English
Related papers

Related papers: Dynamics of a Stratified Population of Optimum See…

200 papers

In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Yutao Tang , Peng Yi

We explore extensions of Schelling's model of social dynamics, in which two types of agents live on a checkerboard lattice and move in order to optimize their own satisfaction, which depends on how many agents among their neighbors are of…

Statistical Mechanics · Physics 2020-01-24 A. P. Vieira , E. Goles , H. J. Herrmann

Mechanism design for fully strategic agents commonly assumes broadcast nature of communication between agents of the system. Moreover, for mechanism design, the stability of Nash equilibrium (NE) is demonstrated by showing convergence of…

Computer Science and Game Theory · Computer Science 2017-04-05 Abhinav Sinha , Achilleas Anastasopoulos

In this paper we study continuous-time stochastic control problems with both monotone and classical controls motivated by the so-called public good contribution problem. That is the problem of n economic agents aiming to maximize their…

Optimization and Control · Mathematics 2018-05-23 Giorgio Ferrari , Frank Riedel , Jan-Henrik Steg

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Peng Yi , Yiguang Hong

We formulate and solve a multi-player stochastic differential game between financial agents who seek to cost-efficiently liquidate their position in a risky asset in the presence of jointly aggregated transient price impact, along with…

Trading and Market Microstructure · Quantitative Finance 2023-03-24 Eyal Neuman , Moritz Voß

We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…

Optimization and Control · Mathematics 2021-09-28 François Dufour , Tomás Prieto-Rumeau

We address the problem of distributed state estimation of a linear dynamical process in an attack-prone environment. Recent attempts to solve this problem impose stringent redundancy requirements on the measurement and communication…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Aritra Mitra , Faiq Ghawash , Shreyas Sundaram , Waseem Abbas

A game theoretic framework is presented to analyze the problem of finding the optimal number of data streams to transmit in a multi-user MIMO scenario, where both the transmitters and receivers are equipped with multiple antennas. Without…

Information Theory · Computer Science 2011-04-07 Rahul Vaze

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…

Optimization and Control · Mathematics 2022-05-17 Tongyu Wang , Peng Yi , Jie Chen

We consider a general nonzero-sum impulse game with two players. The main mathematical contribution of the paper is a verification theorem which provides, under some regularity conditions, a suitable system of quasi-variational inequalities…

Probability · Mathematics 2018-11-09 René Aïd , Matteo Basei , Giorgia Callegaro , Luciano Campi , Tiziano Vargiolu

We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Leonardo Pedroso , Andrea Agazzi , W. P. M. H. Heemels , Mauro Salazar

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

Large-size populations consisting of a continuum of identical and non-cooperative agents with stochastic dynamics are useful in modeling various biological and engineered systems. This paper addresses the stochastic control problem of…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , David D. Fan , Evangelos A. Theodorou

We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution, we investigate the relations between the concepts of Nash…

Systems and Control · Computer Science 2018-07-27 Dario Paccagnan , Basilio Gentile , Francesca Parise , Maryam Kamgarpour , John Lygeros

We propose a model, which nests a susceptible-infected-recovered-deceased (SIRD) epidemic model into a dynamic macroeconomic equilibrium framework with agents' mobility. The latter affect both their income and their probability of infecting…

General Economics · Economics 2023-10-13 Giorgio Fabbri , Salvatore Federico , Davide Fiaschi , Fausto Gozzi

Strong resilience properties of dynamical flow networks are analyzed for distributed routing policies. The latter are characterized by the property that the way the inflow at a non-destination node gets split among its outgoing links is…

Systems and Control · Computer Science 2011-03-28 Giacomo Como , Ketan Savla , Daron Acemoglu , Munther A. Dahleh , Emilio Frazzoli

Current research in distributed Nash equilibrium (NE) seeking in the partial information setting assumes that information is exchanged between agents that are "truthful". However, in general noncooperative games agents may consider sending…

Optimization and Control · Mathematics 2021-11-30 Dian Gadjov , Lacra Pavel

This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…

Optimization and Control · Mathematics 2024-10-28 Xin Cai , Feng Xiao , Bo Wei , Mei Yu , Fang Fang
‹ Prev 1 8 9 10 Next ›