We study discrete analogues of holomorphic functions of one and two variables, especially those that were called monodiffric functions of the first kind by Rufus Isaacs. Discrete analogues of the Cauchy-Riemann operat...We study discrete analogues of holomorphic functions of one and two variables, especially those that were called monodiffric functions of the first kind by Rufus Isaacs. Discrete analogues of the Cauchy-Riemann operators, domains of holomorphy in one discrete variable, and the Hartogs phenomenon in two discrete variables are investigated.展开更多
In this paper we first investigate zero-sum two-player stochastic differential games with reflection, with the help of theory of Reflected Backward Stochastic Differential Equations （RBSDEs）. We will establish the d...In this paper we first investigate zero-sum two-player stochastic differential games with reflection, with the help of theory of Reflected Backward Stochastic Differential Equations （RBSDEs）. We will establish the dynamic programming principle for the upper and the lower value functions of this kind of stochastic differential games with reflection in a straightforward way. Then the upper and the lower value functions are proved to be the unique viscosity solutions to the associated upper and the lower Hamilton-Jacobi-Bettman-Isaacs equations with obstacles, respectively. The method differs significantly from those used for control problems with reflection, with new techniques developed of interest on its own. Further, we also prove a new estimate for RBSDEs being sharper than that in the paper of E1 Karoui, Kapoudjian, Pardoux, Peng and Quenez （1997）, which turns out to be very useful because it allows us to estimate the LP-distance of the solutions of two different RBSDEs by the p-th power of the distance of the initial values of the driving forward equations. We also show that the unique viscosity solution to the approximating Isaacs equation constructed by the penalization method converges to the viscosity solution of the Isaacs equation with obstacle.展开更多
In this paper,we propose a new type of viscosity solutions for fully nonlinear path-dependent PDEs.By restricting the solution to a pseudo-Markovian structure defined below,we remove the uniform non-degeneracy conditi...In this paper,we propose a new type of viscosity solutions for fully nonlinear path-dependent PDEs.By restricting the solution to a pseudo-Markovian structure defined below,we remove the uniform non-degeneracy condition needed in our earlier works(Ekren,I,Touzi,N,Zhang,J,Ann Probab,44:1212–1253,2016a;Ekren,I,Touzi,N,Zhang,J,Ann Probab,44:2507–2553,2016b)to establish the uniqueness result.We establish the comparison principle under natural and mild conditions.Moreover,we apply our results to two important classes of PPDEs:the stochastic HJB equations and the path-dependent Isaacs equations,induced from the stochastic optimization with random coefficients and the path-dependent zero-sum game problem,respectively.展开更多
Qualitative spacecraft pursuit-evasion problem which focuses on feasibility is rarely studied because of high-dimensional dynamics,intractable terminal constraints and heavy computational cost.In this paper,A physics-...Qualitative spacecraft pursuit-evasion problem which focuses on feasibility is rarely studied because of high-dimensional dynamics,intractable terminal constraints and heavy computational cost.In this paper,A physics-informed framework is proposed for the problem,providing an intuitive method for spacecraft threat relationship determination,situation assessment,mission feasibility analysis and orbital game rules summarization.For the first time,situation adjustment suggestions can be provided for the weak player in orbital game.First,a dimension-reduction dynamics is derived in the line-of-sight rotation coordinate system and the qualitative model is determined,reducing complexity and avoiding the difficulty of target set presentation caused by individual modeling.Second,the Backwards Reachable Set(BRS)of the target set is used for state space partition and capture zone presentation.Reverse-time analysis can eliminate the influence of changeable initial state and enable the proposed framework to analyze plural situations simultaneously.Third,a time-dependent Hamilton-Jacobi-Isaacs(HJI)Partial Differential Equation(PDE)is established to describe BRS evolution driven by dimension-reduction dynamics,based on level set method.Then,Physics-Informed Neural Networks(PINNs)are extended to HJI PDE final value problem,supporting orbital game rules summarization through capture zone evolution analysis.Finally,numerical results demonstrate the feasibility and efficiency of the proposed framework.展开更多
Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-f...Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-form solu-tion due to the nonlinearity of HJI equation,and many iterative algorithms are proposed to solve the HJI equation.Simultane-ous policy updating algorithm(SPUA)is an effective algorithm for solving HJI equation,but it is an on-policy integral reinforce-ment learning(IRL).For online implementation of SPUA,the dis-turbance signals need to be adjustable,which is unrealistic.In this paper,an off-policy IRL algorithm based on SPUA is pro-posed without making use of any knowledge of the systems dynamics.Then,a neural-network based online adaptive critic implementation scheme of the off-policy IRL algorithm is pre-sented.Based on the online off-policy IRL method,a computa-tional intelligence interception guidance(CIIG)law is developed for intercepting high-maneuvering target.As a model-free method,intercepting targets can be achieved through measur-ing system data online.The effectiveness of the CIIG is verified through two missile and target engagement scenarios.展开更多
文摘We study discrete analogues of holomorphic functions of one and two variables, especially those that were called monodiffric functions of the first kind by Rufus Isaacs. Discrete analogues of the Cauchy-Riemann operators, domains of holomorphy in one discrete variable, and the Hartogs phenomenon in two discrete variables are investigated.
