that under the usual Isaacs condition the respective controllability domains as well as the local controllability assumptions coincide

Neural networks for differential games

We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense for one of the formulations. This result applies in particular to neural networks approximations. This work follows some ideas introduced in Bokanowski, Prost and Warin (PDEA, 2023) for deterministic optimal control problems, yet with a simplified approach for the error estimates, which allows to consider a global optimization scheme instead of a time-marching scheme. We also give a new approximation result between the continuous and the semi-discrete optimal control value in the game setting, improving the classical convergence order under some assumptions on the dynamical system. Numerical examples are performed on elementary academic problems related to backward reachability, with exact analytic solutions given, as well as a two-player game in presence of state constraints. We use stochastic gradient type algorithms in order to deal with the min-max problem.Comment: 43 page

Mean-Field-Type Games in Engineering

A mean-field-type game is a game in which the instantaneous payoffs and/or the state dynamics functions involve not only the state and the action profile but also the joint distributions of state-action pairs. This article presents some engineering applications of mean-field-type games including road traffic networks, multi-level building evacuation, millimeter wave wireless communications, distributed power networks, virus spread over networks, virtual machine resource management in cloud networks, synchronization of oscillators, energy-efficient buildings, online meeting and mobile crowdsensing.Comment: 84 pages, 24 figures, 183 references. to appear in AIMS 201

Sur les barrières des systèmes non linéaires sous contraintes avec une application aux systèmes hybrides

This thesis deals with the theory of barriers in input and state constrained nonlinear systems. Our main contribution is a generalisation to the case where the constraints are mixed, that is they depend on both the input and the state in a coupled way. Constraints of this type often appear in applications, as well as in constrained flat systems. We prove a minimum-like principle that allows the construction of the barrier and the associated admissible set. Moreover, in case of intersection of some of the trajectories involved in this principle, we prove that such transversal intersection points are stopping points of the barrier.We demonstrate the utility of all the theoretical contributions by finding the admissible set for the inverted pendulum on a cart with a non-rigid cable, the constraint being that the cable remains taut. Note that this problem corresponds to the determination of potentially safe sets in hybrid systems.Cette thèse est consacrée à l'étude de la théorie des barrières pour les systèmes non linéaires sous contraintes d'entrées et d'état. La principale contribution concerne la généralisation au cas de contraintes mixtes, c'est-à-dire dépendant des entrées et de l'état de façon couplée. Ce type de contraintes apparaît souvent dans les applications et dans les systèmes différentiellement plats sous contraintes. On prouve un théorème du type principe du minimum qui permet de construire la barrière et l'ensemble admissible associé. De plus, dans le cas d'intersection de plusieurs trajectoires ainsi construites, on démontre que les points intersections transversaux sont des points d'arrêt de la barrière. Ces résultats sont utilisés pour calculer l'ensemble admissible d'un pendule inversé avec un câble non-rigide monté sur un chariot, la contrainte correspondant au fait que le câble reste tendu. Ce problème correspond en fait à la détermination de l'ensemble potentiellement sûr dans le cadre des systèmes hybrides

Jeux différentiels stochastiques à information incomplète

L'objectif de cette thèse est l'étude des jeux différentiels stochastiques à information incomplète. Nous considérons un jeu à deux joueurs adverses qui contrôlent une diffusion afin de minimiser, respectivement de maximiser un paiement spécifique. Pour modéliser l'incomplétude des informations, nous suivrons la célèbre approche d'Aumann et Maschler. Nous supposons qu'il existe des états de la nature différents dans laquelle le jeu peut avoir lieu. Avant que le jeu commence, l'état est choisi au hasard. L'information est ensuite transmise à un joueur alors que le second ne connaît que les probabilités respectives pour chaque état.Dans cette thèse nous établissons une représentationduale pour les jeux différentiels stochastiques à information incomplète. Ici, nous utilisons largement la théorie des équations différentielles stochastiques rétrogrades (EDSRs), qui se révèle être un outilindispensable dans cette étude. En outre, nous montrons comment, sous certaines restrictions, cette représentation permetde construire des stratégies optimales pour le joueur informé. Ensuite, nous donnons, en utilisant la représentation duale, une preuve particulièrement simple de la semiconvexité de la fonction valeur des jeux différentiels à information incomplète.Un autre partie de la thèse est consacré à des schémas numériques pour les jeux différentiels stochastiques à informationincomplète. Dans la dernière partie nous étudions des jeux d'arrêt optimal en temps continue, appelés jeux de Dynkin, à information incomplète. Nous établissons également une représentation duale, qui est utilisé pour déterminer des stratégies optimales pour le joueur informé dans ce cas.The objective of this thesis is the study of stochastic differential games with incomplete information. We consider a game with two opponent players who control a diffusion in order to minimize, respectively maximize a certain payoff. To model the information incompleteness we will follow the famous ansatz of Aumann and Maschler. We assume that there are different states of nature in which the game can take place. Before the game starts the state is chosen randomly. The information is then transmitted to one player while the second one only knows the respective probabilities for each state. In this thesis we establish a dual representation for stochastic differential games with incomplete information. Therein we make a vast use of the theory of backward stochastic differential equations (BSDEs), which turns out to be an indispensable tool in this study. Moreover we show how under some restrictions that this representation allows to construct optimal strategies for the informed player.Morover we give - using the dual representation - a strikingly simple proof for semiconvexity of the value function of differential games with incomplete information. Another part of this thesis is devoted to numerical schemes for stochastic differential games with incomplete information. In the last part we investigate continuous time optimal stopping games, so called Dynkin games, with information incompleteness. We show that these games have a value and a unique characterization by a fully non-linear variational PDE for which we provide a comparison principle. Also we establish a dual representation for Dynkin games with incomplete information.BREST-SCD-Bib. electronique (290199901) / SudocSudocFranceF

EXPERIMENTAL STUDIES FOR DEVELOPMENT HIGH-POWER AUDIO SPEAKER DEVICES PERFORMANCE USING PERMANENT NdFeB MAGNETS SPECIAL TECHNOLOGY

In this paper the authors shows the research made for improving high-power audio speaker devices performance using permanent NdFeB magnets special technology. Magnetic losses inside these audio devices are due to mechanical system frictions and to thermal effect of Joules eddy currents. In this regard, by special technology, were made conical surfaces at top plate and center pin. Analysing results obtained by modelling the magnetic circuit finite element method using electronic software package,was measured increase efficiency by over 10 %, from 1,136T to13T