International Society of Dynamic Games

Dynamic Games and Applications Seminar

Equilibrium Queueing Strategies in Random Environment

Oct 22, 2026   11:00 AM — 12:00 PM (Montreal time)

Zoom webinar (link)

We study equilibrium queueing strategies in an M/M/1-type queueing system with strategic customers operating in a two-phase random environment described as a continuous-time Markov process. Strategic customers, upon arrival, choose whether to join or to balk based on available information and anticipated utility, considering the trade-off between reward from service and waiting cost. Four observational scenarios are analysed: fully observable (both queue length and environment phase are disclosed to a customer upon arrival), queue-only observable, environment-only observable, and fully unobservable. In each case, equilibrium joining strategies are analysed. In environment-only observable and fully unobservable cases, explicit solutions and equilibrium conditions are derived under rapid oscillations and under very slow transitions between environment phases. (with Uri Yechiali).

Dynamic Games and Applications Seminar

In linear-quadratic dynamic games, Riccati–Stein solutions hide in a lifted state space

Oct 8, 2026   11:00 AM — 12:00 PM (Montreal time)

Zoom webinar (link)

We discuss infinite-horizon open-loop Nash equilibria (OLNE) in discrete-time linear-quadratic dynamic games. By embedding the dynamics into an augmented system, we show that the Riccati–Stein solution of each player coincides with that of a linear-quadratic regulator (LQR) on a lifted space. Building on this insight, we derive a finite-horizon optimal control formulation whose solutions coincide with the infinite-horizon OLNE, and reformulate it as a monotone affine variational inequality (AVI).

Dynamic Games and Applications Seminar

Differential Pursuit–Evasion Games in the Hilbert Space ℓ2

Oct 1, 2026   11:00 AM — 12:00 PM (Montreal time)

Zoom webinar (link)

We constructed optimal strategies for players of a differential pursuit-evasion game in sequence space ℓ2 under point-wise contraints. The players are one evader, and a countable number of pursuers who evolve under differential equations of first order for pursuers and of second order for the evader. At the end of a fixed time θ, the payoff is the distance between the evader and the closest pursuer. The pursuers aim to minimize the payoff while the evader seeks to maximize it. (with Mehdi Salimi)