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Differential Game
In game theory, differential games are dynamic games that unfold in continuous time, meaning players’ actions and outcomes evolve smoothly rather than in discrete steps, and for which the rate of change of each state variable—like position, speed, or resource level—is governed by a differential equation. This distinguishes them from turn-based games (Sequential game, sequential games) like chess, focusing instead on real-time strategic conflicts. Differential games are sometimes called continuous-time games, a broader term that includes them. While the two overlap significantly, continuous-time games also encompass models not governed by differential equations, such as those with stochastic Jump process, jump processes, where abrupt, unpredictable events introduce discontinuities Early differential games, often inspired by military scenarios, modeled situations like a pursuer chasing an evader, such as a missile targeting an aircraft. Today, they also apply to fields like ec ...
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Game Theory
Game theory is the study of mathematical models of strategic interactions. It has applications in many fields of social science, and is used extensively in economics, logic, systems science and computer science. Initially, game theory addressed two-person zero-sum games, in which a participant's gains or losses are exactly balanced by the losses and gains of the other participant. In the 1950s, it was extended to the study of non zero-sum games, and was eventually applied to a wide range of Human behavior, behavioral relations. It is now an umbrella term for the science of rational Decision-making, decision making in humans, animals, and computers. Modern game theory began with the idea of mixed-strategy equilibria in two-person zero-sum games and its proof by John von Neumann. Von Neumann's original proof used the Brouwer fixed-point theorem on continuous mappings into compact convex sets, which became a standard method in game theory and mathematical economics. His paper was f ...
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Stochastic Feedback Nash Equilibrium
Stochastic (; ) is the property of being well-described by a random probability distribution. ''Stochasticity'' and ''randomness'' are technically distinct concepts: the former refers to a modeling approach, while the latter describes phenomena; in everyday conversation, however, these terms are often used interchangeably. In probability theory, the formal concept of a ''stochastic process'' is also referred to as a ''random process''. Stochasticity is used in many different fields, including image processing, signal processing, computer science, information theory, telecommunications, chemistry, ecology, neuroscience, physics, and cryptography. It is also used in finance (e.g., stochastic oscillator), due to seemingly random changes in the different markets within the financial sector and in medicine, linguistics, music, media, colour theory, botany, manufacturing and geomorphology. Etymology The word ''stochastic'' in English was originally used as an adjective with the definit ...
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Ballistics
Ballistics is the field of mechanics concerned with the launching, flight behaviour and impact effects of projectiles, especially weapon munitions such as bullets, unguided bombs, rockets and the like; the science or art of designing and accelerating projectiles so as to achieve a desired performance. A ballistic body is a free-moving body with momentum, which can be subject to forces such as those exerted by pressurized gases from a gun barrel or a propelling nozzle, normal force by rifling, and gravity and air drag during flight. A ballistic missile is a missile that is missile guidance, guided only during the relatively brief initial phase of powered flight, with the trajectory subsequently governed by the laws of classical mechanics, in contrast to (for example) a cruise missile, which is aerodynamics, aerodynamically guided in powered flight like a fixed-wing aircraft. History and prehistory The earliest known ballistic projectiles were stones, spears, and the throwing s ...
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Game Theory Game Classes
A game is a structured type of play usually undertaken for entertainment or fun, and sometimes used as an educational tool. Many games are also considered to be work (such as professional players of spectator sports or video games) or art (such as games involving an artistic layout such as mahjong, solitaire, or some video games). Games have a wide range of occasions, reflecting both the generality of its concept and the variety of its play. Games are sometimes played purely for enjoyment, sometimes for achievement or reward as well. They can be played alone, in teams, or online; by amateurs or by professionals. The players may have an audience of non-players, such as when people are entertained by watching a chess championship. On the other hand, players in a game may constitute their own audience as they take their turn to play. Often, part of the entertainment for children playing a game is deciding who is part of their audience and who participates as a player. A toy and ...
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Control Theory
Control theory is a field of control engineering and applied mathematics that deals with the control system, control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive the system to a desired state, while minimizing any ''delay'', ''overshoot'', or ''steady-state error'' and ensuring a level of control Stability theory, stability; often with the aim to achieve a degree of Optimal control, optimality. To do this, a controller with the requisite corrective behavior is required. This controller monitors the controlled process variable (PV), and compares it with the reference or Setpoint (control system), set point (SP). The difference between actual and desired value of the process variable, called the ''error'' signal, or SP-PV error, is applied as feedback to generate a control action to bring the controlled process variable to the same value as the set point. Other aspects ...
