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In this technical note, we investigate an optimal output consensus problem for heterogeneous uncertain nonlinear multi-agent systems. The considered agents are described by high-order nonlinear dynamics subject to both static and dynamic…

Optimization and Control · Mathematics 2020-07-21 Yutao Tang , Xinghu Wang

Standard Markovian optimal stopping problems are consistent in the sense that the first entrance time into the stopping set is optimal for each initial state of the process. Clearly, the usual concept of optimality cannot in a…

Optimization and Control · Mathematics 2018-12-05 Sören Christensen , Kristoffer Lindensjö

We consider a monopolistic seller in a market that may be segmented. The surplus of each consumer in a segment depends on the price that the seller optimally charges, which depends on the set of consumers in the segment. We study which…

Theoretical Economics · Economics 2022-10-25 Nima Haghpanah , Ron Siegel

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

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…

Computer Science and Game Theory · Computer Science 2014-01-16 Steven de Jong , Simon Uyttendaele , Karl Tuyls

As the main contribution, this document provides a consistent discretization of a class of fixed-time stable systems, namely predefined-time stable systems. In the unperturbed case, the proposed approach allows obtaining not only a…

This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation preference to incorporate all discount rates via an attitude…

Mathematical Finance · Quantitative Finance 2025-10-15 Shuoqing Deng , Xiang Yu , Jiacheng Zhang

We investigate to which extent the relevant features of (static) Systemic Risk Measures can be extended to a conditional setting. After providing a general dual representation result, we analyze in greater detail Conditional Shortfall…

Mathematical Finance · Quantitative Finance 2021-05-12 Alessandro Doldi , Marco Frittelli

We consider the plurality consensus problem among $n$ agents. Initially, each agent has one of $k$ different opinions. Agents choose random interaction partners and revise their state according to a fixed transition function, depending on…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-01 Gregor Bankhamer , Petra Berenbrink , Felix Biermeier , Robert Elsässer , Hamed Hosseinpour , Dominik Kaaser , Peter Kling

In present paper, an analysis of the stability behaviour of ideal efficient solutions to parametric vector optimization problems is conducted. A sufficient condition for the existence of ideal efficient solutions to locally perturbed…

Optimization and Control · Mathematics 2021-11-02 Amos Uderzo

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous engineering, natural science and control problems. Yet, practically valuable results are rare in this area. This paper develops a…

Dynamical Systems · Mathematics 2020-01-22 Mark A. Pinsky , Steve Koblik

In a stable matching setting, we consider a query model that allows for an interactive learning algorithm to make precisely one type of query: proposing a matching, the response to which is either that the proposed matching is stable, or a…

Computer Science and Game Theory · Computer Science 2020-09-22 Ehsan Emamjomeh-Zadeh , Yannai A. Gonczarowski , David Kempe

In the stable marriage and roommates problems, a set of agents is given, each of them having a strictly ordered preference list over some or all of the other agents. A matching is a set of disjoint pairs of mutually accepted agents. If any…

Discrete Mathematics · Computer Science 2016-06-01 Ágnes Cseh , David F. Manlove

Two distinct semantics have been considered for knowledge in the context of strategic reasoning, depending on whether players know each other's strategy or not. The problem of distributed synthesis for epistemic temporal specifications is…

Logic in Computer Science · Computer Science 2018-09-05 Bastien Maubert , Aniello Murano

The stable marriage and stable roommates problems have been extensively studied due to their high applicability in various real-world scenarios. However, it might happen that no stable solution exists, or stable solutions do not meet…

Computer Science and Game Theory · Computer Science 2022-04-29 Kristóf Bérczi , Gergely Csáji , Tamás Király

Self-stabilization is a versatile fault-tolerance approach that characterizes the ability of a system to eventually resume a correct behavior after any finite number of transient faults. In this paper, we propose a self-stabilizing reset…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-23 Stéphane Devismes , Colette Johnen

In this paper, we consider the solution of ill-conditioned systems of linear algebraic equations that can be determined imprecisely. To improve the stability of the solution process, we "immerse" the original imprecise linear system in an…

Numerical Analysis · Mathematics 2018-10-04 Sergey P. Shary

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

Optimization and Control · Mathematics 2026-01-07 Renyuan Xu , Thaleia Zariphopoulou , Luhao Zhang

The sequential equilibrium is a standard solution concept for extensive-form games with imperfect information that includes an explicit representation of the players' beliefs. An assessment consisting of a strategy and a belief is a…

Computer Science and Game Theory · Computer Science 2024-02-08 Moritz Graf , Thorsten Engesser , Bernhard Nebel

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar