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We study the classic principal-agent model when the signal observed by the principal is chosen by the agent. We fully characterize the optimal information structure from an agent's perspective in a general moral hazard setting with limited…

Theoretical Economics · Economics 2023-07-25 Majid Mahzoon , Ali Shourideh , Ariel Zetlin-Jones

This work studies multi-agent sharing optimization problems with the objective function being the sum of smooth local functions plus a convex (possibly non-smooth) function coupling all agents. This scenario arises in many machine learning…

Optimization and Control · Mathematics 2020-06-17 Sulaiman A. Alghunaim , Ming Yan , Ali H. Sayed

This paper is devoted to distributed continuous-time and discrete-time optimization problems with nonuniform convex constraint sets and nonuniform stepsizes for general differentiable convex objective functions. The communication graphs are…

Optimization and Control · Mathematics 2020-03-03 Peng Lin , Wei Ren , Chunhua Yang , Weihua Gui

This paper addresses the adaptive consensus problem in uncertain multi-agent systems, particularly under challenges posed by quantized communication. We consider agents with general linear dynamics subject to nonlinear uncertainties and…

Optimization and Control · Mathematics 2025-06-10 Woocheol Choi , Piljae Jang

In the principal-agent problem formulated by Myerson'82, agents have private information (type) and make private decisions (action), both of which are unobservable to the principal. Myerson pointed out an elegant linear programming solution…

Computer Science and Game Theory · Computer Science 2024-02-15 Jiarui Gan , Minbiao Han , Jibang Wu , Haifeng Xu

This paper considers the multi-agent linear least-squares problem in a server-agent network. In this problem, the system comprises multiple agents, each having a set of local data points, that are connected to a server. The goal for the…

Optimization and Control · Mathematics 2024-10-29 Kushal Chakrabarti , Nirupam Gupta , Nikhil Chopra

We initiate the study of a repeated principal-agent problem over a finite horizon $T$, where a principal sequentially interacts with $K\geq 2$ types of agents arriving in an adversarial order. At each round, the principal strategically…

Computer Science and Game Theory · Computer Science 2025-08-05 Junyan Liu , Arnab Maiti , Artin Tajdini , Kevin Jamieson , Lillian J. Ratliff

We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…

Optimization and Control · Mathematics 2016-10-31 Nacira Agram , Elin Engen Rose

Coordination of distributed agents is required for problems arising in many areas, including multi-robot systems, networking and e-commerce. As a formal framework for such problems, we use the decentralized partially observable Markov…

Artificial Intelligence · Computer Science 2014-01-16 Daniel S. Bernstein , Christopher Amato , Eric A. Hansen , Shlomo Zilberstein

We study a decentralized variant of stochastic approximation, a data-driven approach for finding the root of an operator under noisy measurements. A network of agents, each with its own operator and data observations, cooperatively find the…

Machine Learning · Computer Science 2022-06-17 Sihan Zeng , Thinh T. Doan , Justin Romberg

In this paper, we take up the analysis of a principal/agent model with moral hazard introduced in [17], with optimal contracting between competitive investors and an impatient bank monitoring a pool of long-term loans subject to Markovian…

Probability · Mathematics 2015-04-07 Henri Pagès , Dylan Possamaï

We study a repeated Principal Agent problem between a long lived Principal and Agent pair in a prior free setting. In our setting, the sequence of realized states of nature may be adversarially chosen, the Agent is non-myopic, and the…

Computer Science and Game Theory · Computer Science 2023-11-15 Natalie Collina , Aaron Roth , Han Shao

We give a new formulation of the relative arbitrage problem from stochastic portfolio theory that asks for a time horizon beyond which arbitrage relative to the market exists in all ``sufficiently volatile'' markets. In our formulation,…

Mathematical Finance · Quantitative Finance 2025-12-22 Jou-Hua Lai , Mykhaylo Shkolnikov , H. Mete Soner

We propose an actor-critic framework to solve the time-continuous stochastic optimal control problem. A least square temporal difference method is applied to compute the value function for the critic. The policy gradient method is…

Optimization and Control · Mathematics 2025-01-27 Mo Zhou , Jianfeng Lu

We investigate the existence of an optimal policy to monitor a mean field systems of agents managing a risky project under moral hazard with accidents modeled by L\'evy processes magnified by the law of the project. We provide a general…

Optimization and Control · Mathematics 2022-07-25 Thibaut Mastrolia , Jiacheng Zhang

In this article we consider the infinite-horizon Merton investment-consumption problem in a constant-parameter Black - Scholes - Merton market for an agent with constant relative risk aversion R. The classical primal approach is to write…

Mathematical Finance · Quantitative Finance 2021-03-31 Martin Herdegen , David Hobson , Joseph Jerome

This paper studies consensus problems for multi-agent systems defined on directed graphs where the consensus dynamics involves nonlinear and discontinuous functions. Sufficient conditions, involving the nonlinear functions and the topology…

Optimization and Control · Mathematics 2017-05-16 J. Wei , A. R. F. Everts , M. K. Camlibel , A. J. van der Schaft

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

We develop a variational approach to address risk-sensitive optimal control problems with an exponential-of-integral cost functional in a general linear-quadratic-Gaussian (LQG) single-agent setup, offering new insights into such problems.…

Optimization and Control · Mathematics 2025-03-28 Hanchao Liu , Dena Firoozi , Michèle Breton

In this paper, a time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems. Control algorithms are designed for the cases of single-integrator and double-integrator dynamics. Two discontinuous…

Optimization and Control · Mathematics 2016-09-07 Salar Rahili , Wei Ren
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