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This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…

Computer Science and Game Theory · Computer Science 2014-02-04 Michael J. Neely

In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…

Robotics · Computer Science 2013-03-15 Mária Svoreňová , Ivana Černá , Calin Belta

In this paper, based on real-time nonlinear receding horizon control methodology, a novel approach is developed for parameter estimation of time invariant and time varying nonlinear dynamical systems in chaotic environments. Here, the…

Optimization and Control · Mathematics 2016-11-21 Fei Sun , Kamran Turkoglu

A two-player game-theoretic problem on resilient graphs in a multiagent consensus setting is formulated. An attacker is capable to disable some of the edges of the network with the objective to divide the agents into clusters by emitting…

Systems and Control · Electrical Eng. & Systems 2023-01-10 Yurid Nugraha , Ahmet Cetinkaya , Tomohisa Hayakawa , Hideaki Ishii , Quanyan Zhu

We address the problem of simultaneously learning and control in an online receding horizon control setting. We consider the control of an unknown linear dynamical system with general cost functions and affine constraints on the control…

Optimization and Control · Mathematics 2022-11-02 Deepan Muthirayan , Jianjun Yuan , Pramod P. Khargonekar

We study a class of deterministic mean field games on finite and infinite time horizons arising in models of optimal exploitation of exhaustible resources. The main characteristic of our game is an absorption constraint on the players'…

General Economics · Economics 2021-04-14 Paulwin Graewe , Ulrich Horst , Ronnie Sircar

This paper is devoted to a class of finite horizon deterministic mean field games with Grushin type dynamics, state constraints and nonlocal coupling. First, we consider the optimal control problem that each agent aims to solve when the…

Optimization and Control · Mathematics 2026-02-16 Alessandra Cutrì , Paola Mannucci , Claudio Marchi , Nicoletta Tchou

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…

Systems and Control · Computer Science 2015-06-26 Francesca Parise , Sergio Grammatico , Basilio Gentile , John Lygeros

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

We consider constrained linear-quadratic dynamic games arising in autonomous vehicle platooning, intersection crossing and other cooperative driving scenarios. Infinite-horizon Nash equilibria are reformulated as receding-horizon affine…

Optimization and Control · Mathematics 2026-05-05 Reza Rahimi Baghbadorani , Sergio Grammatico

This paper presents a novel framework which combines a non-iterative solution of Real-Time Nonlinear Receding Horizon Control (NRHC) methodology to achieve consensus within complex network topologies with existing time-delays and in…

Optimization and Control · Mathematics 2019-07-17 Fei Sun , Kamran Turkoglu

In this paper, we present a framework for multi-agent learning in a nonstationary dynamic network environment. More specifically, we examine projected gradient play in smooth monotone repeated network games in which the agents'…

Computer Science and Game Theory · Computer Science 2024-08-13 Feras Al Taha , Kiran Rokade , Francesca Parise

We consider multi-player games played on graphs, in which the players aim at fulfilling their own (not necessarily antagonistic) objectives. In the spirit of evolutionary game theory, we suppose that the players have the right to repeatedly…

Computer Science and Game Theory · Computer Science 2019-10-04 Thomas Brihaye , Gilles Geeraerts , Marion Hallet , Benjamin Monmege , Bruno Quoitin

This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…

Theoretical Economics · Economics 2021-05-06 Enxian Chen , Lei Qiao , Xiang Sun , Yeneng Sun

This work investigates the consensus problem for multi-agent nonlinear systems through the distributed real-time nonlinear receding horizon control methodology. With this work, we develop a scheme to reach the consensus for nonlinear multi…

Optimization and Control · Mathematics 2019-07-17 Fei Sun , Kamran Turkoglu

The goal of this paper is to obtain online abstractions for coupled multi-agent systems in a decentralized manner. A discrete model which captures the motion capabilities of each agent is derived over a bounded time-horizon, by discretizing…

Systems and Control · Electrical Eng. & Systems 2020-11-26 Dimitris Boskos , Dimos V. Dimarogonas

In many multiagent settings, such as electric vehicle charging and traffic routing, agents must make decisions in the face of uncertain behavior exhibited by others. Often, this uncertainty arises from multiple sources, such as incomplete…

Computer Science and Game Theory · Computer Science 2026-04-28 Andreas Feik , Nicolas Lanzetti , Saverio Bolognani , Florian Dörfler , Dario Paccagnan

This note re-visits the rolling-horizon control approach to the problem of a Markov decision process (MDP) with infinite-horizon discounted expected reward criterion. Distinguished from the classical value-iteration approach, we develop an…

Optimization and Control · Mathematics 2022-06-07 Hyeong Soo Chang

We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space…

Economics · Quantitative Finance 2018-04-09 James B. T. Sanders , J. Doyne Farmer , Tobias Galla

We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment…

Optimization and Control · Mathematics 2012-08-21 Fajin Wei , Andrea Lecchini-Visintini