Download PDF by Thomas L. Vincent, Steffen Jørgensen, Marc Quincampoix: Advances in Dynamic Game Theory: Numerical Methods,

By Thomas L. Vincent, Steffen Jørgensen, Marc Quincampoix

This selection of chosen contributions provides an account of modern advancements in dynamic video game idea and its purposes, overlaying either theoretical advances and new purposes of dynamic video games in such parts as pursuit-evasion video games, ecology, and economics. Written via specialists of their respective disciplines, the chapters comprise stochastic and differential video games; dynamic video games and their functions in a number of components, akin to ecology and economics; pursuit-evasion video games; and evolutionary online game conception and functions. The paintings will function a state-of-the artwork account of modern advances in dynamic online game thought and its purposes for researchers, practitioners, and complex scholars in utilized arithmetic, mathematical finance, and engineering.

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Additional resources for Advances in Dynamic Game Theory: Numerical Methods, Algorithms, and Applications to Ecology and Economics (Annals of the International Society of Dynamic Games, Volume 9)

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Cardaliaguet, M. Quincampoix, P. Saint-Pierre 4 Worst-Case Design Viability theory can also be used to control systems with imperfectly known uncertainty [55]. We consider the system x (t) = f (x(t), u(t), y(t), v(t)), x(0) = e ∈ E0 , (13) where x ∈ Rn is the state, u ∈ U is the control, and y ∈ Y and v ∈ V (y) are disturbances (U , Y and V (y) are given subsets of finite-dimensional spaces, E0 ⊂ Rn ). The main concern of this section is the optimal control problem where the controller wants to minimize (by choosing u) the cost g(T , x(T )) (14) against the worst case of disturbances y and v and initial state e ∈ E0 .

N, where 0 < k < n. We will examine separately the cases k = 0, k = n, and k = n+1. If ξ(n, x, ω) ∈ / M and k = 0, then αi (n, x, v(·), ω) = 1, 0, i = 0, i = 1, . . , n. (9 ) If ξ(n, x, ω) ∈ / M and k = n, then αi (n, x, v(·), ω) = i = 0, . . , n − 1 α˜ i (n, x, v(·), ω), n−1 1 − j =0 α˜ j (n, x, v(·), ω), i = n. (9 ) Differential Games with Impulse Control 41 If ξ(n, x, ω) ∈ / M and k = n + 1, we set αi (n, x, v(·), ω) = α˜ i (n, x, v(·), ω), i = 0, . . , n. , α0 (n, x, v(·), ω) = α0 (n, x, ω).

N. , α0 (n, x, v(·), ω) = α0 (n, x, ω). 1. 2 hold, and wi (n) ∈ Wi (n), n ∈ N ∪ {0}, i = 0, . . , n. Then αi (n, x, v(·), ω)(M − ξ(n, x, ω)) ∩ (Wi (n, v(·)) − wi (n)) = ∅ (10) for all n ∈ N ∪ {0}, i = 0, . . , n, x ∈ Rm , v(·) ∈ V [τ0 , τn ]. Proof. One can see from (9) that αi (n, x, v(·), ω) = α˜ i (n, x, v(·), ω), i = 0, . . , k − 1. Then the statement of the lemma follows from the definition of functions (7). For i = k + 1, . . , n αi (n, x, v(·), ω) = 0 and therefore relationship (10) is true, since the sets Wi (n, v(·)) − wi (n) contain the null vector.

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Advances in Dynamic Game Theory: Numerical Methods, Algorithms, and Applications to Ecology and Economics (Annals of the International Society of Dynamic Games, Volume 9) by Thomas L. Vincent, Steffen Jørgensen, Marc Quincampoix


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