Zero-Sum Risk-Sensitive Stochastic Differential Games

We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.

Optimal Control of Markov Processes with Age-Dependent Transition Rates

We study optimal control of Markov processes with age-dependent transition rates. The control policy is chosen continuously over time based on the state of the process and its age. We study infinite horizon discounted cost and infinite horizon average cost problems. Our approach is via the construction of an equivalent semi-Markov decision process. We characterise the value function and optimal controls for both discounted and average cost cases.

Expanding universe: thermodynamical aspects from different models

The pivotal point of the paper is to discuss the behavior of temperature, pressure, energy density as a function of volume along with determination of caloric EoS from following two model: w(z)=w (0)+w (1)ln(1+z) & . The time scale of instability for this two models is discussed. In the paper we then generalize our result and arrive at general expression for energy density irrespective of the model. The thermodynamical stability for both of the model and the general case is discussed from this viewpoint. We also arrive at a condition on the limiting behavior of thermodynamic parameter to validate the third law of thermodynamics and interpret the general mathematical expression of integration constant U (0) (what we get while integrating energy conservation equation) physically relating it to number of micro states. The constraint on the allowed values of the parameters of the models is discussed which ascertains stability of universe. The validity of thermodynamical laws within apparent and event horizon is discussed.

Nonextremality, chemical potential, and the infrared limit of large N thermal QCD

Nonextremal solution with warped resolved-deformed conifold background is important to study the infrared limit of large N thermal QCD. Earlier works in this direction have not taken into account all the backreactions on the geometry, namely from the branes, fluxes, and black-hole carefully. In the present work we make some progress in this direction by solving explicitly the supergravity equations of motions in the presence of the backreaction from the black hole. The backreactions from the branes and the fluxes on the other hand and to the order that we study, are comparatively suppressed. Our analysis reveal, among other things, how the resolution parameter would depend on the horizon radius and how the renormalization group flows of the coupling constants should be understood in these scenarios, including their effects on the background three-form fluxes. We also study the effect of switching on a chemical potential in the background and, in a particularly simplified scenario, compute the actual value of the chemical potential for our case.

Generating string solutions in BTZ

Integrability of classical strings in the BTZ black hole enables the construction and study of classical string propagation in this background. We first apply the dressing method to obtain classical string solutions in the BTZ black hole. We dress time like geodesics in the BTZ black hole and obtain open string solutions which are pinned on the boundary at a single point and whose end points move on time like geodesics. These strings upon regularising their charge and spins have a dispersion relation similar to that of giant magnons. We then dress space like geodesics which start and end on the boundary of the BTZ black hole and obtain minimal surfaces which can penetrate the horizon of the black hole while being pinned at the boundary. Finally we embed the giant gluon solutions in the BTZ background in two different ways. They can be embedded as a spiral which contracts and expands touching the horizon or a spike which originates from the boundary and touches the horizon.

A relational contract for water demand management

For necessary goods like water, under supply constraints, fairness considerations lead to negative externalities. The objective of this paper is to design an infinite horizon contract or relational contract (a type of long-term contract) that ensures self-enforcing (instead of court-enforced) behaviour by the agents to mitigate the externality due to fairness issues. In this contract, the consumer is induced to consume at firm-supply level using the threat of higher fair price for future time periods. The pricing mechanism, computed in this paper, internalizes the externality and is shown to be economically efficient and provides revenue sufficiency.

Subttractors

We consider extremal limits of the recently constructed ``subtracted geometry''. We show that extremality makes the horizon attractive against scalar perturbations, but radial evolution of such perturbations changes the asymptotics: from a conical-box to flat Minkowski. Thus these are black holes that retain their near-horizon geometry under perturbations that drastically change their asymptotics. We also show that this extremal subtracted solution (''subttractor'') can arise as a boundary of the basin of attraction for flat space attractors. We demonstrate this by using a fairly minimal action (that has connections with STU model) where the equations of motion are integrable and we are able to find analytic solutions that capture the flow from the horizon to the asymptotic region. The subttractor is a boundary between two qualitatively different flows. We expect that these results have generalizations for other theories with charged dilatonic black holes.

Optimal incentive timing strategies for product marketing on social networks

We consider the problem of devising incentive strategies for viral marketing of a product. In particular, we assume that the seller can influence penetration of the product by offering two incentive programs: a) direct incentives to potential buyers (influence) and b) referral rewards for customers who influence potential buyers to make the purchase (exploit connections). The problem is to determine the optimal timing of these programs over a finite time horizon. In contrast to algorithmic perspective popular in the literature, we take a mean-field approach and formulate the problem as a continuous-time deterministic optimal control problem. We show that the optimal strategy for the seller has a simple structure and can take both forms, namely, influence-and-exploit and exploit-and-influence. We also show that in some cases it may optimal for the seller to deploy incentive programs mostly for low degree nodes. We support our theoretical results through numerical studies and provide practical insights by analyzing various scenarios.

