We study a hierarchical control problem for stochastic parabolic equations involving gradient terms. We employ the Stackelberg-Nash strategy with two leaders and two followers. The leaders are responsible for selecting the policy targeting null controllability, while the followers solve a bi-objective optimal control problem which consists of maintaining the solution process close to prefixed targets. Once the Nash equilibrium is determined, the problem reduces to achieving null controllability of a coupled forward-backward stochastic system. To solve this problem, via Carleman estimates, we establish a suitable observability inequality. Subsequently, we achieve the desired controllability result.
This paper deals with the hierarchical control of the anisotropic heat equation with dynamic boundary conditions and drift terms. We use the Stackelberg-Nash strategy with one leader and two followers. To each fixed leader, we find a Nash equilibrium corresponding to a bi-objective optimal control problem for the followers. Then, by some new Carleman estimates, we prove a null controllability result.
The aim of this paper is to perform a Stackelberg strategy to control parabolic equations. We have one control, \textit{the leader}, that is responsible for a null controllability property; additionally, we have a control \textit{the follower} that solves a robust control objective. That means, that we seek for a saddle point of a cost functional. In this way, the follower control is not sensitive to a broad class of external disturbances. As far as we know, the idea of combining robustness with a Stackelberg strategy is new in literature
In this article the robust Stackelberg controllability (RSC) problem is studied for a nonlinear fourth-order parabolic equation, namely, the Kuramoto-Sivashinsky equation. When three external sources are acting into the system, the RSC problem consists essentially in combining two subproblems: the first one is a saddle point problem among two sources. Such an sources are called the "follower control" and its associated "disturbance signal". This procedure corresponds to a robust control problem. The second one is a hierarchic control problem (Stackelberg strategy), which involves the third for…
This paper deals with a multi-objective control problem for a class of nonlocal parabolic equations, where the non-locality is expressed through an integral kernel. We present the Stackelberg strategy that combines the concepts of controllability to trajectories with optimal control. The strategy involves two controls: a main control (the leader) and a secondary control (the follower). The leader solves a controllability to trajectories problem which consists to drive the state of the system to a prescribed target at a final time while the follower solves an optimal control problem which consi…
In this paper we deal with a robust Stackelberg strategy for the Navier--Stokes system. The scheme is based in considering a robust control problem for the "follower control" and its associated disturbance function. Afterwards, we consider the notion of Stackelberg optimization (which is associated to the "leader control") in order to deduce a local null controllability result for the Navier--Stokes system.
In this paper, we present some controllability results for the heat equation in the framework of hierarchic control. We present a Stackelberg strategy combining the concept of controllability with robustness: the main control (the leader) is in charge of a null-controllability objective while a secondary control (the follower) solves a robust control problem, this is, we look for an optimal control in the presence of the worst disturbance. We improve previous results by considering that either the leader or follower control acts on a small part of the boundary. We also present a discussion abo…
We consider a controlled linear-quadratic (LQ) large-population system with mixture of three types agents: major leader, minor leaders and minor followers. The Stackelberg-Nash-Cournot (SNC) approximate equilibrium is studied by a major-minor mean-field game (MFG) coupled with a leader-follower Stackelberg game. By variational method, the SNC approximate equilibrium strategy can be represented by some forward-backward-stochastic-differential-equations (FBSDEs) in the open-loop sense. And we pay great effort to give the feedback form of the open-loop strategy by some Riccati equations.
In this paper we establish hierarchic control for the linear heat equation in $\re^N$ with potentials. Our strategy is inspired by the techniques developed by J.I. Díaz and J.-L. Lions \cite{DL}; however many new difficulties arise due to lack of compactness of Sobolev embeddings. We manage these adversities by employing similarity variables and weighted Sobolev spaces.