基金supported by the Agence Nationale de la Recherche (France), reference ANR-10-BLAN 0112the Marie Curie ITN "Controlled Systems", call: FP7-PEOPLE-2007-1-1-ITN, no. 213841-2+3 种基金supported by the National Natural Science Foundation of China (No. 10701050, 11071144)National Basic Research Program of China (973 Program) (No. 2007CB814904)Shandong Province (No. Q2007A04),Independent Innovation Foundation of Shandong Universitythe Project-sponsored by SRF for ROCS, SEM
文摘In this paper we first investigate zero-sum two-player stochastic differential games with reflection, with the help of theory of Reflected Backward Stochastic Differential Equations （RBSDEs）. We will establish the dynamic programming principle for the upper and the lower value functions of this kind of stochastic differential games with reflection in a straightforward way. Then the upper and the lower value functions are proved to be the unique viscosity solutions to the associated upper and the lower Hamilton-Jacobi-Bettman-Isaacs equations with obstacles, respectively. The method differs significantly from those used for control problems with reflection, with new techniques developed of interest on its own. Further, we also prove a new estimate for RBSDEs being sharper than that in the paper of E1 Karoui, Kapoudjian, Pardoux, Peng and Quenez （1997）, which turns out to be very useful because it allows us to estimate the LP-distance of the solutions of two different RBSDEs by the p-th power of the distance of the initial values of the driving forward equations. We also show that the unique viscosity solution to the approximating Isaacs equation constructed by the penalization method converges to the viscosity solution of the Isaacs equation with obstacle.
基金Research supported in part by NSF grant DMS 1413717。
文摘In this paper,we propose a new type of viscosity solutions for fully nonlinear path-dependent PDEs.By restricting the solution to a pseudo-Markovian structure defined below,we remove the uniform non-degeneracy condition needed in our earlier works(Ekren,I,Touzi,N,Zhang,J,Ann Probab,44:1212–1253,2016a;Ekren,I,Touzi,N,Zhang,J,Ann Probab,44:2507–2553,2016b)to establish the uniqueness result.We establish the comparison principle under natural and mild conditions.Moreover,we apply our results to two important classes of PPDEs:the stochastic HJB equations and the path-dependent Isaacs equations,induced from the stochastic optimization with random coefficients and the path-dependent zero-sum game problem,respectively.
基金This study was supported by the Independent Innovation Science Foundation Project of National University of Defense Technology,China(No.22-ZZCX-083).
文摘Qualitative spacecraft pursuit-evasion problem which focuses on feasibility is rarely studied because of high-dimensional dynamics,intractable terminal constraints and heavy computational cost.In this paper,A physics-informed framework is proposed for the problem,providing an intuitive method for spacecraft threat relationship determination,situation assessment,mission feasibility analysis and orbital game rules summarization.For the first time,situation adjustment suggestions can be provided for the weak player in orbital game.First,a dimension-reduction dynamics is derived in the line-of-sight rotation coordinate system and the qualitative model is determined,reducing complexity and avoiding the difficulty of target set presentation caused by individual modeling.Second,the Backwards Reachable Set(BRS)of the target set is used for state space partition and capture zone presentation.Reverse-time analysis can eliminate the influence of changeable initial state and enable the proposed framework to analyze plural situations simultaneously.Third,a time-dependent Hamilton-Jacobi-Isaacs(HJI)Partial Differential Equation(PDE)is established to describe BRS evolution driven by dimension-reduction dynamics,based on level set method.Then,Physics-Informed Neural Networks(PINNs)are extended to HJI PDE final value problem,supporting orbital game rules summarization through capture zone evolution analysis.Finally,numerical results demonstrate the feasibility and efficiency of the proposed framework.
文摘Missile interception problem can be regarded as a two-person zero-sum differential games problem,which depends on the solution of Hamilton-Jacobi-Isaacs(HJI)equa-tion.It has been proved impossible to obtain a closed-form solu-tion due to the nonlinearity of HJI equation,and many iterative algorithms are proposed to solve the HJI equation.Simultane-ous policy updating algorithm(SPUA)is an effective algorithm for solving HJI equation,but it is an on-policy integral reinforce-ment learning(IRL).For online implementation of SPUA,the dis-turbance signals need to be adjustable,which is unrealistic.In this paper,an off-policy IRL algorithm based on SPUA is pro-posed without making use of any knowledge of the systems dynamics.Then,a neural-network based online adaptive critic implementation scheme of the off-policy IRL algorithm is pre-sented.Based on the online off-policy IRL method,a computa-tional intelligence interception guidance(CIIG)law is developed for intercepting high-maneuvering target.As a model-free method,intercepting targets can be achieved through measur-ing system data online.The effectiveness of the CIIG is verified through two missile and target engagement scenarios.
