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We consider the problem of learning Nash equilibrial policies for two-player risk-sensitive collision-avoiding interactions. Solving the Hamilton-Jacobi-Isaacs equations of such general-sum differential games in real time is an open…

Robotics · Computer Science 2025-03-21 Lei Zhang , Siddharth Das , Tanner Merry , Wenlong Zhang , Yi Ren

This paper studies a stochastic utility maximization game under relative performance concerns in finite agent and infinite agent settings, where a continuum of agents interact through a graphon (see definition below). We consider an…

Mathematical Finance · Quantitative Finance 2023-02-22 Ludovic Tangpi , Xuchen Zhou

This paper is concerned with a conservation law model of traffic flow on a network of roads, where each driver chooses his own departure time in order to minimize the sum of a departure cost and an arrival cost. The model includes various…

Analysis of PDEs · Mathematics 2016-03-28 Alberto Bressan , Ke Han

Congestion pricing has become an effective instrument for traffic demand management on road networks. This paper proposes an optimal control approach for congestion pricing for day-to-day timescale that incorporates demand uncertainty and…

Systems and Control · Computer Science 2019-07-23 Hemant Gehlot , Harsha Honnappa , Satish V. Ukkusuri

We present an algorithm for finding optimal paths for multiple stochastic agents in a graph to reach their destinations with a user-specified maximum pairwise collision probability. Our algorithm, called STT-CBS, uses Conflict-Based Search…

Robotics · Computer Science 2021-09-01 Oriana Peltzer , Kyle Brown , Mac Schwager , Mykel J. Kochenderfer , Martin Sehr

This article proposes a novel control architecture using a centralized nonlinear model predictive control (CNMPC) scheme for controlling multiple micro aerial vehicles (MAVs). The control architecture uses an augmented state system to…

Robotics · Computer Science 2021-09-03 Björn Lindqvist , Sina Sharif Mansouri , Pantelis Sopasakis , George Nikolakopoulos

In stochastic dynamic games, when the number of players is sufficiently large and the interactions between agents depend on empirical state distribution, one way to approximate the original game is to introduce infinite-population limit of…

Optimization and Control · Mathematics 2019-08-26 Naci Saldi

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

Probability · Mathematics 2018-05-14 Chiara Benazzoli , Luciano Campi , Luca Di Persio

We present an adaptive control scheme to enable the emergence of order within distributed, autonomous multi-agent systems. Past studies showed that under high-density conditions, order generated from traffic-following behavior reduces…

Multiagent Systems · Computer Science 2025-06-03 Anahita Jain , Husni Idris , John-Paul Clarke , Daniel Delahaye

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

This paper investigates the potential benefits of cooperation in scenarios where finitely many agents compete for shared resources, leading to congestion and thereby reduced rewards. By appropriate coordination the members of the…

Computer Science and Game Theory · Computer Science 2024-10-10 Riya Sultana , Veeraruna Kavitha

This paper studies an optimal investment-consumption problem for competitive agents with exponential or power utilities and a common finite time horizon. Each agent regards the average of habit formation and wealth from all peers as…

Optimization and Control · Mathematics 2024-05-06 Zongxia Liang , Keyu Zhang

We consider non-atomic network congestion games with heterogeneous players where the latencies of the paths are subject to some bounded deviations. This model encompasses several well-studied extensions of the classical Wardrop model which…

Computer Science and Game Theory · Computer Science 2017-07-06 Pieter Kleer , Guido Schäfer

In this paper the problem of optimal derivative design, profit maximization and risk minimization under adverse selection when multiple agencies compete for the business of a continuum of heterogenous agents is studied. The presence of ties…

Trading and Market Microstructure · Quantitative Finance 2011-07-06 Ulrich Horst , Santiago Moreno-Bromberg

The aim of this paper is to formulate and study a stochastic model for the management of environmental assets in a geographical context where in each place the local authorities take their policy decisions maximizing their own welfare,…

Optimization and Control · Mathematics 2025-10-27 Emmanuelle Augeraud-Véron , Daria Ghilli , Fausto Gozzi , Marta Leocata

Hierarchical decision-making is a natural paradigm for coordinating multi-agent systems in complex environments such as air traffic management. In this paper, we present a bilevel framework for game-theoretic hierarchical routing, where a…

Multiagent Systems · Computer Science 2025-03-19 Dong Ho Lee , Kaitlyn Donnel , Max Z. Li , David Fridovich-Keil

Multi-Agent Path Finding (MAPF) has gained significant attention, with most research focusing on minimizing collisions and travel time. This paper also considers energy consumption in the path planning of automated guided vehicles (AGVs).…

Robotics · Computer Science 2025-10-30 Ahmad Kokhahi , Mary Kurz

This paper introduces a "green" routing game between multiple logistic operators (players), each owning a mixed fleet of internal combustion engine vehicle (ICEV) and electric vehicle (EV) trucks. Each player faces the cost of delayed…

Systems and Control · Electrical Eng. & Systems 2022-04-04 Hampei Sasahara , György Dán , Saurabh Amin , Henrik Sandberg

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

This paper focuses on two commonly used path assignment policies for agents traversing a congested network: self-interested routing, and system-optimum routing. In the self-interested routing policy each agent selects a path that optimizes…

Multiagent Systems · Computer Science 2017-09-28 Guni Sharon , Michael Albert , Tarun Rambha , Stephen Boyles , Peter Stone