Related papers: Local Optimality of Almost Piecewise-Linear Quanti…
This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…
We consider large but finite systems of identical agents on the line with up to next nearest neighbor asymmetric coupling. Each agent is modelled by a linear second order differential equation, linearly coupled to up to four of its…
We consider an n-player symmetric stochastic game with weak interaction between the players. Time is continuous and the horizon and the number of states are finite. We show that the value function of each of the players can be approximated…
We study the iteration complexity of decentralized learning of approximate correlated equilibria in incomplete information games. On the negative side, we prove that in $\mathit{extensive}$-$\mathit{form}$ $\mathit{games}$, assuming…
We propose an adaptive, two steps strategy, for the estimation of mixed qubit states. We show that the strategy is optimal in a local minimax sense for the trace norm distance as well as other locally quadratic figures of merit. Local…
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…
This paper is concerned with a linear-quadratic (LQ) Stackelberg mean field games of backward-forward stochastic systems, involving a backward leader and a substantial number of forward followers. The leader initiates by providing its…
We study a particle approximation for one-dimensional first-order Mean-Field-Games (MFGs) with local interactions with planning conditions. Our problem comprises a system of a Hamilton-Jacobi equation coupled with a transport equation. As…
We explore a mechanism of decision-making in Mean Field Games with myopic players. At each instant, agents set a strategy which optimizes their expected future cost by assuming their environment as immutable. As the system evolves, the…
This paper is concerned with a linear-quadratic partially observed mean field Stackelberg stochastic differential game, which contains a leader and a large number of followers. Specifically, the followers confront a large-population Nash…
We consider any network environment in which the "best shot game" is played. This is the case where the possible actions are only two for every node (0 and 1), and the best response for a node is 1 if and only if all her neighbors play 0. A…
Most data based state and parameter estimation methods require suitable initial values or guesses to achieve convergence to the desired solution, which typically is a global minimum of some cost function. Unfortunately, however, other…
The topics treated in this thesis are inherently two-fold. The first part considers the problem of a market maker optimally setting bid/ask quotes over a finite time horizon, to maximize her expected utility. The intensities of the orders…
The Stackelberg game depicts a leader-follower relationship wherein decisions are made sequentially, and the Stackelberg equilibrium represents an expected optimal solution when the leader can anticipate the rational response of the…
We propose a model-based approach to design feedback policies for dexterous robotic manipulation. The manipulation problem is formulated as reaching the target region from an initial state for some non-smooth nonlinear system. First, we use…
Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback…
There are many significant applied contexts that require the solution of discontinuous optimization problems in finite dimensions. Yet these problems are very difficult, both computationally and analytically. With the functions being…
This paper poses a question about a simple localization problem. The question is if an {\em oblivious} walker on a line-segment can localize the middle point of the line-segment in {\em finite} steps observing the direction (i.e., Left or…
Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…
We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable…