No presente trabalho serão apresentadas questões usuais em jogos diferenciais, nos quais os jogadores envolvidos têm objetivos diferentes; ou seja, enquanto um dos jogadores tenta fugir, o outro tenta pegar. Além disso, será definido um modelo de especificação para o jogo diferencial lobos e cordeiro. As Redes de Petri foram escolhidas como forma de especificação para o jogo proposto. Assim, o objetivo será estabelecer estratégias eficientes para o jogo lobos e cordeiro para que se possa realizar um estudo da complexidade das questões apresentadas para este jogo, levando-se em consideração a especificação formal apresentada para tal jogo. / In this work usual questions in differential games will be presented, in which the involved players have different objectives; that is, while one of the players tries "to run away", the other tries "to catch". Moreover, a specification for the differential game "wolves and lamb" will be defined. The Petri Nets had been chosen as specification formalism for the considered game. Thus, the objective is to establish efficient strategies for the game wolves and lamb so that we can carry out a study of the complexity of the presented questions, taking into consideration the presented formal specification for the game.

L'objectif de cette thèse est l'étude des jeux différentiels stochastiques à information incomplète. Nous considérons un jeu à deux joueurs adverses qui contrôlent une diffusion afin de minimiser, respectivement de maximiser un paiement spécifique. Pour modéliser l'incomplétude des informations, nous suivrons la célèbre approche d'Aumann et Maschler. Nous supposons qu'il existe des états de la nature différents dans laquelle le jeu peut avoir lieu. Avant que le jeu commence, l'état est choisi au hasard. L'information est ensuite transmise à un joueur alors que le second ne connaît que les probabilités respectives pour chaque état.Dans cette thèse nous établissons une représentationduale pour les jeux différentiels stochastiques à information incomplète. Ici, nous utilisons largement la théorie des équations différentielles stochastiques rétrogrades (EDSRs), qui se révèle être un outilindispensable dans cette étude. En outre, nous montrons comment, sous certaines restrictions, cette représentation permetde construire des stratégies optimales pour le joueur informé. Ensuite, nous donnons, en utilisant la représentation duale, une preuve particulièrement simple de la semiconvexité de la fonction valeur des jeux différentiels à information incomplète.Un autre partie de la thèse est consacré à des schémas numériques pour les jeux différentiels stochastiques à informationincomplète. Dans la dernière partie nous étudions des jeux d'arrêt optimal en temps continue, appelés jeux de Dynkin, à information incomplète. Nous établissons également une représentation duale, qui est utilisé pour déterminer des stratégies optimales pour le joueur informé dans ce cas. / The objective of this thesis is the study of stochastic differential games with incomplete information. We consider a game with two opponent players who control a diffusion in order to minimize, respectively maximize a certain payoff. To model the information incompleteness we will follow the famous ansatz of Aumann and Maschler. We assume that there are different states of nature in which the game can take place. Before the game starts the state is chosen randomly. The information is then transmitted to one player while the second one only knows the respective probabilities for each state. In this thesis we establish a dual representation for stochastic differential games with incomplete information. Therein we make a vast use of the theory of backward stochastic differential equations (BSDEs), which turns out to be an indispensable tool in this study. Moreover we show how under some restrictions that this representation allows to construct optimal strategies for the informed player.Morover we give - using the dual representation - a strikingly simple proof for semiconvexity of the value function of differential games with incomplete information. Another part of this thesis is devoted to numerical schemes for stochastic differential games with incomplete information. In the last part we investigate continuous time optimal stopping games, so called Dynkin games, with information incompleteness. We show that these games have a value and a unique characterization by a fully non-linear variational PDE for which we provide a comparison principle. Also we establish a dual representation for Dynkin games with incomplete information.

