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In this letter, we study a class of linear-quadratic mean-field-type difference games with coupled affine inequality constraints. We show that the mean-field-type equilibrium can be characterized by the existence of a multiplier process…
We study the mean field games equations, consisting of the coupled Kolmogorov-Fokker-Planck and Hamilton-Jacobi-Bellman equations. The equations are complemented by initial and terminal conditions. It is shown that with some specific choice…
Invariant linearization criteria of square systems of second-order quadratically semi-linear ordinary differential equations (ODEs) that can be represented as geodesic equations are extended to square systems of ODEs cubically nonlinear in…
In this paper, we present a Q-learning algorithm to solve the optimal output regulation problem for discrete-time LTI systems. This off-policy algorithm only relies on using persistently exciting input-output data, measured offline. No…
This paper studies a class of partial information linear-quadratic mean-field game problems. A general stochastic large-population system is considered, where the diffusion term of the dynamic of each agent can depend on the state and…
This paper introduces a class of continuous-time, finite-player stochastic general-sum differential games that admit solutions through an exact linear PDE system. We formulate a distribution planning game utilizing the cross-log-likelihood…
Different from most of the previous works, this paper provides a thorough solution to the fundamental problems of linear-quadratic (LQ) control and stabilization for discrete-time mean-field systems under basic assumptions. Firstly, the…
Reinforcement learning (RL) has seen significant research and application results but often requires large amounts of training data. This paper proposes two data-efficient off-policy RL methods that use parametrized Q-learning. In these…
In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal…
This article examines mean-field-type game problems by means of a direct method. We provide various solvable examples beyond the classical linear-quadratic game problems. These include quadratic-quadratic games and games with power,…
We present two variants of a multi-agent reinforcement learning algorithm based on evolutionary game theoretic considerations. The intentional simplicity of one variant enables us to prove results on its relationship to a system of ordinary…
This paper investigates an inhomogeneous non-zero-sum linear-quadratic (LQ, for short) differential game problem whose state process and cost functional are regulated by a Markov chain. Under the $L^2$ stabilizability framework, we first…
The Loewner framework for model reduction is extended to the class of linear switched systems. One advantage of this framework is that it introduces a trade-off between accuracy and complexity. Moreover, through this procedure, one can…
We consider evolutionary games in which the agent selected for update compares their payoff to q neighbours, rather than a single neighbour as in standard evolutionary game theory. Through studying fixed point stability and fixation times…
Two-level systems are one of the most important quantum systems and they form the basis of quantum computers. We briefly look at the traditional approach to two-level systems with an external driving field as well as those subjected to…
We introduce a frequency-domain framework for convergence analysis of hyperparameters in game optimization, leveraging High-Resolution Differential Equations (HRDEs) and Laplace transforms. Focusing on the Lookahead algorithm--characterized…
This paper studies the data-driven synthesis of linear quadratic integral (LQI) controllers for continuous-time systems. The objective is to achieve optimal state-feedback control with integral action for reference tracking using only…
We propose a data-driven framework for efficiently solving quadratic programming (QP) problems by reducing the number of variables in high-dimensional QPs using instance-specific projection. A graph neural network-based model is designed to…
In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…
Independent learners are agents that employ single-agent algorithms in multi-agent systems, intentionally ignoring the effect of other strategic agents. This paper studies mean-field games from a decentralized learning perspective, with two…