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Mean-field Game Theory
Mean-field game theory is the study of strategic decision making by small interacting agents in very large populations. It lies at the intersection of game theory with stochastic analysis and control theory. The use of the term "mean field" is inspired by mean-field theory in physics, which considers the behavior of systems of large numbers of particles where individual particles have negligible impacts upon the system. In other words, each agent acts according to his minimization or maximization problem taking into account other agents’ decisions and because their population is large we can assume the number of agents goes to infinity and a representative agent exists. In traditional game theory, the subject of study is usually a game with two players and discrete time space, and extends the results to more complex situations by induction. However, for games in continuous time with continuous states (differential games or stochastic differential games) this strategy cannot be u ...
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Pursuit–evasion
Pursuit–evasion (variants of which are referred to as cops and robbers and graph searching) is a family of problems in mathematics and computer science in which one group attempts to track down members of another group in an environment. Early work on problems of this type modeled the environment geometrically. In 1976, Torrence Parsons introduced a formulation whereby movement is constrained by a graph. The geometric formulation is sometimes called continuous pursuit–evasion, and the graph formulation discrete pursuit–evasion (also called graph searching). Current research is typically limited to one of these two formulations. Discrete formulation In the discrete formulation of the pursuit–evasion problem, the environment is modeled as a graph. Problem definition There are innumerable possible variants of pursuit–evasion, though they tend to share many elements. A typical, basic example is as follows (cops and robber games): Pursuers and evaders occupy nodes of a gra ...
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Autonomous System (mathematics)
In mathematics, an autonomous system or autonomous differential equation is a simultaneous equations, system of ordinary differential equations which does not explicitly depend on the independent variable. When the variable is time, they are also called time-invariant systems. Many laws in physics, where the independent variable is usually assumed to be time, are expressed as autonomous systems because it is assumed the Physical law, laws of nature which hold now are identical to those for any point in the past or future. Definition An autonomous system is a system of ordinary differential equations of the form \fracx(t)=f(x(t)) where takes values in -dimensional Euclidean space; is often interpreted as time. It is distinguished from systems of differential equations of the form \fracx(t)=g(x(t),t) in which the law governing the evolution of the system does not depend solely on the system's current state but also the parameter , again often interpreted as time; such system ...
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Missile Guidance
Missile guidance refers to a variety of methods of guiding a missile or a guided bomb to its intended target. The missile's target accuracy is a critical factor for its effectiveness. Guidance systems improve missile accuracy by improving its Probability of Guidance (Pg). These guidance technologies can generally be divided up into a number of categories, with the broadest categories being "active", "passive", and "preset" guidance. Missiles and guided bombs generally use similar types of guidance system, the difference between the two being that missiles are powered by an onboard engine, whereas guided bombs rely on the speed and height of the launch aircraft for propulsion. History The concept of unmanned guidance originated at least as early as World War I, with the idea of remotely guiding an airplane bomb onto a target, such as the systems developed for the R.F.C. World War I Drone Weapons, first powered drones by Archibald Low (the father of radio guidance). In World War ...
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Stochastic Calculus
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese people, Japanese mathematician Kiyosi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates. The main flavours of stochastic calculus are the Itô calculus and its variational relative the Malliavin calculus. For technical reasons the Itô integ ...
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American Economic Association
The American Economic Association (AEA) is a learned society in the field of economics, with approximately 23,000 members. It publishes several peer-reviewed journals, including the Journal of Economic Literature, American Economic Review, and the Journal of Economic Perspectives. History and constitution The AEA was established in 1885 in Saratoga Springs, New York by younger progressive economists trained in the German historical school, including Richard T. Ely, Edwin Robert Anderson Seligman and Katharine Coman, the only woman co-founder; Since 1900, it has been under the control of academics. The Purposes of the Association are the following: 1) The encouragement of economic research, especially the historical and statistical study of the actual conditions of industrial life; 2) The issue of publications on economic subjects; 3) The encouragement of perfect freedom of economic discussion. The Association says that it takes no partisan attitude, nor does it comm ...
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