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In this work, we will show a result derived from a class of economically inspired multi-agent differential games. The result shows that in the class of games we present, only a sparse cooperation structure is needed by the agents to achieve an outcome that is in a particular sense "optimal". One may expect that to achieve such an outcome, a centralized control or full cooperation would be necessary; it is not. Not only is it not necessary - it is never necessary. We precisely characterize what kind of cooperation IS necessary to attain that kind of optimality. Only the sparsest kind of nonzero cooperation is ever necessary to achieve this optimal outcome. We call these structures Maximally Sparse Distributed Monopoloies

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This thesis presents several problems based on papers written jointly by the author and Dr. Christian-Oliver Ewald. Firstly, the author extends the model presented by Fershtman and Nitzan (1991), which studies a deterministic differential public good game. Two types of volatility are considered. In the first case the volatility of the diffusion term is dependent on the current level of public good, while in the second case the volatility is dependent on the current rate of public good provision by the agents. The result in the latter case is qualitatively different from the first one. These results are discussed in detail, along with numerical examples. Secondly, two existing lines of research in game theoretic studies of fisheries are combined and extended. The first line of research is the inclusion of the aspect of predation and the consideration of multi-species fisheries within classical game theoretic fishery models. The second line of research includes continuous time and uncertainty. This thesis considers a two species fishery game and compares the results of this with several cases. Thirdly, a model of a fishery is developed in which the dynamic of the unharvested fish population is given by the stochastic logistic growth equation and it is assumed that the fishery harvests the fish population following a constant effort strategy. Explicit formulas for optimal fishing effort are derived in problems considered and the effects of uncertainty, risk aversion and mean reversion speed on fishing efforts are investigated. Fourthly, a Dixit and Pindyck type irreversible investment problem in continuous time is solved, using the assumption that the project value follows a Cox-Ingersoll- Ross process. This solution differs from the two classical cases of geometric Brownian motion and geometric mean reversion and these differences are examined. The aim is to find the optimal stopping time, which can be applied to the problem of extracting resources.

This thesis addresses several aerospace guidance and decision making problems using both no cooperative and cooperative game theoretical solution concepts in the differential games framework. In the first part of the thesis, state dependent Riccati equation (SDRE) method has been extended to a zero-sum nonlinear differential games setting. This framework is used to study problems of intercepting a manoeuvring target, with and without terminal impact angle constraints, in the zero-sum differential games theory perspective. The guidance laws derived according to the proposed method are in closed from and online implementable. In the second part of the thesis, cooperative game theoretic concepts are applied to make a group of unmanned aerial vehicles (UAV) achieve rendezvous, in a given finite time horizon. An algorithm has been proposed that enables the UAVs to realize Nash bargaining solution. In this context, criteria for time consistency of a cooperative solution of nonzero-sum linear quadratic differential games have been studied. The problems where the UAVs try to achieve rendezvous by implementing cooperative game theoretic strategies, based on local information structure only, is also addressed.

Cette thèse concerne les jeux différentiels à somme nulle et à deux joueurs avec information incomplète. La structure de l'information est liée à un signal que reçoivent les joueurs. Cette information est dite symétrique quand la connaissance du signal est la même pour les deux joueurs (le signal est public), et asymétrique quand les signaux reçus par les joueurs peuvent être différents (le signal est privé).Ces signaux sont révélés au cours du jeu. Dans plusieurs situations de tels jeux, il est montré dans cette thèse, l'existence d'une valeur du jeu et sa caractérisation comme unique solution d'une équation aux dérivées partielles.Un type de structure d'information concerne le cas symétrique où le signal est réduit à la connaissance par les joueurs de l'état du système au moment où celui-ci atteint une cible donnée (les données initiales inconnues sont alors révélées). Pour ce type du jeu, nous avons introduit des stratégies non anticipatives qui dépendent du signal et nous avons obtenu l'existence d'une valeur.Comme les fonctions valeurs sont en général irrégulières (seulement continues), un des points clefs de notre approche est de prouver des résultats d'unicité et des principes de comparaison pour des solutions de viscosité lipschitziennes de nouveaux types d'équation d'Hamilton-Jacobi-Isaacs associées aux jeux étudiés. / In this thesis we investigate two-person zero-sum differential games with incomplete information. The information structure is related to a signal communicated to the players during the game.In such games, the information is symmetric if both players receive the same signal (namely it is a public signal). Otherwise, if the players could receive different signals (i.e. they receive private signals), the information is asymmetric. We prove in this thesis the existence of value and the characterization of the value function by a partial differential equation for various types of such games.A particular type of such information structure is the symmetric case in which the players receive as their signal the current state of the dynamical system at the moment when the state of the dynamic hits a fixed target set (the unknown initial data are then revealed to both players). For this type of games, we introduce the notion of signal-depending non-anticipative strategies with delay and we prove the existence of value with such strategies.As the value functions are in general irregular (at most continuous), a crucial step of our approach is to prove the uniqueness results and the comparison principles for viscosity solutions of new types of Hamilton-Jacobi-Isaacs equation associated to the games studied in this thesis.

