activity
20242026
collaborators
Showing math.OCShow all

7 papers · 1 filter

math.OC2026

The Price of Covertness: Dual-Control Navigation in Uncertain Flows under Adversarial Sensing

Ruimeng Hu, Botao Jin, Xu Yang

Covert navigation in an uncertain flow couples motion planning with information acquisition. A vehicle must estimate the local flow to navigate, while estimation error induces corr…

math.OC2026

Strategic Inference of Adversarial Navigation Objectives for Unmanned Underwater Vehicles

Ruimeng Hu, Xu Yang

We study destination inference for adversarial unmanned underwater navigation in a spatially varying current field. The red vehicle is modeled as approximately following a Hamilton…

math.OC2026

A Continuous-Time Actor-Critic Framework for Jump-Diffusion Controls with Normalizing Flows

Liya Guo, Ruimeng Hu, Xu Yang +1

Continuous-time stochastic control with time-inhomogeneous jump-diffusion dynamics is central in finance and economics, but computing optimal policies is difficult under explicit t…

math.OC2025

Strategic Inference in Stackelberg Games: Optimal Control for Revealing Adversary Intent

Ruimeng Hu, Daniel Ralston, Xu Yang +1

We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The foll…

math.OC2025

Adversarial Decision-Making in Partially Observable Multi-Agent Systems: A Sequential Hypothesis Testing Approach

Haosheng Zhou, Daniel Ralston, Xu Yang +1

Adversarial decision-making in partially observable multi-agent systems requires sophisticated strategies for both deception and counter-deception. This paper presents a sequential…

math.OC2025

Integrating Sequential Hypothesis Testing into Adversarial Games: A Sun Zi-Inspired Framework

Haosheng Zhou, Daniel Ralston, Xu Yang +1

This paper investigates the interplay between sequential hypothesis testing (SHT) and adversarial decision-making in partially observable games, focusing on the deceptive strategie…

math.OC2024

Multi-Agent Relative Investment Games in a Jump Diffusion Market with Deep Reinforcement Learning Algorithm

Liwei Lu, Ruimeng Hu, Xu Yang +1

This paper focuses on multi-agent stochastic differential games for jump-diffusion systems. On one hand, we study the multi-agent game for optimal investment in a jump-diffusion ma…