Related papers: A framework for receding-horizon control in infini…
This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…
This letter presents a robust data-driven receding-horizon control framework for the discrete time linear quadratic regulator (LQR) with input constraints. Unlike existing data-driven approaches that design a controller from initial data…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…
We present \texttt{FlipDyn-G}, a dynamic game model extending the \texttt{FlipDyn} framework to a graph-based setting, where each node represents a dynamical system. This model captures the interactions between a defender and an adversary…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function $f_i+r_i$, $f_i$ is a smooth expectation-valued function dependent on its own strategy…
We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…
This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…
In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive discounted-cost optimality criterion. Risk-sensitivity is introduced for each agent (player) via an exponential utility function. In…
Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…
Iterated regret minimization has been introduced recently by J.Y. Halpern and R. Pass in classical strategic games. For many games of interest, this new solution concept provides solutions that are judged more reasonable than solutions…
The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…
We prove in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We analyze and discuss several possible…
In this paper, we consider a Markov decision process (MDP), where the ego agent has a nominal objective to pursue while needs to hide its state from detection by an adversary. After formulating the problem, we first propose a value…
We address the multi-agent motion planning problem where interactions, collisions, and congestion co-exist. Conventional game-theoretic planners capture interactions among agents but often converge to conservative, congested equilibria.…
An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…
We use ideas from distributed computing to study dynamic environments in which computational nodes, or decision makers, follow adaptive heuristics (Hart 2005), i.e., simple and unsophisticated rules of behavior, e.g., repeatedly "best…
In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…