The paper is concerned with a zero-sum Stackelberg stochastic linear-quadratic (LQ, for short) differential game over finite horizons. Under a fairly weak condition, the Stackelberg equilibrium is explicitly obtained by first solving a forward stochastic LQ optimal control problem (SLQ problem, for short) and then a backward SLQ problem. Two Riccati equations are derived in constructing the Stackelberg equilibrium. An interesting finding is that the difference of these two Riccati equations coincides with the Riccati equation associated with the zero-sum Nash stochastic LQ differential game, w…
This paper considers dynamic (multi-stage) signaling games involving an encoder and a decoder who have subjective models on the cost functions. We consider both Nash (simultaneous-move) and Stackelberg (leader-follower) equilibria of dynamic signaling games under quadratic criteria. For the multi-stage scalar cheap talk, we show that the final stage equilibrium is always quantized and under further conditions the equilibria for all time stages must be quantized. In contrast, the Stackelberg equilibria are always fully revealing. In the multi-stage signaling game where the transmission of a Gau…
This paper deals with the hierarchic control of a degenerate parabolic equation with missing initial condition. We present a Stackelberg strategy combining the concept of null controllability with low-regret control. We assume that we can act on the system through a set of hierarchic controls. The main control called the leader is in charge of the null controllability while the second control named the follower solves an optimal control problem involving a missing data. The main novelty of this work is the derivation of a new Carleman inequality for a degenerate system, which is used in a stan…
This paper proposes and studies a class of discrete-time finite-time-horizon Stackelberg mean-field games, with one leader and an infinite number of identical and indistinguishable followers. In this game, the objective of the leader is to maximize her reward considering the worst-case cost over all possible $ε$-Nash equilibria among followers. A new analytical paradigm is established by showing the equivalence between this Stackelberg mean-field game and a minimax optimization problem. This optimization framework facilitates studying both analytically and numerically the set of Nash equilibri…
There has been significant recent interest in leader-follower security games, where the leader dominates the decision process with the Stackelberg equilibrium (SE) strategy. However, such a leader-follower scheme may become invalid in practice due to subjective or objective factors, and then the Nash equilibrium (NE) strategy may be an alternative option. In this case, the leader may face a dilemma of choosing an SE strategy or an NE strategy. In this paper, we focus on a unified three-player leader-follower security game and study the coincidence between SE and NE. We first explore a necessar…
In this paper, we apply the hierarchical strategy to a semilinear weakly degenerate parabolic equation involving a gradient term. We use the Stackelberg-Nash strategy with one leader which tries to drive the solution to zero and two followers intended to solve a Nash equilibrium corresponding to a bi-objective optimal control problem. Since the system is semilinear, the functionals are not convex in general. To overcome this difficulty, we first prove the existence and uniqueness of the Nash quasi-equilibrium, which is a weaker formulation of the Nash equilibrium. Next, with additional conditi…
In Stackelberg v/s Stackelberg games a collection of leaders compete in a Nash game constrained by the equilibrium conditions of another Nash game amongst the followers. The resulting equilibrium problems are plagued by the nonuniqueness of follower equilibria and nonconvexity of leader problems whereby the problem of providing sufficient conditions for existence of global or even local equilibria remains largely open. Indeed available existence statements are restrictive and model specific. In this paper, we present what is possibly the first general existence result for equilibria for this c…
Many communication, sensor network, and networked control problems involve agents (decision makers) which have either misaligned objective functions or subjective probabilistic models. In the context of such setups, we consider binary signaling problems in which the decision makers (the transmitter and the receiver) have subjective priors and/or misaligned objective functions. Depending on the commitment nature of the transmitter to his policies, we formulate the binary signaling problem as a Bayesian game under either Nash or Stackelberg equilibrium concepts and establish equilibrium solution…
Many decentralized and networked control problems involve decision makers which have either misaligned criteria or subjective priors. In the context of such a setup, in this paper we consider binary signaling problems in which the decision makers (the transmitter and the receiver) have subjective priors and/or misaligned objective functions. Depending on the commitment nature of the transmitter to his policies, we formulate the binary signaling problem as a Bayesian game under either Nash or Stackelberg equilibrium concepts and establish equilibrium solutions and their properties. In addition,…
We prove that the KdV equation on the circle remains exactly controllable in arbitrary time with localized control, for sufficiently small data, also in presence of quasi-linear perturbations, namely nonlinearities containing up to three space derivatives, having a Hamiltonian structure at the highest orders. We use a procedure of reduction to constant coefficients up to order zero, classical Ingham inequality and HUM method to prove the controllability of the linearized operator. Then we prove and apply a modified version of the Nash-Moser implicit function theorems by Hörmander.
