In this paper we consider the functional Itˆo calculus framework to find a path- dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems with path-dependence in the controls. We also prove ...

Copyright © 2019 The Authors.We characterize a class of dynamic stochastic games that we call separable dynamic games with noisy transitions and establish that these widely used models are protocol invariant provided that ...

We provide a brief introduction to the basic models used to describe traffic on congested networks, both in urban transport and telecommunications. We discuss traffic equilibrium models, covering atomic and non-atomic ...

In this paper we consider a game theory approach for representing a real-world attacker–defender Stackelberg security game. In this novel approach the behavior of an ergodic system (repeated stochastic Markov chain game) ...

We investigate zero-sum turn-based two-player stochastic games in which the objective of one player is to maximize the amount of rewards obtained during a play, while the other aims at minimizing it. We focus on games in ...

Consider a two-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own ...

This paper proposes a systems theory approach to the modeling of onset and evolution of criminality in a territory. This approach aims at capturing the complexity features of social systems. Complexity is related to the ...