On the Stackelberg strategy in nonzero-sum games

The properties of the Stackelberg solution in static and dynamic nonzero-sum two-player games are investigated, and necessary and sufficient conditions for its existence are derived. Several game problems, such as games where one of the two players does not know the other's performance criterion or games with different speeds in computing the strategies, are best modeled and solved within this solution concept. In the case of dynamic games, linear-quadratic problems are formulated and solved in a Hilbert space setting. As a special case, nonzero-sum linear-quadratic differential games are treated in detail, and the open-loop Stackelberg solution is obtained in terms of Riccati-like matrix differential equations. The results are applied to a simple nonzero-sum pursuit-evasion problem.This work was supported in part by the US Air Force under Grant No. AFOSR-68-1579D, in part by NSF under Grant No. GK-36276, and in part by the Joint Services Electronics Program under Contract No. DAAB-07-72-C-0259 with the Coordinated Science Laboratory, University of Illinois, Urbana, Illinois.     

Some Oscillation Problems for a Second Order Linear Delay Differential Equation

For the delay differential equation[formula]a connection between the following properties is established: non-oscillation of the differential equation and the corresponding differential inequality, positiveness of the fundamental function, and the existence of a nonnegative solution of a generalized Riccati inequality. Explicit conditions for non-oscillation and oscillation and comparison theorems are presented.     

Stackelberg strategies in linear-quadratic stochastic differential games

This paper obtains the Stackelberg solution to a class of two-player stochastic differential games described by linear state dynamics and quadratic objective functionals. The information structure of the problem is such that the players make independent noisy measurements of the initial state and are permitted to utilize only this information in constructing their controls. Furthermore, by the very nature of the Stackelberg solution concept, one of the players is assumed to know, in advance, the strategy of the other player (the leader). For this class of problems, we first establish existence and uniqueness of the Stackelberg solution and then relate the derivation of the leader's Stackelberg solution to the optimal solution of a nonstandard stochastic control problem. This stochastic control problem is solved in a more general context, and its solution is utilized in constructing the Stackelberg strategy of the leader. For the special case Gaussian statistics, it is shown that this optimal strategy is affine in observation of the leader. The paper also discusses numerical aspects of the Stackelberg solution under general statistics and develops algorithms which converge to the unique Stackelberg solution.This work was performed while the second author was on sabbatical leave at the Department of Applied Mathematics, Twente University of Technology, Enschede, Holland.     

Construction and Structure Properties of Solutions of a Periodic Boundary Value Problem for a Generalization of the Matrix Lyapunov and Riccati Equations

We obtain constructive sufficient conditions for the unique solvability of a periodic boundary value problem for a matrix differential equation that generalizes the Lyapunov and Riccati equations, develop an algorithm for constructing the solution of this equation, estimate the domain where the solution is localized, and study the structural properties of the solution.     

SUMUDU TRANSFORM IN BICOMPLEX SPACE AND ITS APPLICATIONS

In this paper, we define Sumudu transform with convergence conditions in bicomplex space. Also, we derive some of its basic properties and its inverse. Applications of bicomplex Sumudu transform are illustrated to find the solution of differential equation of bicomplex-valued functions and find the solution for Cartesian transverse electric magnetic (TEM) waves in homogeneous space.     

On Coincidence of Feedback Nash Equilibria and Stackelberg Equilibria in Economic Applications of Differential Games

The scope of the applicability of the feedback Stackelberg equilibrium concept in differential games is investigated. First, conditions for obtaining the coincidence between the stationary feedback Nash equilibrium and the stationary feedback Stackelberg equilibrium are given in terms of the instantaneous payoff functions of the players and the state equations of the game. Second, a class of differential games representing the underlying structure of a good number of economic applications of differential games is defined; for this class of differential games, it is shown that the stationary feedback Stackelberg equilibrium coincides with the stationary feedback Nash equilibrium. The conclusion is that the feedback Stackelberg solution is generally not useful to investigate leadership in the framework of a differential game, at least for a good number of economic applications This paper was presented at the 8th Viennese Workshop on Optimal Control, Dynamic Games, and Nonlinear Dynamics: Theory and Applications in Economics and OR/MS, Vienna, Austria, May 14–16, 2003, at the Seminar of the Instituto Complutense de Analisis Economico, Madrid, Spain, June 20, 2003, and at the Sevilla Workshop on Dynamic Economics and the Environment, Sevilla, Spain, July 2–3, 2003. The author is grateful to the participants in these sessions, in particular F.J. Andre and J. Ruiz, for their comments. Five referees provided particularly helpful suggestions. Financial support from the Ministerio de Ciencia y Tecnologia under Grant BEC2000-1432 is gratefully acknowledged.     

