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Register a new userA decomposition technique for pursuit evasion games with many pursuers
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Here we present a decomposition technique for a class of differential games. The technique consists in a decomposition of the target set which produces, for geometrical reasons, a decomposition in the dimensionality of the problem. Using some elements of Hamilton-Jacobi equations theory, we find a relation between the regularity of the solution and the possibility to decompose the problem. We use this technique to solve a pursuit evasion game with multiple agents.
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Pursuit-evasion games are ubiquitous in nature and in an artificial world. In nature, pursuer(s) and evader(s) are intelligent agents that can learn from experience, and dynamics (i.e., Newtonian or Lagrangian) is vital for the pursuer and the evader in some scenarios. To this end, this paper addresses the pursuit-evasion game of intelligent agents from the perspective of dynamics. A bio-inspired dynamics formulation of a pursuit-evasion game and baseline pursuit and evasion strategies are introduced at first. Then, reinforcement learning techniques are used to mimic the ability of intelligent agents to learn from experience. Based on the dynamics formulation and reinforcement learning techniques, the effects of improving both pursuit and evasion strategies based on experience on pursuit-evasion games are investigated at two levels 1) individual runs and 2) ranges of the parameters of pursuit-evasion games. Results of the investigation are consistent with nature observations and the natural law - survival of the fittest. More importantly, with respect to the result of a pursuit-evasion game of agents with baseline strategies, this study achieves a different result. It is shown that, in a pursuit-evasion game with a dynamics formulation, an evader is not able to escape from a slightly faster pursuer with an effective learned pursuit strategy, based on agile maneuvers and an effective learned evasion strategy.
We analyze a (possibly degenerate) second order mean field games system of partial differential equations. The distinguishing features of the model considered are (1) that it is not uniformly parabolic, including the first order case as a possibility, and (2) the coupling is a local operator on the density. As a result we look for weak, not smooth, solutions. Our main result is the existence and uniqueness of suitably defined weak solutions, which are characterized as minimizers of two optimal control problems. We also show that such solutions are stable with respect to the data, so that in particular the degenerate case can be approximated by a uniformly parabolic (viscous) perturbation.
Mean Field Games with state constraints are differential games with infinitely many agents, each agent facing a constraint on his state. The aim of this paper is to provide a meaning of the PDE system associated with these games, the so-called Mean Field Game system with state constraints. For this, we show a global semiconvavity property of the value function associated with optimal control problems with state constraints.
We prove that every repeated game with countably many players, finite action sets, and tail-measurable payoffs admits an $epsilon$-equilibrium, for every $epsilon > 0$.
We propose a new viewpoint on variational mean-field games with diffusion and quadratic Hamiltonian. We show the equivalence of such mean-field games with a relative entropy minimization at the level of probabilities on curves. We also address the time-discretization of such problems, establish $Gamma$-convergence results as the time step vanishes and propose an efficient algorithm relying on this entropic interpretation as well as on the Sinkhorn scaling algorithm.
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