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The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

In this work we propose a batch version of the Greenkhorn algorithm for multimarginal regularized optimal transport problems. Our framework is general enough to cover, as particular cases, some existing algorithms like Sinkhorn and…

Machine Learning · Statistics 2021-12-07 Vladimir Kostic , Saverio Salzo , Massimilano Pontil

Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities. Yet, existing solution methods lack either convergence…

Optimization and Control · Mathematics 2024-03-29 Panagiotis D. Grontas , Giuseppe Belgioioso , Carlo Cenedese , Marta Fochesato , John Lygeros , Florian Dörfler

Counterfactual Regret Minimization (CFR) is the most popular iterative algorithm for solving zero-sum imperfect-information games. Regret-Based Pruning (RBP) is an improvement that allows poorly-performing actions to be temporarily pruned,…

Computer Science and Game Theory · Computer Science 2016-09-13 Noam Brown , Tuomas Sandholm

We consider the problem of optimal unsignalized intersection management, wherein we seek to obtain safe and optimal trajectories, for a set of robots that arrive randomly and continually. This problem involves repeatedly solving a mixed…

Robotics · Computer Science 2024-08-08 Nishchal Hoysal G. , Pavankumar Tallapragada

We consider a finite-horizon linear-quadratic optimal control problem where only a limited number of control messages are allowed for sending from the controller to the actuator. To restrict the number of control actions computed and…

Systems and Control · Computer Science 2017-01-19 Burak Demirel , Euhanna Ghadimi , Daniel E. Quevedo , Mikael Johansson

An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…

Optimization and Control · Mathematics 2016-03-09 Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Inna Usik

Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…

Computer Science and Game Theory · Computer Science 2022-07-05 Aline Goeminne , Nicolas Markey , Ocan Sankur

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

This paper considers discounted infinite horizon mean field games by extending the probabilistic weak formulation of the game as introduced by Carmona and Lacker (2015). Under similar assumptions as in the finite horizon game, we prove…

Optimization and Control · Mathematics 2024-07-08 René Carmona , Ludovic Tangpi , Kaiwen Zhang

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been shown to be convergent under a suitable spectral property…

Optimization and Control · Mathematics 2018-02-08 Jinlong Lei , Uday V. Shanbhag , Jong-Shi Pang , Suvrajeet Sen

Our goal in this paper is to plan the motion of a robot in a partitioned environment with dynamically changing, locally sensed rewards. We assume that arbitrary assumptions on the reward dynamics can be given. The robot aims to accomplish a…

Robotics · Computer Science 2012-08-30 Maria Svorenova , Jana Tumova , Jiri Barnat , Ivana Cerna

We study dynamic multi-robot task allocation under uncertain task completion, time-window constraints, and incomplete information. Tasks arrive online over a finite horizon and must be completed within specified deadlines, while agents…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Maria G. Mendoza , Pan-Yang Su , Bryce L. Ferguson , S. Shankar Sastry

Combinatorial optimization algorithms for graph problems are usually designed afresh for each new problem with careful attention by an expert to the problem structure. In this work, we develop a new framework to solve any combinatorial…

We study human-in-the-loop reinforcement learning (RL) with trajectory preferences, where instead of receiving a numeric reward at each step, the agent only receives preferences over trajectory pairs from a human overseer. The goal of the…

Machine Learning · Computer Science 2022-05-25 Xiaoyu Chen , Han Zhong , Zhuoran Yang , Zhaoran Wang , Liwei Wang

We present a framework that incorporates the idea of bounded rationality into dynamic stochastic pursuit-evasion games. The solution of a stochastic game is characterized, in general, by its (Nash) equilibria in feedback form. However,…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Yue Guan , Dipankar Maity , Christopher M. Kroninger , Panagiotis Tsiotras

We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…

Optimization and Control · Mathematics 2025-03-14 Soham Das , Santiago Paternain , Luiz F. O. Chamon , Ceyhun Eksin

Corporate mobility is often based on a fixed assignment of vehicles to employees. Relaxing this fixation and including alternatives such as public transportation or taxis for business and private trips could increase fleet utilization and…

Artificial Intelligence · Computer Science 2021-09-07 Sebastian Knopp , Benjamin Biesinger , Matthias Prandtstetter

Trajectory planning for autonomous race cars poses special challenges due to the highly interactive and competitive environment. Prior work has applied game theory as it provides equilibria for such non-cooperative dynamic problems. This…

Robotics · Computer Science 2023-10-03 Matthias Rowold