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

Generating Complex Potentials with Real Eigenvalues in Supersymmetric Quantum Mechanics

In the framework of SUSYQM extended to deal with non-Hermitian Hamiltonians, we analyze three sets of complex potentials with real spectra, recently derived by a potential algebraic approach based upon the complex Lie algebra sl(2, C). This extends to the complex domain the well-known relationship between SUSYQM and potential algebras for Hermitian Hamiltonians, resulting from their common link with the factorization method and Darboux transformations. In the same framework, we also generate for the first time a pair of elliptic partner potentials of Weierstrass $\wp$ type, one of them being real and the other imaginary and PT symmetric. The latter turns out to be quasiexactly solvable with one known eigenvalue corresponding to a bound state. When the Weierstrass function degenerates to a hyperbolic one, the imaginary potential becomes PT non-symmetric and its known eigenvalue corresponds to an unbound state.Comment: 20 pages, Latex 2e + amssym + graphics, 2 figures, accepted in Int. J. Mod. Phys.

Flat-Space Chiral Gravity

We provide the first evidence for a holographic correspondence between a gravitational theory in flat space and a specific unitary field theory in one dimension lower. The gravitational theory is a flat-space limit of topologically massive gravity in three dimensions at Chern-Simons level k=1. The field theory is a chiral two-dimensional conformal field theory with central charge c=24.Comment: 5 pages, v2: minor rearrangement

High-density Skyrmion matter and Neutron Stars

We examine neutron star properties based on a model of dense matter composed of B=1 skyrmions immersed in a mesonic mean field background. The model realizes spontaneous chiral symmetry breaking non-linearly and incorporates scale-breaking of QCD through a dilaton VEV that also affects the mean fields. Quartic self-interactions among the vector mesons are introduced on grounds of naturalness in the corresponding effective field theory. Within a plausible range of the quartic couplings, the model generates neutron star masses and radii that are consistent with a preponderance of observational constraints, including recent ones that point to the existence of relatively massive neutron stars with mass M 1.7 Msun and radius R (12-14) km. If the existence of neutron stars with such dimensions is confirmed, matter at supra-nuclear density is stiffer than extrapolations of most microscopic models suggest.Comment: 27 pages, 5 figures, AASTeX style; to be published in The Astrophysical Journa

Holography of 3d Flat Cosmological Horizons

We provide a first derivation of the Bekenstein-Hawking entropy of 3d flat cosmological horizons in terms of the counting of states in a dual field theory. These horizons appear in the shifted-boost orbifold of R^{1,2}, the flat limit of non-extremal rotating BTZ black holes. These 3d geometries carry non-zero charges under the asymptotic symmetry algebra of R^{1,2}, the 3d Bondi-Metzner-Sachs (BMS3) algebra. The dual theory has the symmetries of the 2d Galilean Conformal Algebra, a contraction of two copies of the Virasoro algebra, which is isomorphic to BMS3. We study flat holography as a limit of AdS3/CFT2 to semi-classically compute the density of states in the dual, exactly reproducing the bulk entropy in the limit of large charges. Our flat horizons, remnants of the BTZ inner horizons also satisfy a first law of thermodynamics. We comment on how the dual theory reproduces the bulk first law and how cosmological bulk excitations are matched with boundary quantum numbers.Comment: 5 pages; v2: Typos corrected, references update

Pseudo-Hermiticity and some consequences of a generalized quantum condition

We exploit the hidden symmetry structure of a recently proposed non-Hermitian Hamiltonian and of its Hermitian equivalent one. This sheds new light on the pseudo-Hermitian character of the former and allows access to a generalized quantum condition. Special cases lead to hyperbolic and Morse-like potentials in the framework of a coordinate-dependent mass model.Comment: 10 pages, no figur

Inductive algebras and homogeneous shifts

Inductive algebras for the irreducible unitary representations of the universal cover of the group of unimodular two by two matrices are classified. The classification of homogeneous shift operators is obtained as a direct consequence. This gives a new approach to the results of Bagchi and Misra

Shape-invariant quantum Hamiltonian with position-dependent effective mass through second order supersymmetry

Second order supersymmetric approach is taken to the system describing motion of a quantum particle in a potential endowed with position-dependent effective mass. It is shown that the intertwining relations between second order partner Hamiltonians may be exploited to obtain a simple shape-invariant condition. Indeed a novel relation between potential and mass functions is derived, which leads to a class of exactly solvable model. As an illustration of our procedure, two examples are given for which one obtains whole spectra algebraically. Both shape-invariant potentials exhibit harmonic-oscillator-like or singular-oscillator-like spectra depending on the values of the shape-invariant parameter.Comment: 16 pages, 5 figs; Present e-mail of AG: [email protected]