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In this paper, we study a large population game with heterogeneous dynamics and cost functions solving a consensus problem. Moreover, the agents have communication constraints which appear as: (1) an Additive-White Gaussian Noise (AWGN)…

Systems and Control · Electrical Eng. & Systems 2022-08-26 Shubham Aggarwal , Muhammad Aneeq uz Zaman , Tamer Başar

We consider the problem of long term power allocation in dense wireless networks. The framework considered in this paper is of interest for machine-type communications (MTC). In order to guarantee an optimal operation of the system while…

Information Theory · Computer Science 2018-01-16 Maialen Larranaga , Mohamad Assaad , Koen De Turck

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

This paper focuses on a model for opinion dynamics, where the influence weights of agents evolve in time. We formulate a control problem of consensus type, in which the objective is to drive all agents to a final target point under suitable…

Analysis of PDEs · Mathematics 2020-11-10 Nastassia Duteil , Benedetto Piccoli

This paper introduces Multi-Agent MDP Homomorphic Networks, a class of networks that allows distributed execution using only local information, yet is able to share experience between global symmetries in the joint state-action space of…

Machine Learning · Computer Science 2022-05-02 Elise van der Pol , Herke van Hoof , Frans A. Oliehoek , Max Welling

In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…

Machine Learning · Computer Science 2026-04-16 Vansh Kapoor , Jayakrishnan Nair

General-purpose agents require fine-grained controls and rich sensory inputs to perform a wide range of tasks. However, this complexity often leads to intractable decision-making. Traditionally, agents are provided with task-specific action…

Machine Learning · Computer Science 2024-06-25 Rafael Rodriguez-Sanchez , George Konidaris

We establish the convergence of the deep actor-critic reinforcement learning algorithm presented in [Angiuli et al., 2023a] in the setting of continuous state and action spaces with an infinite discrete-time horizon. This algorithm provides…

Optimization and Control · Mathematics 2025-11-11 Jean-Pierre Fouque , Mathieu Laurière , Mengrui Zhang

Interacting particle systems are known for their ability to generate large-scale self-organized structures from simple local interaction rules between each agent and its neighbors. In addition to studying their emergent behavior, a main…

Analysis of PDEs · Mathematics 2024-10-21 Nathalie Ayi , Nastassia Pouradier Duteil , David Poyato

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

Mean field games is a recent area of study introduced by Lions and Lasry in a series of seminal papers in 2006. Mean field games model situations of competition between large number of rational agents that play non-cooperative dynamic games…

Optimization and Control · Mathematics 2011-03-18 Diogo A. Gomes , Joana Mohr , Rafael R. Souza

We analyze the problem of controlling a multi-agent system with additive white noise through parsimonious interventions on a selected subset of the agents (leaders). For such a controlled system with a SDE constraint, we introduce a…

Optimization and Control · Mathematics 2022-04-07 Giacomo Ascione , Daniele Castorina , Francesco Solombrino

Coordinating large populations of autonomous agents, such as UAV swarms or satellite constellations, poses significant computational challenges for traditional multi-agent control methods. This paper introduces a new optimization framework…

Optimization and Control · Mathematics 2026-03-18 Di Yu , Sixiong You , Chaoying Pei

In a situation of moral hazard, this paper investigates the problem of Principal with $n$ Agents when the number of Agents $n$ goes to infinity. There is competition between the Agents expressed by the fact that they optimize their utility…

Optimization and Control · Mathematics 2023-09-06 Mao Fabrice Djete

Controlling large particle systems in collective dynamics by a few agents is a subject of high practical importance, e.g., in evacuation dynamics. In this paper we study an instantaneous control approach to steer an interacting particle…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Rene Pinnau , Claudia Totzeck , Oliver Tse , Andreas Roth

We address the optimal design of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local…

Optimization and Control · Mathematics 2017-06-28 Alessandro Falsone , Kostas Margellos , Maria Prandini

This paper investigates the problem of cooperative tuning of multi-agent optimal control systems, where a network of agents (i.e. multiple coupled optimal control systems) adjusts parameters in their dynamics, objective functions, or…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Zehui Lu , Wanxin Jin , Shaoshuai Mou , Brian D. O. Anderson

The Mean-Field Schrodinger Bridge (MFSB) problem is an optimization problem aiming to find the minimum effort control policy to drive a McKean-Vlassov stochastic differential equation from one probability measure to another. In the context…

Machine Learning · Computer Science 2025-06-19 George Rapakoulias , Ali Reza Pedram , Panagiotis Tsiotras

In this article, we propose a new unifying framework for the investigation of multi-agent control problems in the mean-field setting. Our approach is based on a new definition of differential inclusions for continuity equations formulated…

Optimization and Control · Mathematics 2020-09-15 Benoît Bonnet , Hélène Frankowska

We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…

Optimization and Control · Mathematics 2024-03-19 Chen YAN