This paper is concerned with the application of Stackelberg-Nash strategies to control fourth order linear and semi-linear parabolic equations. We assume that the system is acted through a hierarchy of distributed controls: one main control (the leader) that is responsible for an exact controllability property; and a couple of secondary controls (the followers) that minimize two prescribed cost functionals and provides a pair of Nash equilibria for the two prescribed cost functionals. In this paper, we first prove the existence of an associated Nash equilibrium pair corresponding to a hierarch…
We investigate a privacy-signaling game problem in which a sender with privacy concerns observes a pair of correlated random vectors which are modeled as jointly Gaussian. The sender aims to hide one of these random vectors and convey the other one whereas the objective of the receiver is to accurately estimate both of the random vectors. We analyze these conflicting objectives in a game theoretic framework with quadratic costs where depending on the commitment conditions (of the sender), we consider Nash or Stackelberg (Bayesian persuasion) equilibria. We show that a payoff dominant Nash equi…
School of Mathematics and Statistics, Shandong University（山东大学数学与统计学院）；Department of Mathematics, University of Southern California（南加州大学数学系）；Fintech Thrust, Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州）金融科技领域）
China School of Banking and Finance, University of International Business and Economics（对外经济贸易大学中国银行业与金融学院）；School of Mathematics and Statistics, University of Sydney（悉尼大学数学与统计学院）
Motivated by models of epidemic control in large populations, we consider a Stackelberg mean field game model between a principal and a mean field of agents evolving on a finite state space. The agents play a non-cooperative game in which they can control their transition rates between states to minimize an individual cost. The principal can influence the resulting Nash equilibrium through incentives so as to optimize its own objective. We analyze this game using a probabilistic approach. We then propose an application to an epidemic model of SIR type in which the agents control their interact…
We consider a linear Schrödinger equation, on a bounded interval, with bilinear control, that represents a quantum particle in an electric field (the control). We prove the controllability of this system, in any positive time, locally around the ground state. Similar results were proved for particular models (by the first author and with J.M. Coron), in non optimal spaces, in long time and the proof relied on the Nash-Moser implicit function theorem in order to deal with an a priori loss of regularity. In this article, the model is more general, the spaces are optimal, there is no restriction …
Motivated by the self-pursuit of controlled objects, we consider the exact controllability of a linear mean-field type game-based control system (MF-GBCS, for short) generated by a linear-quadratic (LQ, for short) Nash game. A Gram-type criterion for the general timevarying coefficients case and a Kalman-type criterion for the special time-invariant coefficients case are obtained. At the same time, the equivalence between the exact controllability of this MF-GBCS and the exact observability of a dual system is established. Moreover, an admissible control that can steer the state from any initi…
In this paper, the graph based condition for the controllability of game based control system is presented when the control of regulator is not zero. A control framework which can describe realism well expressed as the game based control system (GBCS), was obtained in 2019, which, unfortunately, is not graph theoretically verifiable, and the regulator control input is assumed to be zero. However, based on a new established notion, strategy matrix, we propose a graph theory condition to judge the controllability of GBCS, instead of using algebraic conditions for complex mathematical calculation…
In this study, we analyze an advertising competition in a duopoly. We consider two different notions of equilibrium. We model the companies in the duopoly as major players, and the consumers as minor players. In our first game model we identify Nash Equilibria (NE) between all the players. Next we frame the model to lead to the search for Multi-Leader-Follower Nash Equilibria (MLF-NE). This approach is reminiscent of Stackelberg games in the sense that the major players design their advertisement policies assuming that the minor players are rational and settle in a Nash Equilibrium among thems…
In this paper, motivated by a physics problem, we investigate some numerical and computational aspects for the problem of hierarchical controllability in a one-dimensional wave equation in domains with a moving boundary. Some controls act in part of the boundary and define a strategy of equilibrium between them, considering a leader control and a follower. Thus, we introduced the concept of hierarchical control to solve the problem and mapped the Stackelberg Strategy between these controls. A total discretization of the problem is presented for a numerical evaluation in spaces of finite dimens…
