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

Bose-Fermi Degeneracies in Large NN Adjoint QCD

We analyze the large $N$ limit of adjoint QCD, an $SU(N)$ gauge theory with $N_f$ flavors of massless adjoint Majorana fermions, compactified on $S^3 \times S^1$. We focus on the weakly-coupled confining small-$S^3$ regime. If the fermions are given periodic boundary conditions on $S^1$, we show that there are large cancellations between bosonic and fermionic contributions to the twisted partition function. These cancellations follow a pattern previously seen in the context of misaligned supersymmetry, and lead to the absence of Hagedorn instabilities for any $S^1$ size $L$, even though the bosonic and fermionic densities of states both have Hagedorn growth. Adjoint QCD stays in the confining phase for any $L \sim N^0$, explaining how it is able to enjoy large $N$ volume independence for any $L$. The large $N$ boson-fermion cancellations take place in a setting where adjoint QCD is manifestly non-supersymmetric at any finite $N$, and are consistent with the recent conjecture that adjoint QCD has emergent fermionic symmetries in the large $N$ limit.Comment: 35 pages, 5 figures. v3: further minor correction

Consensus with Linear Objective Maps

A consensus system is a linear multi-agent system in which agents communicate to reach a so-called consensus state, defined as the average of the initial states of the agents. Consider a more generalized situation in which each agent is given a positive weight and the consensus state is defined as the weighted average of the initial conditions. We characterize in this paper the weighted averages that can be evaluated in a decentralized way by agents communicating over a directed graph. Specifically, we introduce a linear function, called the objective map, that defines the desired final state as a function of the initial states of the agents. We then provide a complete answer to the question of whether there is a decentralized consensus dynamics over a given digraph which converges to the final state specified by an objective map. In particular, we characterize not only the set of objective maps that are feasible for a given digraph, but also the consensus dynamics that implements the objective map. In addition, we present a decentralized algorithm to design the consensus dynamics

Casimir energy of confining large NN gauge theories

Four-dimensional asymptotically-free large $N$ gauge theories compactified on $S^3_R \times \mathbb{R}$ have a weakly-coupled confining regime when $R$ is small compared to the strong scale. We compute the vacuum energy of a variety of confining large $N$ non-supersymmetric gauge theories in this calculable regime, where the vacuum energy can be thought of as the $S^3$ Casimir energy. The $N=\infty$ renormalized vacuum energy turns out to vanish in all of the large $N$ gauge theories we have examined, confirming a striking prediction of temperature-reflection symmetry.Comment: 4 pages, 1 figure. v2: added clarifications and typo corrections, conclusions unchange

Distributed Evaluation and Convergence of Self-Appraisals in Social Networks

We consider in this paper a networked system of opinion dynamics in continuous time, where the agents are able to evaluate their self-appraisals in a distributed way. In the model we formulate, the underlying network topology is described by a rooted digraph. For each ordered pair of agents $(i,j)$, we assign a function of self-appraisal to agent $i$, which measures the level of importance of agent $i$ to agent $j$. Thus, by communicating only with her neighbors, each agent is able to calculate the difference between her level of importance to others and others' level of importance to her. The dynamical system of self-appraisals is then designed to drive these differences to zero. We show that for almost all initial conditions, the trajectory generated by this dynamical system asymptotically converges to an equilibrium point which is exponentially stable