English
Related papers

Related papers: Performance Evaluation of a Multi-Agent Risk-Sensi…

200 papers

The problem of consensus in the presence of misbehaving agents has increasingly attracted attention in the literature. Prior results have established algorithms and graph structures for multi-agent networks which guarantee the consensus of…

Systems and Control · Computer Science 2018-02-28 James Usevitch , Dimitra Panagou

The behaviour of multi-agent learning in competitive network games is often studied within the context of zero-sum games, in which convergence guarantees may be obtained. However, outside of this class the behaviour of learning is known to…

Computer Science and Game Theory · Computer Science 2023-12-20 Aamal Hussain , Francesco Belardinelli

Online multi-agent control problems, where many agents pursue competing and time-varying objectives, are widespread in domains such as autonomous robotics, economics, and energy systems. In these settings, robustness to adversarial…

Machine Learning · Computer Science 2025-09-29 Anas Barakat , John Lazarsfeld , Georgios Piliouras , Antonios Varvitsiotis

Multi-agent reinforcement learning has been successfully applied to a number of challenging problems. Despite these empirical successes, theoretical understanding of different algorithms is lacking, primarily due to the curse of…

Machine Learning · Computer Science 2021-12-28 Yuwei Luo , Zhuoran Yang , Zhaoran Wang , Mladen Kolar

Motivated by recent works addressing adversarial attacks on deep reinforcement learning, a deception attack on linear quadratic Gaussian control is studied in this paper. In the considered attack model, the adversary can manipulate the…

Systems and Control · Electrical Eng. & Systems 2020-09-11 Zuxing Li , György Dán , Dong Liu

In this paper, we investigate distributed multi-agent tracking of a convex set specified by multiple moving leaders with unmeasurable velocities. Various jointly-connected interaction topologies of the follower agents with uncertainties are…

Multiagent Systems · Computer Science 2015-03-19 Guodong Shi , Yiguang Hong , K. H. Johansson

In this paper, we address linear-quadratic-Gaussian (LQG) risk-sensitive mean field games (MFGs) with common noise. In this framework agents are exposed to a common noise and aim to minimize an exponential cost functional that reflects…

Optimization and Control · Mathematics 2024-03-07 Xin Yue Ren , Dena Firoozi

In this work, we study the deception of a Linear-Quadratic-Gaussian (LQG) agent by manipulating the cost signals. We show that a small falsification of the cost parameters will only lead to a bounded change in the optimal policy. The bound…

Systems and Control · Electrical Eng. & Systems 2022-04-08 Yunhan Huang , Quanyan Zhu

This work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…

Optimization and Control · Mathematics 2021-10-22 Bilal Hammoud , Armand Jordana , Ludovic Righetti

This paper addresses the leader-following consensus problem for discrete-time positive multi-agent systems over time-varying graphs. We assume that the followers may have mutually different positive dynamics which can also be different from…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Ruonan Li , Yichen Zhang , Yutao Tang , Shurong Li

Multi-Agent Reinforcement Learning involves agents that learn together in a shared environment, leading to emergent dynamics sensitive to initial conditions and parameter variations. A Dynamical Systems approach, which studies the evolution…

Multiagent Systems · Computer Science 2025-01-03 David Goll , Jobst Heitzig , Wolfram Barfuss

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

We study the linear quadratic Gaussian (LQG) control problem, in which the controller's observation of the system state is such that a desired cost is unattainable. To achieve the desired LQG cost, we introduce a communication link from the…

Optimization and Control · Mathematics 2021-09-28 Oron Sabag , Peida Tian , Victoria Kostina , Babak Hassibi

The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than…

Social and Information Networks · Computer Science 2019-07-29 Chulwook Park

We investigate the effects of the social interactions of a finite set of agents on an equilibrium pricing mechanism. A derivative written on non-tradable underlyings is introduced to the market and priced in an equilibrium framework by…

Mathematical Finance · Quantitative Finance 2017-02-14 Jana Bielagk , Arnaud Lionnet , Goncalo Dos Reis

The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…

Systems and Control · Computer Science 2018-12-10 Hildo Bijl , Thomas B. Schön

Multi-agent reinforcement learning systems aim to provide interacting agents with the ability to collaboratively learn and adapt to the behaviour of other agents. In many real-world applications, the agents can only acquire a partial view…

Machine Learning · Computer Science 2018-12-04 Ozsel Kilinc , Giovanni Montana

Trajectory prediction for scenes with multiple agents and entities is a challenging problem in numerous domains such as traffic prediction, pedestrian tracking and path planning. We present a general architecture to address this challenge…

Machine Learning · Computer Science 2020-11-02 Nitin Kamra , Hao Zhu , Dweep Trivedi , Ming Zhang , Yan Liu

We study the problem of cooperative multi-agent reinforcement learning with a single joint reward signal. This class of learning problems is difficult because of the often large combined action and observation spaces. In the fully…

The focus of this paper is directed towards optimal control of multi-agent systems consisting of one leader and a number of followers in the presence of noise. The dynamics of every agent is assumed to be linear, and the performance index…

Optimization and Control · Mathematics 2020-12-02 Jalal Arabneydi , Mohammad M. Baharloo , Amir G. Aghdam