A class of differential equations of PI-type with the quasi-Painlevé property

We present a certain class of second order nonlinear differential equations containing the first Painlevé equation (PI). Each equation in it admits the quasi-Painlevé property, namely every movable singularity of a general solution is at most an algebraic branch point. For these equations we show some basic properties.     

The quantum differential equation of the Hilbert scheme of points in the plane

We discuss here basic properties of the quantum differential equation of the Hilbert scheme of points in the plane. Our emphasis is on intertwining operators (which shift equivariant parameters) and their applications. In particular, we obtain an exact solution to the connection problem from the Donaldson-Thomas point q = 0 to the Gromov-Witten point q = -1.     

Stochastic Stackelberg differential reinsurance games under time-inconsistent mean–variance framework

We study optimal reinsurance in the framework of stochastic Stackelberg differential game, in which an insurer and a reinsurer are the two players, and more specifically are considered as the follower and the leader of the Stackelberg game, respectively. An optimal reinsurance policy is determined by the Stackelberg equilibrium of the game, consisting of an optimal reinsurance strategy chosen by the insurer and an optimal reinsurance premium strategy by the reinsurer. Both the insurer and the reinsurer aim to maximize their respective mean–variance cost functionals. To overcome the time-inconsistency issue in the game, we formulate the optimization problem of each player as an embedded game and solve it via a corresponding extended Hamilton–Jacobi–Bellman equation. It is found that the Stackelberg equilibrium can be achieved by the pair of a variance reinsurance premium principle and a proportional reinsurance treaty, or that of an expected value reinsurance premium principle and an excess-of-loss reinsurance treaty. Moreover, the former optimal reinsurance policy is determined by a unique, model-free Stackelberg equilibrium; the latter one, though exists, may be non-unique and model-dependent, and depend on the tail behavior of the claim-size distribution to be more specific. Our numerical analysis provides further support for necessity of integrating the insurer and the reinsurer into a unified framework. In this regard, the stochastic Stackelberg differential reinsurance game proposed in this paper is a good candidate to achieve this goal.     

Server和Proxy收入分配的Stackelberg模型及解的存在性

利用对策论的Stackelberg理论研究了Server—Proxy-Users通信系统中Server和Proxy之间的收入分配问题。针对Server和Agents的地位不平等的情况，建立了Server和Proxy之间的收入分配的Stackelberg策略模型，得到了一个双层规划模型。并证明了模型的解的存在性。     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

Admissible Domains for Higher Order Differential Equations

This paper analyzes the geometric structure of certain domains in the complex plane which arise in the asymptotic theory of linear ordinary differential equations containing a parameter. These domains, called admissible, are domains in which an asymptotic representation of the solution of the differential equation may be found and across whose boundaries these representations may undergo a rapid change of asymptotic behavior (the Stokes phenomenon). A knowledge of the disposition of those domains associated with a particular differential equation is necessary for a satisfactory asymptotic theory of the equation. The main analysis gives necessary and sufficient conditions for identifying admissible domains and gives a procedure for obtaining particular admissible subdomains of a given domain. Sufficient conditions are established to determine the maximality of admissible domains. A section of examples is included to highlight the salient features of this theory. In all of the results, criteria involving only purely local properties of the boundary are needed to determine the global properties of admissibility and maximal admissibility .     

