Related papers: Linear Quadratic Games with Costly Measurements
In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…
In this paper, we address an instance of uniquely solvable mean-field game with a common noise whose corresponding counterpart without common noise has several equilibria. We study the selection problem for this mean-field game without…
This paper discusses a special type of multi-user communication scenario, in which users' utilities are linearly impacted by their competitors' actions. First, we explicitly characterize the Nash equilibrium and Pareto boundary of the…
In this paper, we consider a learning problem among non-cooperative agents interacting in a time-varying system. Specifically, we focus on repeated linear quadratic network games, in which the network of interactions changes with time and…
We study the task of learning state representations from potentially high-dimensional observations, with the goal of controlling an unknown partially observable system. We pursue a cost-driven approach, where a dynamic model in some latent…
In this paper, we investigate a new model of a linear-quadratic mean-field stochastic Stackelberg differential game with one leader and two followers, in which the leader is allowed to stop her strategy at a random time. Our overarching…
We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…
We study a two-player Stackelberg game with incomplete information such that the follower's strategy belongs to a known family of parameterized functions with an unknown parameter vector. We design an adaptive learning approach to…
We consider a wireless communication system in which $N$ transmitter-receiver pairs want to communicate with each other. Each transmitter transmits data at a certain rate using a power that depends on the channel gain to its receiver. If a…
Dynamic game theory offers a toolbox for formalizing and solving for both cooperative and non-cooperative strategies in multi-agent scenarios. However, the optimal configuration of such games remains largely unexplored. While there is…
We investigate a class of zero-sum linear-quadratic stochastic differential games on a finite time horizon governed by multiscale state equations. The multiscale nature of the problem can be leveraged to reformulate the associated…
This paper studies open-loop and feedback solutions to leader-follower mean field linear-quadratic-Gaussian games with multiplicative noise by the direct approach. The leader-follower game involves a leader and many followers, where the…
We analyze independent policy-gradient (PG) learning in $N$-player linear-quadratic (LQ) stochastic differential games. Each player employs a distributed policy that depends only on its own state and updates the policy independently using…
We discuss stochastic dynamics of finite populations of individuals playing games. We review recent results concerning the dependence of the long-run behavior of such systems on the number of players and the noise level. In the case of…
Consider a distributed control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and…
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…
We study the state estimation problem for linear control systems with quadratic outputs which are locally unobservable at the equilibrium. We show that, despite this inherent lack of observability, an adversary with sensor read and write…
In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…
In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…
This paper investigates open-loop and feedback solutions of linear quadratic mean field (MF) games with a leader and a large number of followers. The leader first gives its strategy and then all the followers cooperate to optimize the…