This paper addresses the control of a team of autonomous agents pursuing a smart evader in a nonaccurately mapped terrain. By describing this problem as a partial information Markov game, we are able to integrate map-learning and pursuit. We propose receding horizon control policies, in which the pursuers and the evader try to respectively maximize and minimize the probability of capture at the...

<p style='text-indent:20px;'>We study a nonzero-sum risk-sensitive stochastic differential game for controlled reflecting diffusion processes in the nonnegative orthant. We treat two cost evaluation criteria, namely, discounted and ergodic cost. Under certain assumptions, we establish existence of Nash equilibria. Also, completely characterize equilibrium criterion space stationary Markov...

This paper is concerned with a new type of differential game problems of forward-backward stochastic systems. There are three distinguishing features: Firstly, our game systems are forward-backward doubly stochastic differential equations, which is a class of more general game systems than other forward-backward stochastic game systems without doubly stochastic terms; Secondly, forward equation...

We study in nite stochastic games played by two-players on a nite graph with goals speci ed by sets of in nite traces. The games are concurrent (each player simultaneously and independently chooses an action at each round), stochastic (the next state is determined by a probability distribution depending on the current state and the chosen actions), in nite (the game continues for an in nite num...

Article history: Received 17 January 2007 Accepted 19 March 2008 Available online 28 March 2008

This paper investigates supply chain coordination with side-payment contracts. We …rst summarize speci…c side-payment contracts and present our review on the literature that developed general sidepayment schemes to coordinate supply chains. Following our review, we discuss two criteria that a proper side-payment contract must satisfy, and accordingly introduce a decision-dependent transfer paym...

The strategic allocation of resources across multiple fronts has long been studied in the context of Blotto games in which two players simultaneously select their allocations. But many allocation problems are sequential. For example, a state trying to defend against a terrorist attack generally allocates some or all of its resources before the attacker decides where to strike. This paper studie...

In this paper we establish a new connection between a class of 2-player nonzerosum games of optimal stopping and certain 2-player nonzero-sum games of singular control. We show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a different...

We study a discrete-time finite-horizon two-player nonzero-sum stopping game where the filtration of Player 1 is richer than 2. A major difficulty which caused by information asymmetry that 2 may not know whether has already stopped or not. Furthermore, classical backward-induction approach applicable in current setup. This because when informed player decides to stop, he reveals uninformed pla...