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Related papers: A framework for receding-horizon control in infini…

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In this paper, we present a unifying framework for analyzing equilibria and designing interventions for large network games sampled from a stochastic network formation process represented by a graphon. We first introduce a new class of…

Computer Science and Game Theory · Computer Science 2020-07-01 Francesca Parise , Asuman Ozdaglar

In this paper, a hierarchical one-leader-multi-followers game for a class of continuous-time nonlinear systems with disturbance is investigated by a novel policy iteration reinforcement learning technique in which, the game model consists…

Systems and Control · Electrical Eng. & Systems 2019-07-29 Mohammad reza Satouri , Hamed Kebriaei , Abolhassan Razminia , Mohammad javad Yazdanpanah

We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…

Optimization and Control · Mathematics 2010-04-15 Peter Hokayem , Eugenio Cinquemani , Debasish Chatterjee , Federico Ramponi , John Lygeros

We consider the long-time behavior of equilibrium strategies and state trajectories in a linear quadratic $N$-player game with Gaussian initial data. By comparing the finite-horizon game with its ergodic counterpart, we establish…

Optimization and Control · Mathematics 2026-04-09 Asaf Cohen , Jiamin Jian

This work considers online optimal motion planning of an autonomous agent subject to linear temporal logic (LTL) constraints. The environment is dynamic in the sense of containing mobile obstacles and time-varying areas of interest (i.e.,…

Robotics · Computer Science 2021-10-19 Mingyu Cai , Hao Peng , Zhijun Li , Hongbo Gao , Zhen Kan

This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…

Optimization and Control · Mathematics 2007-05-23 Piotr Bania

Standard formulations of prescribed worst-case disturbance energy-gain control policies for linear time-varying systems depend on all forward model data. In discrete time, this dependence arises through a backward Riccati recursion. This…

Optimization and Control · Mathematics 2026-05-22 Jintao Sun , Michael Cantoni

In previous work, a Cooperative Receding Horizon (CRH) controller was developed for solving cooperative multi-agent problems in uncertain environments. In this paper, we overcome several limitations of this controller, including potential…

Systems and Control · Computer Science 2014-09-01 Yasaman Khazaeni , Christos G. Cassandras

To be successful in multi-player drone racing, a player must not only follow the race track in an optimal way, but also compete with other drones through strategic blocking, faking, and opportunistic passing while avoiding collisions. Since…

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic regulator in an augmented space, thus deriving an explicit…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Emilio Benenati , Sergio Grammatico

Towards bridging classical optimal control and online learning, regret minimization has recently been proposed as a control design criterion. This competitive paradigm penalizes the loss relative to the optimal control actions chosen by a…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Andrea Martin , Luca Furieri , Florian Dörfler , John Lygeros , Giancarlo Ferrari-Trecate

The present work is concerned with the stabilization of a general class of time-varying linear parabolic equations by means of a finite-dimensional receding horizon control (RHC). The stability and suboptimality of the unconstrained…

Optimization and Control · Mathematics 2019-01-09 Behzad Azmi , Karl Kunisch

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…

Optimization and Control · Mathematics 2024-12-10 Erhan Bayraktar , Yu-Jui Huang , Zhenhua Wang , Zhou Zhou

Although a number of solutions exist for the problems of coverage, search and target localization---commonly addressed separately---whether there exists a unified strategy that addresses these objectives in a coherent manner without being…

Robotics · Computer Science 2017-08-29 Anastasia Mavrommati , Emmanouil Tzorakoleftherakis , Ian Abraham , Todd D. Murphey

A standard way of finding a feedback law that stabilizes a control system to an operating point is to recast the problem as an infinite horizon optimal control problem. If the optimal cost and the optmal feedback can be found on a large…

Optimization and Control · Mathematics 2019-04-02 Arthur J. Krener

We consider the problem of simultaneous control and parameter estimation when the model is available only as a differentiable physics simulator. We propose a receding-horizon control framework in which a model predictive control (MPC)…

Optimization and Control · Mathematics 2026-04-07 Alan Williams , Alp Sunol

We introduce and study a class of infinite-horizon non-zero-sum non-cooperative stochastic games with infinitely many interacting agents using ideas of statistical mechanics. First we show, in the general case of asymmetric interactions,…

Probability · Mathematics 2007-08-16 Emilio De Santis , Carlo Marinelli