Related papers: Game representations for state constrained continu…
Time Optimal Path Parametrization is the problem of minimizing the time interval during which an actuation constrained agent can traverse a given path. Recently, an efficient linear-time algorithm for solving this problem was proposed.…
This paper presents a convex optimization-based solution to the design of state-feedback controllers for solving the linear quadratic regulator (LQR) problem of uncertain discrete-time systems with multiplicative noise. To synthesize a…
In this paper, we consider integral linear constraints and the dissipation inequality with linear supply rates for certain sets of trajectories confined pointwise in time to a convex cone which belongs to a finite-dimensional normed vector…
This paper studies the finite-horizon linear quadratic regulation problem where the dynamics of the system are assumed to be unknown and the state is accessible. Information on the system is given by a finite set of input-state data, where…
This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random controller which means that the follower can choose adapted…
Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…
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…
We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our…
We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…
This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
This paper proves that non-convex quadratically constrained quadratic programs can be solved in polynomial time when their underlying graph is acyclic, provided the constraints satisfy a certain technical condition. When this condition is…
This paper proposes efficient policy iteration and value iteration algorithms for the continuous-time linear quadratic regulator problem with unmeasurable states and unknown system dynamics, from the perspective of direct data-driven…
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…
Considering uncertainties and disturbances is an important, yet challenging, step in successful decision making. The problem becomes more challenging in safety-constrained environments. In this paper, we propose a robust and safe trajectory…
Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…
Leveraging tools from the study of linear fractional transformations and algebraic Riccati equations, a local characterization of consistent conjectural variations equilibrium is given for two player games on continuous action spaces with…
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…