Related papers: Iterative Best Response for Multi-Body Asset-Guard…

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as…

In this paper, we address a pursuit-evasion game involving multiple players by utilizing tools and techniques from reinforcement learning and matrix game theory. In particular, we consider the problem of steering an evader to a goal…

Many real-world systems often involve physical components or operating environments with highly nonlinear and uncertain dynamics. A number of different control algorithms can be used to design optimal controllers for such systems, assuming…

This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…

Dynamic games are an effective paradigm for dealing with the control of multiple interacting actors. This paper introduces ALGAMES (Augmented Lagrangian GAME-theoretic Solver), a solver that handles trajectory optimization problems with…

This paper introduces two metrics (cycle-based and memory-based metrics), grounded on a dynamical game-theoretic solution concept called sink equilibrium, for the evaluation, ranking, and computation of policies in multi-agent learning. We…

We consider a sequential inspection game where an inspector uses a limited number of inspections over a larger number of time periods to detect a violation (an illegal act) of an inspectee. Compared with earlier models, we allow varying…

We present successive convexification, a real-time-capable solution method for nonconvex trajectory optimization, with continuous-time constraint satisfaction and guaranteed convergence, that only requires first-order information. The…

We propose a new approach for solving combinatorial optimization problem by utilizing the mechanism of chases and escapes, which has a long history in mathematics. In addition to the well-used steepest descent and neighboring search, we…

We present a provably optimal differentially private algorithm for the stochastic multi-arm bandit problem, as opposed to the private analogue of the UCB-algorithm [Mishra and Thakurta, 2015; Tossou and Dimitrakakis, 2016] which doesn't…

We develop an optimization-based framework for joint real-time trajectory planning and feedback control of feedback-linearizable systems. To achieve this goal, we define a target trajectory as the optimal solution of a time-varying…

We present a robust framework with computational algorithms to support decision makers in sequential games. Our framework includes methods to solve games with complete information, assess the robustness of such solutions and, finally,…

Recent advances in bandit tools and techniques for sequential learning are steadily enabling new applications and are promising the resolution of a range of challenging related problems. We study the game tree search problem, where the goal…

In this paper we investigate a differential game in which countably many dynamical objects pursue a single one. All the players perform simple motions. The duration of the game is fixed. The controls of a group of pursuers are subject to…

We extend the adversarial/non-stochastic multi-play multi-armed bandit (MPMAB) to the case where the number of arms to play is variable. The work is motivated by the fact that the resources allocated to scan different critical locations in…

This paper presents scalable algorithms for computing pure Nash equilibria (PNEs) in large-scale integer programming games (IPGs), where existing exact methods typically handle only small numbers of players. Motivated by a county-level…

The increasing prevalence of security attacks on software-intensive systems calls for new, effective methods for detecting and responding to these attacks. As one promising approach, game theory provides analytical tools for modeling the…

In this work we develop a numerical method for solving a type of convex graph-structured tensor optimization problems. This type of problems, which can be seen as a generalization of multi-marginal optimal transport problems with…

Dynamic zero-sum games are an important class of problems with applications ranging from evasion-pursuit and heads-up poker to certain adversarial versions of control problems such as multi-armed bandit and multiclass queuing problems.…

We study a simple motion differential game of many pursuers and one evader in the plane. We give a nonempty closed convex set in the plane, and the pursuers and evader move on this set. They cannot leave this set during the game. Control…