Related papers: A framework for receding-horizon control in infini…
This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…
We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash…
This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…
This tutorial article puts forth a framework to analyze the noncooperative strategic interactions among the members of a large population of bounded rationality agents. Our approach hinges on, unifies and generalizes existing methods and…
Markov control algorithms that perform smooth, non-greedy updates of the policy have been shown to be very general and versatile, with policy gradient and Expectation Maximisation algorithms being particularly popular. For these algorithms,…
The framework of uncoupled online learning in multiplayer games has made significant progress in recent years. In particular, the development of time-varying games has considerably expanded its modeling capabilities. However, current regret…
This paper employs a policy iteration reinforcement learning (RL) method to study continuous-time linear-quadratic mean-field control problems in infinite horizon. The drift and diffusion terms in the dynamics involve the states, the…
We study the infinite-horizon restless bandit problem with the average reward criterion, in both discrete-time and continuous-time settings. A fundamental goal is to efficiently compute policies that achieve a diminishing optimality gap as…
In this paper, a novel and innovative methodology for feasible motion planning in the multi-agent system is developed. On the basis of velocity obstacles characteristics, the chance constraints are formulated in the receding horizon control…
In this paper we study continuous-time two-player zero-sum optimal switching games on a finite horizon. Using the theory of doubly reflected BSDEs with interconnected barriers, we show that this game has a value and an equilibrium in the…
This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…
This paper considers a hybrid pollution-control differential game with two farsighted players and one myopic player. Both the seasonal regime shifts in the state dynamics and the players' heterogeneous preferences are introduced into the…
In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…
We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…
After defining a pure-action profile in a nonatomic aggregative game, where players have specific compact convex pure-action sets and nonsmooth convex cost functions, as a square-integrable function, we characterize a Wardrop equilibrium as…
It is desirable but challenging to fulfill system constraints and reach optimal performance in consensus protocol design for practical multi-agent systems (MASs). This paper investigates the optimal consensus problem for general linear MASs…
Independent learners are agents that employ single-agent algorithms in multi-agent systems, intentionally ignoring the effect of other strategic agents. This paper studies mean-field games from a decentralized learning perspective, with two…
This paper studies an infinite horizon optimal control problem for discrete-time linear system and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. In this general…
In this paper, we study multi-agent network games subject to affine time-varying coupling constraints and a time-varying communication network. We focus on the class of games adopting proximal dynamics and study their convergence to a…
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…