Generalized model predictive static programming and its application to 3D impact angle constrained guidance of air-to-surface missiles

A new `generalized model predictive static programming (G-MPSP)' technique is presented in this paper in the continuous time framework for rapidly solving a class of finite-horizon nonlinear optimal control problems with hard terminal constraints. A key feature of the technique is backward propagation of a small-dimensional weight matrix dynamics, using which the control history gets updated. This feature, as well as the fact that it leads to a static optimization problem, are the reasons for its high computational efficiency. It has been shown that under Euler integration, it is equivalent to the existing model predictive static programming technique, which operates on a discrete-time approximation of the problem. Performance of the proposed technique is demonstrated by solving a challenging three-dimensional impact angle constrained missile guidance problem. The problem demands that the missile must meet constraints on both azimuth and elevation angles in addition to achieving near zero miss distance, while minimizing the lateral acceleration demand throughout its flight path. Both stationary and maneuvering ground targets are considered in the simulation studies. Effectiveness of the proposed guidance has been verified by considering first order autopilot lag as well as various target maneuvers.

Zero-sum risk-sensitive stochastic games on a countable state space

Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

3D flat holography: entropy and logarithmic corrections

We compute the leading corrections to the Bekenstein-Hawking entropy of the Flat Space Cosmological (FSC) solutions in 3D flat spacetimes, which are the flat analogues of the BTZ black holes in AdS(3). The analysis is done by a computation of density of states in the dual 2D Galilean Conformal Field Theory and the answer obtained by this matches with the limiting value of the expected result for the BTZ inner horizon entropy as well as what is expected for a generic thermodynamic system. Along the way, we also develop other aspects of holography of 3D flat spacetimes.

Optimal control of information epidemics modeled as Maki Thompson rumors

We model the spread of information in a homogeneously mixed population using the Maki Thompson rumor model. We formulate an optimal control problem, from the perspective of single campaigner, to maximize the spread of information when the campaign budget is fixed. Control signals, such as advertising in the mass media, attempt to convert ignorants and stiflers into spreaders. We show the existence of a solution to the optimal control problem when the campaigning incurs non-linear costs under the isoperimetric budget constraint. The solution employs Pontryagin's Minimum Principle and a modified version of forward backward sweep technique for numerical computation to accommodate the isoperimetric budget constraint. The techniques developed in this paper are general and can be applied to similar optimal control problems in other areas. We have allowed the spreading rate of the information epidemic to vary over the campaign duration to model practical situations when the interest level of the population in the subject of the campaign changes with time. The shape of the optimal control signal is studied for different model parameters and spreading rate profiles. We have also studied the variation of the optimal campaigning costs with respect to various model parameters. Results indicate that, for some model parameters, significant improvements can be achieved by the optimal strategy compared to the static control strategy. The static strategy respects the same budget constraint as the optimal strategy and has a constant value throughout the campaign horizon. This work finds application in election and social awareness campaigns, product advertising, movie promotion and crowdfunding campaigns. (C) 2014 Elsevier B.V. All rights reserved.

Risk-sensitive control of continuous time Markov chains

We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterize the value function via Hamilton Jacobi Bellman equation and obtain an optimal Markov control. We do the same for infinite horizon discounted cost case. In the infinite horizon average cost case we establish the existence of an optimal stationary control under certain Lyapunov condition. We also develop a policy iteration algorithm for finding an optimal control.

A simulation-based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation-based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high-dimensional parameters, it uses the efficient smoothed functional gradient estimator.

Generalized Model Predictive Static Programming and Angle-Constrained Guidance of Air-to-Ground Missiles

A new generalized model predictive static programming technique is presented for rapidly solving a class of finite-horizon nonlinear optimal control problems with hard terminal constraints. Two key features for its high computational efficiency include one-time backward integration of a small-dimensional weighting matrix dynamics, followed bya static optimization formulation that requires only a static Lagrange multiplier to update the control history. It turns out that under Euler integration and rectangular approximation of finite integrals it is equivalent to the existing model predictive static programming technique. In addition to the benchmark double integrator problem, usefulness of the proposed technique is demonstrated by solving a three-dimensional angle-constrained guidance problem for an air-to-ground missile, which demands that the missile must meet constraints on both azimuth and elevation angles at the impact point in addition to achieving near-zero miss distance, while minimizing the lateral acceleration demand throughout its flight path. Simulation studies include maneuvering ground targets along with a first-order autopilot lag. Comparison studies with classical augmented proportional navigation guidance and modern general explicit guidance lead to the conclusion that the proposed guidance is superior to both and has a larger capture region as well.