Pursuit differential-difference games with pure time-lag

This is a post-peer-review, pre-copyedit version of an article published in “Discrete & Continuous Dynamical Systems – Series B”. The final authenticated version is available online at: http://dx.doi.org/10.3934/dcdsb.2019004The analytical approach for the solution of pursuit differential-difference games with pure time-lag is considered. For the pursuit local problem with the fixed time the scheme of the method of resolving functions and Pontryagin's first direct method are developed. The integral presentation of the game solution based on the time-delay exponential is proposed at the first time. The guaranteed times of the game termination are found, and corresponding control laws are constructed. Comparison of the times of approach by the method of resolving functions and Pontryagin's first direct method for the initial problem are made

Stochastic Differential Games and Energy-Efficient Power Control

One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The players are the transmitters who adapt their power level to the quality of their time-varying link with the receiver, their battery level, and the strategy updates of the others. The proposed model not only allows one to take into account long-term strategic interactions but also long-term energy constraints. A simple sufficient condition for the existence of a Nash equilibrium in this game is provided and shown to be verified in a typical scenario. As the uniqueness and determination of equilibria are difficult issues in general, especially when the number of players goes large, we move to two special cases: the single player case which gives us some useful insights of practical interest and allows one to make connections with the case of large number of players. The latter case is treated with a mean-field game approach for which reasonable sufficient conditions for convergence and uniqueness are provided. Remarkably, this recent approach for large system analysis shows how scalability can be dealt with in large games and only relies on the individual state information assumption.Comment: The final publication is available at http://www.springerlink.com/openurl.asp?genre=article\&id=doi:10.1007/s13235-012-0068-

Multigrid methods for two-player zero-sum stochastic games

We present a fast numerical algorithm for large scale zero-sum stochastic games with perfect information, which combines policy iteration and algebraic multigrid methods. This algorithm can be applied either to a true finite state space zero-sum two player game or to the discretization of an Isaacs equation. We present numerical tests on discretizations of Isaacs equations or variational inequalities. We also present a full multi-level policy iteration, similar to FMG, which allows to improve substantially the computation time for solving some variational inequalities.Comment: 31 page