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In this paper we consider the problem of learning the optimal policy for uncontrolled restless bandit problems. In an uncontrolled restless bandit problem, there is a finite set of arms, each of which when pulled yields a positive reward.…

Optimization and Control · Mathematics 2015-01-30 Cem Tekin , Mingyan Liu

There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

Computer Science and Game Theory · Computer Science 2025-10-28 Carlos Martin , Tuomas Sandholm

In this paper, we present a computationally efficient trajectory optimizer that can exploit GPUs to jointly compute trajectories of tens of agents in under a second. At the heart of our optimizer is a novel reformulation of the non-convex…

Robotics · Computer Science 2020-11-10 Fatemeh Rastgar , Houman Masnavi , Jatan Shrestha , Karl Kruusamae , Alvo Aabloo , Arun Kumar Singh

In this paper, a time-optimal feedback solution to the game of two cars, for the case where the pursuer is faster and more agile than the evader, is presented. The concept of continuous subsets of the reachable set is introduced to…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Aditya Chaudhari , Debraj Chakraborty

We consider a pursuit-evasion game [11] played between two agents, 'Blue' (the pursuer) and 'Red' (the evader), over $T$ time steps. Red aims to attack Blue's territory. Blue's objective is to intercept Red by time $T$ and thereby limit the…

Machine Learning · Computer Science 2020-10-15 Shiva Navabi , Osonde A. Osoba

We consider a constrained, pure exploration, stochastic multi-armed bandit formulation under a fixed budget. Each arm is associated with an unknown, possibly multi-dimensional distribution and is described by multiple attributes that are a…

Machine Learning · Computer Science 2022-11-29 Fathima Zarin Faizal , Jayakrishnan Nair

This paper studies how to efficiently update the saddle-point strategy, or security strategy of one player in a matrix game when the other player develops new actions in the game. It is well known that the saddle-point strategy of one…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Cedric Langbort

We study the trajectory optimization problem under chance constraints for continuous-time stochastic systems. To address chance constraints imposed on the entire stochastic trajectory, we propose a framework based on the set erosion…

Optimization and Control · Mathematics 2025-04-08 Zishun Liu , Liqian Ma , Yongxin Chen

Stackelberg games have been widely used to model interactive decision-making problems in a variety of domains such as energy systems, transportation, cybersecurity, and human-robot interaction. However, existing algorithms for solving…

Optimization and Control · Mathematics 2023-03-14 Yansong Li , Shuo Han

We develop an analytical Stackelberg game framework for optimal resource allocation in a sequential attacker--defender setting with a finite set of assets and probabilistic attacks. The defender commits to a mixed protection strategy, after…

Computer Science and Game Theory · Computer Science 2025-12-22 Azhar Iqbal , James M. Chappell , Derek Abbott

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

We explored the Patrol Security Game (PSG), a robotic patrolling problem modeled as an extensive-form Stackelberg game, where the attacker determines the timing, location, and duration of their attack. Our objective is to devise a…

Artificial Intelligence · Computer Science 2024-10-22 Hao-Tsung Yang , Ting-Kai Weng , Ting-Yu Chang , Kin Sum Liu , Shan Lin , Jie Gao , Shih-Yu Tsai

The classical setting of optimal control theory assumes full knowledge of the process dynamics and the costs associated with every control strategy. The problem becomes much harder if the controller only knows a finite set of possible…

Optimization and Control · Mathematics 2019-08-27 Marc Aurèle Gilles , Alexander Vladimirsky

We consider an autonomous navigation problem, whereby a traveler aims at traversing an environment in which an adversary tries to set an ambush. A two players zero sum game is introduced. Players' strategies are computed as random path…

Robotics · Computer Science 2016-12-08 Emmanuel Boidot , Aude Marzuoli , Eric Feron

Many robotic applications involve interactions between multiple agents where an agent's decisions affect the behavior of other agents. Such behaviors can be captured by the equilibria of differential games which provide an expressive…

Robotics · Computer Science 2021-07-13 Talha Kavuncu , Ayberk Yaraneri , Negar Mehr

Computing worst-case robust strategies in pursuit-evasion games (PEGs) is time-consuming, especially when real-world factors like partial observability are considered. While important for general security purposes, real-time applicable…

Machine Learning · Computer Science 2026-05-15 Runyu Lu , Ruochuan Shi , Yuanheng Zhu , Dongbin Zhao

Pursuit-Evasion Games (in discrete time) are stochastic games with nonnegative daily payoffs, with the final payoff being the cumulative sum of payoffs during the game. We show that such games admit a value even in the presence of…

Probability · Mathematics 2007-08-21 Ori Gurel-Gurevich

Maximising the detection of intrusions is a fundamental and often critical aim of perimeter surveillance. Commonly, this requires a decision-maker to optimally allocate multiple searchers to segments of the perimeter. We consider a scenario…

Machine Learning · Computer Science 2019-11-12 James A. Grant , David S. Leslie , Kevin Glazebrook , Roberto Szechtman , Adam N. Letchford

We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…

Optimization and Control · Mathematics 2024-05-02 Samet Uzun , Purnanand Elango , Abhinav G. Kamath , Taewan Kim , Behcet Acikmese

This paper develops an analytical strategy for solving the linear quadratic pursuit-evasion game in arbitrary Keplerian reference orbits. The motion of the pursuer and evader is described using the controlled Tschauner-Hempel equations, and…

Optimization and Control · Mathematics 2026-02-02 Shuyue Fu , Shengping Gong , Peng Shi