{"id":"https://openalex.org/W4391020628","doi":"https://doi.org/10.1109/cdc49753.2023.10383399","title":"Risk-Minimizing Two-Player Zero-Sum Stochastic Differential Game via Path Integral Control","display_name":"Risk-Minimizing Two-Player Zero-Sum Stochastic Differential Game via Path Integral Control","publication_year":2023,"publication_date":"2023-12-13","ids":{"openalex":"https://openalex.org/W4391020628","doi":"https://doi.org/10.1109/cdc49753.2023.10383399"},"language":"en","primary_location":{"id":"doi:10.1109/cdc49753.2023.10383399","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc49753.2023.10383399","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 62nd IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112647918","display_name":"Apurva Patil","orcid":null},"institutions":[{"id":"https://openalex.org/I4210164117","display_name":"Walker (United States)","ror":"https://ror.org/05hgh7849","country_code":"US","type":"company","lineage":["https://openalex.org/I4210164117"]},{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Apurva Patil","raw_affiliation_strings":["University of Texas at Austin,Walker Department of Mechanical Engineering","Walker Department of Mechanical Engineering, University of Texas at Austin"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Texas at Austin,Walker Department of Mechanical Engineering","institution_ids":["https://openalex.org/I4210164117","https://openalex.org/I86519309"]},{"raw_affiliation_string":"Walker Department of Mechanical Engineering, University of Texas at Austin","institution_ids":["https://openalex.org/I4210164117","https://openalex.org/I86519309"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109632825","display_name":"Yujing Zhou","orcid":null},"institutions":[{"id":"https://openalex.org/I20089843","display_name":"Princeton University","ror":"https://ror.org/00hx57361","country_code":"US","type":"education","lineage":["https://openalex.org/I20089843"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Yujing Zhou","raw_affiliation_strings":["Princeton University,Department of Mechanical and Aerospace Engineering","Department of Mechanical and Aerospace Engineering, Princeton University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Princeton University,Department of Mechanical and Aerospace Engineering","institution_ids":["https://openalex.org/I20089843"]},{"raw_affiliation_string":"Department of Mechanical and Aerospace Engineering, Princeton University","institution_ids":["https://openalex.org/I20089843"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5070827615","display_name":"David Fridovich-Keil","orcid":"https://orcid.org/0000-0002-5866-6441"},"institutions":[{"id":"https://openalex.org/I4210164117","display_name":"Walker (United States)","ror":"https://ror.org/05hgh7849","country_code":"US","type":"company","lineage":["https://openalex.org/I4210164117"]},{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"David Fridovich-Keil","raw_affiliation_strings":["University of Texas at Austin,Walker Department of Mechanical Engineering","Walker Department of Mechanical Engineering, University of Texas at Austin"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Texas at Austin,Walker Department of Mechanical Engineering","institution_ids":["https://openalex.org/I4210164117","https://openalex.org/I86519309"]},{"raw_affiliation_string":"Walker Department of Mechanical Engineering, University of Texas at Austin","institution_ids":["https://openalex.org/I4210164117","https://openalex.org/I86519309"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5082230661","display_name":"Takashi Tanaka","orcid":"https://orcid.org/0000-0001-7424-0064"},"institutions":[{"id":"https://openalex.org/I86519309","display_name":"The University of Texas at Austin","ror":"https://ror.org/00hj54h04","country_code":"US","type":"education","lineage":["https://openalex.org/I86519309"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Takashi Tanaka","raw_affiliation_strings":["University of Texas at Austin,Department of Aerospace Engineering and Engineering Mechanics","Department of Aerospace Engineering and Engineering Mechanics, University of Texas at Austin"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Texas at Austin,Department of Aerospace Engineering and Engineering Mechanics","institution_ids":["https://openalex.org/I86519309"]},{"raw_affiliation_string":"Department of Aerospace Engineering and Engineering Mechanics, University of Texas at Austin","institution_ids":["https://openalex.org/I86519309"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":4.019,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.95466742,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"3095","last_page":"3101"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9882000088691711,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9882000088691711,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9847000241279602,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12794","display_name":"Adaptive Dynamic Programming Control","score":0.9681000113487244,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/differential-game","display_name":"Differential game","score":0.8185083866119385},{"id":"https://openalex.org/keywords/saddle-point","display_name":"Saddle point","score":0.6444248557090759},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5628632307052612},{"id":"https://openalex.org/keywords/zero-sum-game","display_name":"Zero-sum