This thesis is concerned with the Pursuit-and-Evasion (PE) problem where the pursuer aims to minimize the time to capture the evader while the evader tries to prevent capture. In the problem, the evader has two advantages: a higher manoeuvrability and that the pursuer is uncertain about the evader??s state. Cooperation among multiple pursuer vehicles can thus be used to overcome the evader??s advantages. The focus here is on the formulation and development of frameworks and algorithms for cooperation amongst pursuers, aiming at feasible implementation on real and autonomous vehicles. The thesis is split into Parts I and II. Part I considers the problem of capturing an evader of higher manoeuvrability in a deterministic PE game. The approach is the employment of Forward Reachable Set (FRS) analysis in the pursuers?? control. The analysis considers the coverage of the evader??s FRS, which is the set of reachable states at a future time, with the pursuer??s FRS and assumes that the chance of capturing the evader is dependent on the degree of the coverage. Using the union of multiple pursuers?? FRSs intuitively leads to more evader FRS coverage and this forms the mechanism of cooperation. A framework for cooperative control based on the FRS coverage, or FRS-based control, is proposed. Two control algorithms were developed within this framework. Part II additionally introduces the problem of evader state uncertainty due to noise and limited field-of-view of the pursuers?? sensors. A search-and-capture (SAC) problem is the result and a hybrid architecture, which includes multi-sensor estimation using the Particle Filter as well as FRS-based control, is proposed to accomplish the SAC task. The two control algorithms in Part I were tested in simulations against an optimal guidance algorithm. The results show that both algorithms yield a better performance in terms of time and miss distance. The results in Part II demonstrate the effectiveness of the hybrid architecture for the SAC task. The proposed frameworks and algorithms provide insights for the development of effective and more efficient control of pursuer vehicles and can be useful in the practical applications such as defence systems and civil law enforcement.

This thesis is concerned with the Pursuit-and-Evasion (PE) problem where the pursuer aims to minimize the time to capture the evader while the evader tries to prevent capture. In the problem, the evader has two advantages: a higher manoeuvrability and that the pursuer is uncertain about the evader??s state. Cooperation among multiple pursuer vehicles can thus be used to overcome the evader??s advantages. The focus here is on the formulation and development of frameworks and algorithms for cooperation amongst pursuers, aiming at feasible implementation on real and autonomous vehicles. The thesis is split into Parts I and II. Part I considers the problem of capturing an evader of higher manoeuvrability in a deterministic PE game. The approach is the employment of Forward Reachable Set (FRS) analysis in the pursuers?? control. The analysis considers the coverage of the evader??s FRS, which is the set of reachable states at a future time, with the pursuer??s FRS and assumes that the chance of capturing the evader is dependent on the degree of the coverage. Using the union of multiple pursuers?? FRSs intuitively leads to more evader FRS coverage and this forms the mechanism of cooperation. A framework for cooperative control based on the FRS coverage, or FRS-based control, is proposed. Two control algorithms were developed within this framework. Part II additionally introduces the problem of evader state uncertainty due to noise and limited field-of-view of the pursuers?? sensors. A search-and-capture (SAC) problem is the result and a hybrid architecture, which includes multi-sensor estimation using the Particle Filter as well as FRS-based control, is proposed to accomplish the SAC task. The two control algorithms in Part I were tested in simulations against an optimal guidance algorithm. The results show that both algorithms yield a better performance in terms of time and miss distance. The results in Part II demonstrate the effectiveness of the hybrid architecture for the SAC task. The proposed frameworks and algorithms provide insights for the development of effective and more efficient control of pursuer vehicles and can be useful in the practical applications such as defence systems and civil law enforcement.