Ioannis Exarchos

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— In this paper we consider a differential game of pursuit and evasion involving two players with constant, but different, speeds, and different maneuverability constraints. Specifically, the evader has limited maneuverability, while the pursuer is completely agile. This problem is an asymmetric version of the well-known Game of Two Cars. The aim of this(More)
In this paper we present a novel sampling-based numerical scheme designed to solve a certain class of stochastic optimal control problems, utilizing forward and backward stochastic differential equations (FBSDEs). By means of a nonlinear version of the Feynman-Kac lemma, we obtain a probabilistic representation of the solution to the nonlinear(More)
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