Stackelberg strategies in linear-quadratic stochastic differential games

This paper obtains the Stackelberg solution to a class of two-player stochastic differential games described by linear state dynamics and quadratic objective functionals. The information structure of the problem is such that the players make independent noisy measurements of the initial state and are permitted to utilize only this information in constructing their controls. Furthermore, by the very nature of the Stackelberg solution concept, one of the players is assumed to know, in advance, the strategy of the other player (the leader). For this class of problems, we first establish existence and uniqueness of the Stackelberg solution and then relate the derivation of the leader's Stackelberg solution to the optimal solution of a nonstandard stochastic control problem. This stochastic control problem is solved in a more general context, and its solution is utilized in constructing the Stackelberg strategy of the leader. For the special case Gaussian statistics, it is shown that this optimal strategy is affine in observation of the leader. The paper also discusses numerical aspects of the Stackelberg solution under general statistics and develops algorithms which converge to the unique Stackelberg solution

Partially hyperbolic sets with positive measure and ACIPACIP for partially hyperbolic systems

In [Discrete Contin. Dyn. Syst. \textbf{15} (2006), no. 3, 811--818.] Xia introduced a simple dynamical density basis for partially hyperbolic sets of volume preserving diffeomorphisms. We apply the density basis to the study of the topological structure of partially hyperbolic sets. We show that if $\Lambda$ is a strongly partially hyperbolic set with positive volume, then $\Lambda$ contains the global stable manifolds over ${\alpha}(\Lambda^d)$ and the global unstable manifolds over ${\omega}(\Lambda^d)$. We give several applications of the dynamical density to partially hyperbolic maps that preserve some $acip$. We show that if $f$ is essentially accessible and $\mu$ is an $acip$ of $f$, then $\text{supp}(\mu)=M$, the map $f$ is transitive, and $\mu$-a.e. $x\in M$ has a dense orbit in $M$. Moreover if $f$ is accessible and center bunched, then either $f$ preserves a smooth measure or there is no $acip$ of $f$.Comment: Correct the proof of Theorem 5.5. Add a few explanation

Geometric influences

We present a new definition of influences in product spaces of continuous distributions. Our definition is geometric, and for monotone sets it is identical with the measure of the boundary with respect to uniform enlargement. We prove analogs of the Kahn-Kalai-Linial (KKL) and Talagrand's influence sum bounds for the new definition. We further prove an analog of a result of Friedgut showing that sets with small "influence sum" are essentially determined by a small number of coordinates. In particular, we establish the following tight analog of the KKL bound: for any set in $\mathbb{R}^n$ of Gaussian measure $t$, there exists a coordinate $i$ such that the $i$th geometric influence of the set is at least $ct(1-t)\sqrt{\log n}/n$, where $c$ is a universal constant. This result is then used to obtain an isoperimetric inequality for the Gaussian measure on $\mathbb{R}^n$ and the class of sets invariant under transitive permutation group of the coordinates.Comment: Published in at http://dx.doi.org/10.1214/11-AOP643 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Interference Commensurate Oscillations in Q1D Conductors

We suggest an analytical theory to describe angular magnetic oscillations recently discovered in quasi-one-dimensional conductor (TMTSF)2PF6 [see Phys. Rev. B, 57, 7423 (1998)] and define the positions of the oscillation minima. The origin of these oscillations is related to interference effects resulting from an interplay of quasi-periodic and periodic ("commensurate") electron trajectories in an inclined magnetic field. We reproduce via calculations existing experimental data and predict some novel effects.Comment: 10 pages, 2 figure