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We propose an algorithm to calculate the exact solution for utility optimization problems on finite state spaces under a class of non-differentiable preferences. We prove that optimal strategies must lie on a discrete grid in the plane, and…

Pricing of Securities · Quantitative Finance 2018-10-01 Marcellino Gaudenzi , Michel Vellekoop

We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…

Optimization and Control · Mathematics 2021-08-18 Yongxin Chen

This paper investigates the problem of cooperative tuning of multi-agent optimal control systems, where a network of agents (i.e. multiple coupled optimal control systems) adjusts parameters in their dynamics, objective functions, or…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Zehui Lu , Wanxin Jin , Shaoshuai Mou , Brian D. O. Anderson

Conservatism has led to significant progress in offline reinforcement learning (RL) where an agent learns from pre-collected datasets. However, as many real-world scenarios involve interaction among multiple agents, it is important to…

Machine Learning · Computer Science 2022-04-05 Ling Pan , Longbo Huang , Tengyu Ma , Huazhe Xu

In this paper I present several algorithmic techniques for improving the decision process of multiple types of agents behaving in environments where their interests are in conflict. The interactions between the agents are modelled by using…

Computer Science and Game Theory · Computer Science 2009-08-04 Mugurel Ionut Andreica

Intelligent interaction with the real world requires robotic agents to jointly reason over high-level plans and low-level controls. Task and motion planning (TAMP) addresses this by combining symbolic planning and continuous trajectory…

Robotics · Computer Science 2025-09-18 Denis Shcherba , Eckart Cobo-Briesewitz , Cornelius V. Braun , Marc Toussaint

To address efficiency and design challenges in choice-based matching platforms, we introduce a two-sided assortment optimization framework under general choice preferences. The goal in this problem is to maximize the expected number of…

Optimization and Control · Mathematics 2026-05-08 Omar El Housni , Ulysse Hennebelle , Alfredo Torrico

In [Phys. Rev. Lett. 113, 210501 (2014)], to achieve the optimal fixed-point quantum search in the case of unknown fraction (denoted by $\lambda$) of target items, the analytical multiphase matching (AMPM) condition has been proposed. In…

Quantum Physics · Physics 2019-08-02 Tan Li , Xiang-Qun Fu , Yang Wang , Shuo Zhang , Xiang Wang , Yu-Tao Du , Wan-Su Bao

Programmable linear optical interferometers are important for classical and quantum information technologies, as well as for building hardware-accelerated artificial neural networks. Recent results showed the possibility of constructing…

Reinforcement learning is well suited for optimizing policies of recommender systems. Current solutions mostly focus on model-free approaches, which require frequent interactions with the real environment, and thus are expensive in model…

Machine Learning · Computer Science 2020-01-22 Xueying Bai , Jian Guan , Hongning Wang

Finding optimal adversarial attack strategies is an important topic in reinforcement learning and the Markov decision process. Previous studies usually assume one all-knowing coordinator (attacker) for whom attacking different recipient…

Machine Learning · Computer Science 2024-03-05 Ziqing Lu , Guanlin Liu , Lifeng Lai , Weiyu Xu

A reduced-order model algorithm, based on approximations of Lax pairs, is proposed to solve nonlinear evolution partial differential equations. Contrary to other reduced-order methods, like Proper Orthogonal Decomposition, the space where…

Numerical Analysis · Mathematics 2012-11-20 Jean-Frédéric Gerbeau , Damiano Lombardi

We study minimum-variance feedback-control design for a networked control system with retarded dynamics, where inter-agent communication is subject to latency. We prove that such a design can be solved efficiently for circular formations…

Systems and Control · Electrical Eng. & Systems 2025-03-04 Luca Ballotta , Mihailo R. Jovanović , Luca Schenato

We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…

Computer Science and Game Theory · Computer Science 2022-07-05 Anthony DiGiovanni , Ambuj Tewari

Inspired and underpinned by the idea of integral feedback, a distributed constant gain algorithm is proposed for multi-agent networks to solve convex optimization problems with local linear constraints. Assuming agent interactions are…

Optimization and Control · Mathematics 2021-11-19 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

Non-convex optimization problems can be approximately solved via relaxation or local algorithms. For many practical problems such as optimal power flow (OPF) problems, both approaches tend to succeed in the sense that relaxation is usually…

Optimization and Control · Mathematics 2021-02-25 Fengyu Zhou , Steven H. Low

Agentic AI systems use specialized agents to handle tasks within complex workflows, enabling automation and efficiency. However, optimizing these systems often requires labor-intensive, manual adjustments to refine roles, tasks, and…

Computation and Language · Computer Science 2024-12-24 Kamer Ali Yuksel , Hassan Sawaf

The paper proposes an approach for the efficient model order reduction of dynamic contact problems in linear elasticity. Instead of the augmented Lagrangian method that is widely used for mechanical contact problems, we prefer here the…

Numerical Analysis · Mathematics 2021-07-27 Diana Manvelyan , Bernd Simeon , Utz Wever

We present efficient algorithms for computing optimal or approximately optimal strategies in a zero-sum game for which Player I has n pure strategies and Player II has an arbitrary number of pure strategies. We assume that for any given…

Optimization and Control · Mathematics 2018-06-21 Lisa Hellerstein , Thomas Lidbetter , Daniel Pirutinsky

This paper is mainly devoted to the distributed second-order multi-agent optimization problem with unbalanced and directed networks. To deal with this problem, a new distributed algorithm is proposed based on the local neighbor information…

Systems and Control · Electrical Eng. & Systems 2020-05-05 Lipo Mo , Haokun Hu , Yongguang Yu , Guojian Ren
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