Related papers: Distributed Stackelberg Strategies in State-based …
This paper is devoted to a Stackelberg stochastic differential game for a linear mean-field type stochastic differential system with a mean-field type quadratic cost functional in finite horizon. The coefficients in the state equation and…
The increasing penetration of distributed energy resources has sparked interests in participating in power markets. Here, we consider two settings where Virtual Power Plants (VPPs) with some flexible resources participate in the electricity…
In modern buildings renewable energy generators and storage devices are spreading, and consequently the role of the users in the power grid is shifting from passive to active. We design a demand response scheme that exploits the prosumers'…
When deployed in the world, a learning agent such as a recommender system or a chatbot often repeatedly interacts with another learning agent (such as a user) over time. In many such two-agent systems, each agent learns separately and the…
Current approaches to multi-agent cooperation rely heavily on centralized mechanisms or explicit communication protocols to ensure convergence. This paper studies the problem of distributed multi-agent learning without resorting to…
In this paper,we mainly focus on the numerical solution of high-dimensional stochastic optimal control problem driven by fully-coupled forward-backward stochastic differential equations (FBSDEs in short) through deep learning. We first…
Batch reinforcement learning (RL) defines the task of learning from a fixed batch of data lacking exhaustive exploration. Worst-case optimality algorithms, which calibrate a value-function model class from logged experience and perform some…
In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed…
Learning in games provides a powerful framework to design control policies for self-interested agents that may be coupled through their dynamics, costs, or constraints. We consider the case where the dynamics of the coupled system can be…
The evolving landscape of edge computing envisions platforms operating as dynamic intermediaries between application providers and edge servers (ESs), where task offloading is coupled with payments for computational services. Ensuring…
Bilevel programming problems are often found in practice. In this paper, we handle one such bilevel application problem from the domain of environmental economics. The problem is a Stakelberg game with multiple objectives at the upper…
This paper investigates a robust incentive Stackelberg stochastic differential game problem for a linear-quadratic mean field system, where the model uncertainty appears in the drift term of the leader's state equation. Moreover, both the…
We study the interaction between a network designer and an adversary over a dynamical network. The network consists of nodes performing continuous-time distributed averaging. The adversary strategically disconnects a set of links to prevent…
Stackelberg prediction games (SPGs) model strategic data manipulation in adversarial learning via a leader--follower interaction between a learner and a self-interested data provider, leading to challenging bilevel optimization problems.…
Governments are motivated to subsidize profit-driven firms that manufacture zero-emission vehicles to ensure they become price-competitive. This paper introduces a dynamic Stackelberg game to determine the government's optimal subsidy…
Decentralized multiple access channels where each transmitter wants to selfishly maximize his transmission energy-efficiency are considered. Transmitters are assumed to choose freely their power control policy and interact (through…
Large-scale deep learning models contribute to significant performance improvements on varieties of downstream tasks. Current data and model parallelism approaches utilize model replication and partition techniques to support the…
This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…
This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…
Large-scale Electric Vehicle (EV) Charging Station (CS) may be too large to be dispatched in real-time via a centralized approach. While a decentralized approach may be a viable solution, the lack of incentives could impair the alignment of…