Nonautonomous differential systems: several functions in the stability problem

Results of asymptotic stability and instability for nonautonomous differential systems with unbounded right hand side are obtained by using several auxiliary functions and topological properties of the Ω-limit set of solutions. The theorem established is applied to prove the asymptotic stability of the stationary solution of the Lienard equation with unbounded dampings.     

Statistical theory of connectivity I: basic definitions and properties

We introduce a new definition of connectivity which measures cohesion in graphs in a way which satisfies our intuitive concepts about connectivity of graphs. Several basic properties of the definition are proved including the result that spanning subgraphs of graphs have smaller cohesion than the original graph. Two component graphs are discussed and sharp lower bounds are given for connectivity as well as a differential equation whose solution yields the connectivity.     

Sufficient conditions for Stackelberg and Nash strategies with memory

Sufficiency conditions for Stackelberg strategies for a class of deterministic differential games are derived when the players have recall of the previous trajectory. Sufficient conditions for Nash strategies when the players have recall of the trajectory are also derived. The state equation is linear, and the cost functional is quadratic. The admissible strategies are restricted to be affine in the information available.This work was supported in part by the Joint Services Electronics Program under Contract No. N00014-79-C-0424, in part by the National Science Foundation under Grant No. ECS-79-19396, and in part by Department of Energy under Contract No. EX-76-C-01-2088.     

三阶常系数拟线性泛函微分方程的周期解

研究了一个三阶泛函微分方程周期解的存在唯一性和全局吸引性：x′′′（t）＋ax′′（t）＋bx′（t）＋cx（t）＋g（t,x（tτ））=p（t）.这是一个常系数拟线性泛函微分方程.通过将这个方程转变为三维的拟线性微分方程（组）,得到了这个方程存在唯一周期解的充分条件;通过选取适当的李雅普诺夫函数,推导了这个方程解的全局吸引性;进一步,得到了此方程周期解的全局吸引性.最后,举出了两个应用实例.     

On the Time Consistency of Equilibria in a Class of Additively separable Differential Games

A class of state-redundant differential games is detected, where players can be partitioned into two groups, so that the state dynamics and the payoff functions of all players are additively separable w.r.t. controls and states of any two players belonging to different groups. We prove that, in this class of games, open-loop Nash and feedback Stackelberg equilibria coincide, both being strongly time consistent. This allows us to bypass the issue of the time inconsistency that typically affects the open-loop Stackelberg solution.     

不对称裂缝单井渗流模型的Green函数构造方法北大核心CSCD

不对称裂缝渗流规律可借助Green函数方法进行求解.根据基本渗流理论,建立了不对称裂缝点源数学模型,采用无因次化与Laplace变换,得到了Laplace空间的无因次点源数学模型微分方程.将未知Green函数与点源微分方程相结合,并考虑点源微分方程的齐次条件以及点源微分方程的特征,给出了如何构造Green函数使之满足点源微分方程齐次边界以及未知目标函数求解的一般方法.根据空间Green函数的对称性和连续性,得出了不对称裂缝点源模型Green函数的形式.最后通过不对称裂缝压裂直井渗流数学模型,验证了该文给出的Green函数两种形式与文献和商业试井分析软件Saphir的数值计算结果一致.     

The Dini condition and regularity of weak solutions of elliptic equations

Regularity results in domains of Euclidean n-space are established for generalized solutions of second order elliptic equations for which the coefficients of the differential operator and the nonhomogeneous term satisfy a Dini criterion. Generalized solutions are shown to be essentially classical solutions and a bound for the modulus of continuity of second order partial derivatives of the solution is established which yields Weyl's lemma as a corollary. A differentiability theorem is also established for the case the terms of the equation have further differentiability properties.     

Asymptotic solution of zero-sum linear-quadratic differential game with cheap control for minimizer

A two-players zero-sum linear-quadratic differential game with the cheap control for the minimizer (the player which minimizes the cost functional) is considered. An asymptotic solution of the singularly perturbed matrix differential Riccati equation with singular terminal conditions for the "fast" variables, associated with this problem, is constructed. Based on this result, some asymptotic properties of suboptimal feedback strategies of the players are investigated. In particular, an asymptotic equilibrium of the suboptimal strategies is established.