Two-player pursuit-evasion differential game and time optimal zero control problem in $\ell^2$ are considered. Optimal control for the corresponding zero control problem is found. A strategy for the pursuer that guarantees the solution for the pursuit problem is constructed.
Simultaneously Solving Infinitely Many LQ Mean Field Games In Hilbert Spaces: The Power of Neural Operators
Department of Statistical Sciences, University of Toronto(统计科学系,多伦多大学);Department of Mathematics and Statistics, McMaster University(数学与统计学系,麦 master 大学);The Vector Institute(向量研究所)
The paper is concerned with two-person zero-sum mean-field linear-quadratic stochastic differential games over finite horizons. By a Hilbert space method, a necessary condition and a sufficient condition are derived for the existence of an open-loop saddle point. It is shown that under the sufficient condition, the associated two Riccati equations admit unique strongly regular solutions, in terms of which the open-loop saddle point can be represented as a linear feedback of the current state. When the game only satisfies the necessary condition, an approximate sequence is constructed by solvin…
Institute for Advanced Computer Studies, University of Maryland(马里兰大学高级计算机研究所);Center for Theoretical Physics, Massachusetts Institute of Technology(麻省理工学院理论物理中心);Pennsylvania State University(宾夕法尼亚州立大学);University of Texas at Austin(德克萨斯大学奥斯汀分校)
We investigate sublinear classical and quantum algorithms for matrix games, a fundamental problem in optimization and machine learning, with provable guarantees. Given a matrix $A\in\mathbb{R}^{n\times d}$, sublinear algorithms for the matrix game $\min_{x\in\mathcal{X}}\max_{y\in\mathcal{Y}} y^{\top} Ax$ were previously known only for two special cases: (1) $\mathcal{Y}$ being the $\ell_{1}$-norm unit ball, and (2) $\mathcal{X}$ being either the $\ell_{1}$- or the $\ell_{2}$-norm unit ball. We give a sublinear classical algorithm that can interpolate smoothly between these two cases: for any …