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Linear-quadratic Gaussian games provide a framework for modeling strategic interactions in multi-agent systems, where agents must estimate system states from noisy observations while also making decisions to optimize a quadratic cost.…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Tianyu Qiu , Filippos Fotiadis , Xinjie Liu , Christian Ellis , Jesse Milzman , Wesley Suttle , Ufuk Topcu , David Fridovich-Keil

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

This paper is concerned with the stochastic linear quadratic Stackelberg differential game with overlapping information, where the diffusion terms contain the control and state variables. Here the term "overlapping" means that there are…

Optimization and Control · Mathematics 2018-05-01 Jingtao Shi , Guangchen Wang , Jie Xiong

We present a novel algorithm for game-theoretic trajectory planning, tailored for settings in which agents can only observe one another in specific regions of the state space. Such problems arise naturally in the context of multi-robot…

Multiagent Systems · Computer Science 2024-06-18 Kushagra Gupta , David Fridovich-Keil

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

The control Barrier function approach has been widely used for safe controller synthesis. By solving an online convex quadratic programming problem, an optimal safe controller can be synthesized implicitly in state-space. Since the solution…

Optimization and Control · Mathematics 2022-04-22 Han Wang , Kostas Margellos , Antonis Papachristodoulou

The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…

Optimization and Control · Mathematics 2020-09-21 Ruth Mitze , Martin Mönnigmann

Semidefinite programs (SDPs) play a crucial role in control theory, traditionally as a computational tool. Beyond computation, the duality theory in convex optimization also provides valuable analytical insights and new proofs of classical…

Optimization and Control · Mathematics 2025-04-04 Yuto Watanabe , Chih-Fan Pai , Yang Zheng

The solution to a Nash or a nonsymmetric bargaining game is obtained by maximizing a concave function over a convex set, i.e., it is the solution to a convex program. We show that each 2-player game whose convex program has linear…

Computer Science and Game Theory · Computer Science 2015-05-13 Vijay V. Vazirani

For a nonlinear system (e.g. a robot) with its continuous state space trajectories constrained by a linear temporal logic specification, the synthesis of a low-level controller for mission execution often results in a non-convex…

Robotics · Computer Science 2020-09-08 Binghan He , Jaemin Lee , Ufuk Topcu , Luis Sentis

This paper examines the integration of computational complexity into game theoretic models. The example focused on is the Prisoner's Dilemma, repeated for a finite length of time. We show that a minimal bound on the players' computational…

Computer Science and Game Theory · Computer Science 2007-05-23 Yishay Mor , Jeffrey S. Rosenschein

This paper addresses a two-player target defense game in the $n$-dimensional Euclidean space where an attacker attempts to enter a closed convex target set while a defender strives to capture the attacker beforehand. We provide a complete…

Optimization and Control · Mathematics 2021-12-08 Yoonjae Lee , Efstathios Bakolas

In this work, we focus on separable convex optimization problems with linear and box constraints and compute the solution in closed-form as a function of some Lagrange multipliers that can be easily computed in a finite number of…

Information Theory · Computer Science 2014-03-25 Antonio A. D'Amico , Luca Sanguinetti , Daniel P. Palomar

We consider graph games of infinite duration with winning conditions in parameterized linear temporal logic, where the temporal operators are equipped with variables for time bounds. In model checking such specifications were introduced as…

Computer Science and Game Theory · Computer Science 2011-06-08 Martin Zimmermann

This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…

Optimization and Control · Mathematics 2013-05-07 Jiongmin Yong

In this paper we study a class of matrix-valued linear-quadratic mean-field-type games for both the risk-neutral, risk-sensitive and robust cases. Non-cooperation, full cooperation and adversarial between teams are treated. We provide a…

Optimization and Control · Mathematics 2019-06-06 Julian Barreiro-Gomez , Tyrone E. Duncan , Hamidou Tembine

We show how the solution to NMPC problems for a special type of input-affine discrete-time systems can be obtained by reformulating the underlying non-convex optimal control problem in terms of a finite number of convex subproblems. The…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Manuel Klädtke , Moritz Schulze Darup
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