Related papers: Is a sophisticated agent always a wise one?
Existing works on multi-agent time-varying optimization allow agents to asynchronously communicate and/or compute, but do not allow asynchronous sampling of objectives. Sampling can be difficult to synchronize, and we therefore present a…
We consider the distributed optimization problem, where a group of agents work together to optimize a common objective by communicating with neighboring agents and performing local computations. For a given algorithm, we use tools from…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
In many settings where multiple agents interact, the optimal choices for each agent depend heavily on the choices of the others. These coupled interactions are well-described by a general-sum differential game, in which players have…
It is well-known that acting in an individually rational manner, according to the principles of classical game theory, may lead to sub-optimal solutions in a class of problems named social dilemmas. In contrast, humans generally do not have…
Conventional distributed approaches to coverage control may suffer from lack of convergence and poor performance, due to the fact that agents have limited information, especially in non-convex discrete environments. To address this issue,…
We consider stochastic model predictive control of a multi-agent systems with constraints on the probabilities of inter-agent collisions. We first study a sample-based approximation of the collision probabilities and use this approximation…
We consider the problem of steering a multi-agent system to multi-consensus, namely a regime where groups of agents agree on a given value which may be different from group to group. We first address the problem by using distributed…
Synchronizing decisions across multiple agents in realistic settings is problematic since it requires agents to wait for other agents to terminate and communicate about termination reliably. Ideally, agents should learn and execute…
An agent makes decisions based on multiple sources of information. In isolation, each source is well understood, but their correlation is unknown. We study the agent's robustly optimal strategies -- those that give the best possible…
This paper studies a class of consensus dynamics where the interactions between agents are affected by a time-varying unknown scaling factor. This situation is encountered in the control of robotic fleets over a wireless network or in…
For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…
In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…
We discuss representing and reasoning with knowledge about the time-dependent utility of an agent's actions. Time-dependent utility plays a crucial role in the interaction between computation and action under bounded resources. We present a…
Two traditional paradigms are often used to describe the behavior of agents in multi-agent complex systems. In the first one, agents are considered to be fully rational and systems are seen as multi-player games. In the second one, agents…
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…
The optimization of mixed-variable problems remains a significant challenge. We propose an extension of the policy-based optimization method that handles mixed-variables problems in a natural way, through a simple policy combination. This…
This paper studies the properties of discrete time stochastic optimal control problems associated with portfolio selection. We investigate if optimal continuous time strategies can be used effectively for a discrete time market after a…
Reliable controllers with high flexibility and performance are necessary for the control of intricate, advanced, and expensive systems such as aircraft, marine vessels, automotive vehicles, and satellites. Meanwhile, control allocation has…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…