game","score":0.5444104075431824},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4963558316230774},{"id":"https://openalex.org/keywords/nash-equilibrium","display_name":"Nash equilibrium","score":0.45913559198379517},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.43546658754348755},{"id":"https://openalex.org/keywords/sequential-game","display_name":"Sequential game","score":0.43153083324432373},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4050412178039551},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.37029656767845154},{"id":"https://openalex.org/keywords/game-theory","display_name":"Game theory","score":0.3200666308403015},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.1964435577392578}],"concepts":[{"id":"https://openalex.org/C2779006483","wikidata":"https://www.wikidata.org/wiki/Q1973196","display_name":"Differential game","level":2,"score":0.8185083866119385},{"id":"https://openalex.org/C2681867","wikidata":"https://www.wikidata.org/wiki/Q690935","display_name":"Saddle point","level":2,"score":0.6444248557090759},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5628632307052612},{"id":"https://openalex.org/C136356330","wikidata":"https://www.wikidata.org/wiki/Q156612","display_name":"Zero-sum game","level":3,"score":0.5444104075431824},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4963558316230774},{"id":"https://openalex.org/C46814582","wikidata":"https://www.wikidata.org/wiki/Q23389","display_name":"Nash equilibrium","level":2,"score":0.45913559198379517},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.43546658754348755},{"id":"https://openalex.org/C73795354","wikidata":"https://www.wikidata.org/wiki/Q287618","display_name":"Sequential game","level":3,"score":0.43153083324432373},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4050412178039551},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.37029656767845154},{"id":"https://openalex.org/C177142836","wikidata":"https://www.wikidata.org/wiki/Q44455","display_name":"Game theory","level":2,"score":0.3200666308403015},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.1964435577392578},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/cdc49753.2023.10383399","is_oa":false,"landing_page_url":"https://doi.org/10.1109/cdc49753.2023.10383399","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2023 62nd IEEE Conference on Decision and Control (CDC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1483382787","https://openalex.org/W1562057654","https://openalex.org/W2017089923","https://openalex.org/W2019291268","https://openalex.org/W2025629731","https://openalex.org/W2026659355","https://openalex.org/W2088246243","https://openalex.org/W2116364955","https://openalex.org/W2170316986","https://openalex.org/W2327668930","https://openalex.org/W2492629073","https://openalex.org/W2498694880","https://openalex.org/W2584986912","https://openalex.org/W2789386227","https://openalex.org/W3005581722","https://openalex.org/W3008282592","https://openalex.org/W3082482838","https://openalex.org/W4298090512","https://openalex.org/W4315488727","https://openalex.org/W6640290305","https://openalex.org/W6780372821"],"related_works":["https://openalex.org/W2077432297","https://openalex.org/W2793678088","https://openalex.org/W2090036432","https://openalex.org/W2078184820","https://openalex.org/W2228513190","https://openalex.org/W640273602","https://openalex.org/W2800356679","https://openalex.org/W1987479130","https://openalex.org/W1986241611","https://openalex.org/W2884690177"],"abstract_inverted_index":{"This":[0,119],"paper":[1],"addresses":[2],"a":[3,49,57,68,76,147,152],"continuous-time":[4],"risk-minimizing":[5,144],"two-player":[6],"zero-sum":[7,145],"stochastic":[8],"differential":[9,72],"game":[10,33,54,125],"(SDG),":[11],"in":[12,25],"which":[13,110],"each":[14],"player":[15],"aims":[16],"to":[17,55,122,159],"minimize":[18],"its":[19],"probability":[20],"of":[21,31,96,99,131,143],"failure.":[22],"Failure":[23],"occurs":[24],"the":[26,29,32,44,84,92,97,100,107,124,161],"event":[27],"when":[28],"state":[30],"enters":[34],"into":[35],"predefined":[36],"undesirable":[37],"domains,":[38],"and":[39,60,87,94,151],"one":[40],"player's":[41],"failure":[42],"is":[43],"other's":[45],"success.":[46],"We":[47,102,134],"derive":[48],"sufficient":[50],"condition":[51],"for":[52,106],"this":[53],"have":[56],"saddle-point":[58,98,108],"equilibrium":[59],"show":[61],"that":[62],"it":[63],"can":[64,111],"be":[65,112],"solved":[66],"via":[67,127],"Hamilton-Jacobi-Isaacs":[69],"(HJI)":[70],"partial":[71],"equation":[73],"(PDE)":[74],"with":[75],"Dirichlet":[77],"boundary":[78],"condition.":[79],"Under":[80],"certain":[81],"assumptions":[82],"on":[83,140],"system":[85,132],"dynamics":[86],"cost":[88],"function,":[89],"we":[90],"establish":[91],"existence":[93],"uniqueness":[95],"game.":[101,154],"provide":[103],"explicit":[104],"expressions":[105],"policies":[109],"numerically":[113],"evaluated":[114],"using":[115],"path":[116],"integral":[117],"control.":[118],"allows":[120],"us":[121],"solve":[123],"online":[126],"Monte":[128],"Carlo":[129],"sampling":[130],"trajectories.":[133],"implement":[135],"our":[136],"control":[137,163],"synthesis":[138,164],"framework":[139],"two":[141],"classes":[142],"SDGs:":[146],"disturbance":[148],"attenuation":[149],"problem":[150],"pursuit-evasion":[153],"Simulation":[155],"studies":[156],"are":[157],"presented":[158],"validate":[160],"proposed":[162],"framework.":[165]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":3}],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}