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The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems subject to process and observation noises. In recent years,…

Optimization and Control · Mathematics 2026-03-17 Haoran Li , Xun Li , Yuan-Hua Ni , Xuebo Zhang

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry

To what extent can an external observer observing an equilibrium action distribution in an incomplete information game infer the underlying information structure? We investigate this issue in a general linear-quadratic-Gaussian framework. A…

Theoretical Economics · Economics 2024-03-19 Masaki Miyashita

In this paper, we consider a simple linear exponential quadratic Gaussian (LEQG) tracking problem for a multi-agent system. We study the dynamical behaviors of the group as we vary the risk-sensitivity parameter, comparing in particular the…

Optimization and Control · Mathematics 2007-07-27 Jerome Le Ny , Eric Feron

In this paper, we address the problem of a two-player linear quadratic differential game with incomplete information, a scenario commonly encountered in multi-agent control, human-robot interaction (HRI), and approximation methods for…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Seyed Yousef Soltanian , Wenlong Zhang

We study the problem of adaptive control in partially observable linear quadratic Gaussian control systems, where the model dynamics are unknown a priori. We propose LqgOpt, a novel reinforcement learning algorithm based on the principle of…

Machine Learning · Computer Science 2020-06-25 Sahin Lale , Kamyar Azizzadenesheli , Babak Hassibi , Anima Anandkumar

A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered.…

Systems and Control · Computer Science 2015-06-12 Ceyhun Eksin , Pooya Molavi , Alejandro Ribeiro , Ali Jadbabaie

Linear Quadratic Regulator (LQR) and Linear Quadratic Gaussian (LQG) control are foundational and extensively researched problems in optimal control. We investigate LQR and LQG problems with semi-adversarial perturbations and time-varying…

Machine Learning · Computer Science 2023-10-26 Y. Jennifer Sun , Stephen Newman , Elad Hazan

This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…

Optimization and Control · Mathematics 2023-10-05 Ying Zhai , Rui Yuan , Huan Su

Advanced Persistent Threats (APTs) have recently emerged as a significant security challenge for a cyber-physical system due to their stealthy, dynamic and adaptive nature. Proactive dynamic defenses provide a strategic and holistic…

Computer Science and Game Theory · Computer Science 2019-11-11 Linan Huang , Quanyan Zhu

In this work, we study the social learning problem, in which agents of a networked system collaborate to detect the state of the nature based on their private signals. A novel distributed graphical evolutionary game theoretic learning…

Computer Science and Game Theory · Computer Science 2017-05-24 Xuanyu Cao , K. J. Ray Liu

Most existing approaches for goal-oriented dialogue policy learning used reinforcement learning, which focuses on the target agent policy and simply treat the opposite agent policy as part of the environment. While in real-world scenarios,…

Computation and Language · Computer Science 2020-04-22 Zheng Zhang , Lizi Liao , Xiaoyan Zhu , Tat-Seng Chua , Zitao Liu , Yan Huang , Minlie Huang

We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…

Optimization and Control · Mathematics 2021-08-18 Yongxin Chen

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

Optimization and Control · Mathematics 2025-05-08 Barbara Franci , Filippo Fabiani , Alberto Bemporad

Online multi-agent control problems, where many agents pursue competing and time-varying objectives, are widespread in domains such as autonomous robotics, economics, and energy systems. In these settings, robustness to adversarial…

Machine Learning · Computer Science 2025-09-29 Anas Barakat , John Lazarsfeld , Georgios Piliouras , Antonios Varvitsiotis

We present a general computational framework for solving continuous-time financial market equilibria under minimal modeling assumptions while incorporating realistic financial frictions, such as trading costs, and supporting multiple…

Mathematical Finance · Quantitative Finance 2025-04-08 Anastasis Kratsios , Xiaofei Shi , Qiang Sun , Zhanhao Zhang

We introduce a feature scattering-based adversarial training approach for improving model robustness against adversarial attacks. Conventional adversarial training approaches leverage a supervised scheme (either targeted or non-targeted) in…

Computer Vision and Pattern Recognition · Computer Science 2019-11-25 Haichao Zhang , Jianyu Wang

Suppose a Bayesian agent seeks to traverse a graph. Each time she crosses an edge, she pays a price. The first time she reaches a node, there is a payoff. She has an opponent who can reduce the payoffs. This paper uses adversarial risk…

Optimization and Control · Mathematics 2026-02-12 David Banks , Elvan Ceyhan , Leah Johnson , Li Zhou

Deception is a technique to mislead human or computer systems by manipulating beliefs and information. For the applications of cyber deception, non-cooperative games become a natural choice of models to capture the adversarial interactions…

Cryptography and Security · Computer Science 2019-02-12 Tao Zhang , Linan Huang , Jeffrey Pawlick , Quanyan Zhu

Distributed power control for parallel Gaussian interference channels recently draws great interests. However, all existing works only studied this problem under deterministic communication channels and required certain perfect information…

Computer Science and Game Theory · Computer Science 2011-03-22 Xingqin Lin , Tat-Ming Lok