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This paper considers the problem of solving a symmetric positive definite system of linear equations over a network of agents with arbitrary asynchronous interactions and membership dynamics. The latter implies that each agent is allowed to…
This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…
Current macroeconomic models with agent heterogeneity can be broadly divided into two main groups. Heterogeneous-agent general equilibrium (GE) models, such as those based on Heterogeneous Agent New Keynesian (HANK) or Krusell-Smith (KS)…
Contemporary deep learning based solution methods used to compute approximate equilibria of high-dimensional dynamic stochastic economic models are often faced with two pain points. The first problem is that the loss function typically…
Agent-Based Models (ABM) are computational scenario-generators, which can be used to predict the possible future outcomes of the complex system they represent. To better understand the robustness of these predictions, it is necessary to…
Distributed decision problems features a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small…
We consider the problem of solving a large-scale system of linear equations in a distributed or federated manner by a taskmaster and a set of machines, each possessing a subset of the equations. We provide a comprehensive comparison of two…
In this paper, we develop an agent-based version of the Diamond search equilibrium model - also called Coconut Model. In this model, agents are faced with production decisions that have to be evaluated based on their expectations about the…
We study a multi-agent output regulation problem, where not all agents have access to the exosystem's dynamics. We propose a fully distributed controller that solves the problem for linear, heterogeneous, and uncertain agent dynamics as…
We study a multi-agent output regulation problem, where not all agents have access to the exosystem's dynamics. We propose a distributed controller that solves the problem for linear, heterogeneous, and uncertain agent dynamics as well as…
Inspired by the concepts of deep learning in artificial intelligence and fairness in behavioural economics, we introduce deep teams in this paper. In such systems, agents are partitioned into a few sub-populations so that the dynamics and…
Motivated by recent development in networking and parallel data-processing, we consider a distributed and localized finite-sum (or fixed-sum) allocation technique to solve resource-constrained convex optimization problems over multi-agent…
This paper proposes a double-layered framework (or form of network) to integrate two mechanisms, termed consensus and conservation, achieving distributed solution of a linear equation. The multi-agent framework considered in the paper is…
Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…
We introduce an extended mathematical programming framework for specifying equilibrium problems and their variational representations, such as generalized Nash equilibrium, multiple optimization problems with equilibrium constraints, and…
Agent-based models (ABMs) have shown promise for modelling various real world phenomena incompatible with traditional equilibrium analysis. However, a critical concern is the manual definition of behavioural rules in ABMs. Recent…
In recent years, there is a growing need to train machine learning models on a huge volume of data. Designing efficient distributed optimization algorithms for empirical risk minimization (ERM) has therefore become an active and challenging…
We present a distributed quasi-Newton (DQN) method, which enables a group of agents to compute an optimal solution of a separable multi-agent optimization problem locally using an approximation of the curvature of the aggregate objective…
One of the important yet insufficiently studied subjects in fair allocation is the externality effect among agents. For a resource allocation problem, externalities imply that a bundle allocated to an agent may affect the utilities of other…
This paper proposes distributed algorithms for multi-agent networks to achieve a solution in finite time to a linear equation $Ax=b$ where $A$ has full row rank, and with the minimum $l_1$-norm in the underdetermined case (where $A$ has…