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An efficient, reliable, and interpretable global solution method, the Deep learning-based algorithm for Heterogeneous Agent Models (DeepHAM), is proposed for solving high dimensional heterogeneous agent models with aggregate shocks. The…
This work addresses decentralized online optimization in non-stationary environments. A network of agents aim to track the minimizer of a global time-varying convex function. The minimizer evolves according to a known dynamics corrupted by…
We consider the task of minimizing the sum of smooth and strongly convex functions stored in a decentralized manner across the nodes of a communication network whose links are allowed to change in time. We solve two fundamental problems for…
The problem of designing policies for in-network function computation with minimum energy consumption subject to a latency constraint is considered. The scaling behavior of the energy consumption under the latency constraint is analyzed for…
In this paper, we propose a novel distributed algorithm for consensus optimization over networks and a robust extension tailored to deal with asynchronous agents and packet losses. Indeed, to robustly achieve dynamic consensus on the…
Multi-agent networked linear dynamic systems have attracted attention of researchers in power systems, intelligent transportation, and industrial automation. The agents might cooperatively optimize a global performance objective, resulting…
Deployment of small cell base stations (SBSs) overlaying the coverage area of a macrocell BS (MBS) results in a two-tier hierarchical small cell network. Cross-tier and inter-tier interference not only jeopardize primary macrocell…
One of the most important goals of the 21st century is to change radically the way our society produces and distributes energy. This broad objective embodies in the smart grid's futuristic vision of a completely decentralized system powered…
Many resource allocation problems can be formulated as an optimization problem whose constraints contain sensitive information about participating users. This paper concerns solving this kind of optimization problem in a distributed manner…
In this paper we study resource allocation in decentralized information local public good networks. A network is a local public good network if each user's actions directly affect the utility of an arbitrary subset of network users. We…
This paper considers a network of collaborating agents for local resource allocation subject to nonlinear model constraints. In many applications, it is required (or desirable) that the solution be anytime feasible in terms of satisfying…
This paper focuses on decentralized composite optimization over networks without a central coordinator. We propose a novel decentralized symmetric ADMM algorithm that incorporates multiple communication rounds within each iteration, derived…
Congestion control protocol and bandwidth allocation problems are often formulated into Network Utility Maximization (NUM) framework. Existing solutions for NUM generally focus on single-layered applications. As applications such as video…
A privacy mechanism design problem is studied through the lens of information theory. In this work, an agent observes useful data $Y=(Y_1,...,Y_N)$ that is correlated with private data $X=(X_1,...,X_N)$ which is assumed to be also…
We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…
The increasing penetration of renewable energy resources has transformed the energy system from traditional hierarchical energy delivery paradigm to a distributed structure. Such development is accompanied with continuous liberalization in…
In this paper, we study the problem of consensus-based distributed optimization where a network of agents, abstracted as a directed graph, aims to minimize the sum of all agents' cost functions collaboratively. In existing distributed…
In this paper, we study decentralized decision-making where agents optimize private objectives under incomplete information and imperfect public monitoring, in a non-cooperative setting. By shaping utilities-embedding shadow prices or…
Modern artificial intelligence relies on networks of agents that collect data, process information, and exchange it with neighbors to collaboratively solve optimization and learning problems. This article introduces a novel distributed…
We provide a unifying framework for distributed convex optimization over time-varying networks, in the presence of constraints and uncertainty, features that are typically treated separately in the literature. We adopt a proximal…