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We study a new kind of non-zero-sum stochastic differential game with mixed impulse/switching controls, motivated by strategic competition in commodity markets. A representative upstream firm produces a commodity that is used by a…

Mathematical Finance · Quantitative Finance 2020-06-09 René Aïd , Luciano Campi , Liangchen Li , Mike Ludkovski

Mobility systems are complex socio-technical environments influenced by multiple stakeholders with hierarchically interdependent decisions, rendering effective control and policy design inherently challenging. We bridge hierarchical…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Mingjia He , Zhiyu He , Jan Ghadamian , Florian Dörfler , Emilio Frazzoli , Gioele Zardini

Vaccine delivery in under-resourced locations with security risks is not just challenging but also life threatening. The current COVID pandemic and the need to vaccinate have added even more urgency to this issue. Motivated by this problem,…

Computer Science and Game Theory · Computer Science 2022-04-26 Tien Mai , Arunesh Sinha

Autocurricular training is an important sub-area of multi-agent reinforcement learning~(MARL) that allows multiple agents to learn emergent skills in an unsupervised co-evolving scheme. The robotics community has experimented autocurricular…

Artificial Intelligence · Computer Science 2023-05-09 Boling Yang , Liyuan Zheng , Lillian J. Ratliff , Byron Boots , Joshua R. Smith

Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…

Computer Science and Game Theory · Computer Science 2007-12-11 Stéphane Le Roux

In the context of high fossil fuel consumption and inefficiency within China's energy systems, effective demand-side management is essential. This study examines the thermal characteristics of various building types across different…

Systems and Control · Electrical Eng. & Systems 2024-11-20 Ranran Yang

Anticipating the strategies of potential attackers is crucial for protecting critical infrastructure. We can represent the challenge of the defenders of such infrastructure as a Stackelberg security game. The defender must decide how to…

Computer Science and Game Theory · Computer Science 2024-05-16 Pamela Bustamante-Faúndez , Víctor Bucarey L. , Martine Labbé , Vladimir Marianov , Fernando Ordóñez

This paper investigates the feasibility of using a discriminate pricing scheme to offset the inconvenience that is experienced by an energy user (EU) in trading its energy with an energy controller in smart grid. The main objective is to…

Systems and Control · Computer Science 2014-07-23 Wayes Tushar , Chau Yuen , Bo Chai , David B. Smith , H. Vincent Poor

Due to the ever-increasing popularity of ride-hailing services and the indisputable shift towards alternative fuel vehicles, the intersection of the ride-hailing market and smart electric mobility provides an opportunity to trade different…

Systems and Control · Electrical Eng. & Systems 2024-02-26 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

Dual-channel closed-loop supply chains (DCCLSCs) play a vital role in attaining both sustainability and profitability. This paper introduces a game-theoretic model to analyze optimal pricing strategies for primary and replacement customers…

Optimization and Control · Mathematics 2025-05-29 Yang Xiao , Hisashi Kurata , Ting Wang

In this paper, we are concerned with the stabilizatbility of Stackelberg game-based systems. In particular, two players are involved in the system where one is the follower to minimize the related cost function and the other is the leader…

Optimization and Control · Mathematics 2021-05-04 Yue Sun , Juanjuan Xu , Huanshui Zhang

Formulating cyber-security problems with attackers and defenders as a partially observable stochastic game has become a trend recently. Among them, the one-sided two-player zero-sum partially observable stochastic game (OTZ-POSG) has…

Systems and Control · Electrical Eng. & Systems 2021-09-20 Wei Zheng , Taeho Jung , Hai Lin

We consider the problem of reducing the carbon emissions of a set of firms over a finite horizon. A regulator dynamically allocates emission allowances to each firm. Firms face idiosyncratic as well as common economic shocks on emissions,…

General Economics · Economics 2021-02-25 René Aïd , Sara Biagini

In this work we introduce hierarchy in wireless networks that can be modeled by a decentralized multiple access channel and for which energy-efficiency is the main performance index. In these networks users are free to choose their power…

Computer Science and Game Theory · Computer Science 2016-11-17 S. Lasaulce , Y. Hayel , R. El Azouzi , M. Debbah

Renewable energy has achieved high penetration rates in many areas, leading to curtailment, especially if existing network infrastructure is insufficient and energy generated cannot be exported. In this context, Distribution Network…

Signal Processing · Electrical Eng. & Systems 2019-08-28 Merlinda Andoni , Valentin Robu , Wolf-Gerrit Fruh , David Flynn

Recently, the boosting growth of computation-heavy applications raises great challenges for the Fifth Generation (5G) and future wireless networks. As responding, the hybrid edge and cloud computing (ECC) system has been expected as a…

Systems and Control · Electrical Eng. & Systems 2021-09-28 Jun Du , Chunxiao Jiang , Abderrahim Benslimane , Song Guo , Yong Ren

An operating entity utilizing community-integrated energy systems with a large number of small-scale distributed energy sources can easily trade with existing distribution markets. To solve the energy management and pricing problem of…

Systems and Control · Electrical Eng. & Systems 2021-12-23 Yang Li , Bin Wang , Zhen Yang , Jiazheng Li , Chen Chen

Designing socially optimal policies in multi-agent environments is a fundamental challenge in both economics and artificial intelligence. This paper studies a general framework for learning Stackelberg equilibria in dynamic and uncertain…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Jun He , Andrew L. Liu , Yihsu Chen

Demand-side management is very critical in China's energy systems because of its high fossil energy consumption and low system energy efficiency. A building shape factor is introduced in describing the architectural characteristics of…

Systems and Control · Electrical Eng. & Systems 2022-08-30 Limeng Wang , Ranran Yang , Yang Qu , Chengzhe Xu

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

Optimization and Control · Mathematics 2024-05-16 Yiting Wu , Junyu Zhang