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We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

Recently, invariant risk minimization (IRM) (Arjovsky et al.) was proposed as a promising solution to address out-of-distribution (OOD) generalization. In Ahuja et al., it was shown that solving for the Nash equilibria of a new class of…

Machine Learning · Computer Science 2020-10-30 Kartik Ahuja , Karthikeyan Shanmugam , Amit Dhurandhar

We study the problem of computing optimal correlated equilibria (CEs) in infinite-horizon multi-player stochastic games, where correlation signals are provided over time. In this setting, optimal CEs require history-dependent policies; this…

Computer Science and Game Theory · Computer Science 2025-06-10 Jiarui Gan , Rupak Majumdar

We consider learning problems of an intuitive and concise preference model, called lexicographic preference lists (LP-lists). Given a set of examples that are pairwise ordinal preferences over a universe of objects built of attributes of…

Artificial Intelligence · Computer Science 2019-09-20 Ahmed Moussa , Xudong Liu

We present an approximation scheme for optimizing certain Quadratic Integer Programming problems with positive semidefinite objective functions and global linear constraints. This framework includes well known graph problems such as Minimum…

Computational Complexity · Computer Science 2015-03-19 Venkatesan Guruswami , Ali Kemal Sinop

We present a new class of vertex cover and set cover games. The price of anarchy bounds match the best known constant factor approximation guarantees for the centralized optimization problems for linear and also for submodular costs -- in…

Computer Science and Game Theory · Computer Science 2012-03-02 Georgios Piliouras , Tomas Valla , Laszlo A. Vegh

Constrained Iterative Linear Quadratic Regulator (CILQR), a variant of ILQR, has been recently proposed for motion planning problems of autonomous vehicles to deal with constraints such as obstacle avoidance and reference tracking. However,…

Robotics · Computer Science 2020-03-06 Yanjun Pan , Qin Lin , Het Shah , John M. Dolan

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

In this work, we consider the problem of autonomous racing with multiple agents where agents must interact closely and influence each other to compete. We model interactions among agents through a game-theoretical framework and propose an…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Yixuan Jia , Maulik Bhatt , Negar Mehr

In this paper, we consider the consistency of the desirability relation with the ranking of the players in a simple game provided by some well-known solutions, in particular the Public Good Index [14] and the criticality-based ranking [1].…

Computer Science and Game Theory · Computer Science 2022-12-15 Michele Aleandri , Vito Fragnelli , Stefano Moretti

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

The theory of integral quadratic constraints (IQCs) allows the certification of exponential convergence of interconnected systems containing nonlinear or uncertain elements. In this work, we adapt the IQC theory to study first-order methods…

Optimization and Control · Mathematics 2021-04-28 Guodong Zhang , Xuchan Bao , Laurent Lessard , Roger Grosse

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

Recent advances in machine learning (ML) have shown promise in aiding and accelerating classical combinatorial optimization algorithms. ML-based speed ups that aim to learn in an end to end manner (i.e., directly output the solution) tend…

Machine Learning · Computer Science 2023-10-24 Zohair Shafi , Benjamin A. Miller , Ayan Chatterjee , Tina Eliassi-Rad , Rajmonda S. Caceres

We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…

Computer Science and Game Theory · Computer Science 2020-10-27 Vijay Kamble , Patrick Loiseau , Jean Walrand

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

Current fault-tolerant quantum compilers allocate error budgets uniformly during resource estimation, causing suboptimal physical resource overhead. We optimize this allocation using a potential game formulation, where Nash Equilibrium…

Quantum Physics · Physics 2026-04-20 Asif Akhtab Ronggon , Tasnuva Farheen

Inverse reinforcement learning (IRL) offers a powerful and general framework for learning humans' latent preferences in route recommendation, yet no approach has successfully addressed planetary-scale problems with hundreds of millions of…

Machine Learning · Computer Science 2024-03-07 Matt Barnes , Matthew Abueg , Oliver F. Lange , Matt Deeds , Jason Trader , Denali Molitor , Markus Wulfmeier , Shawn O'Banion

Motion planning problems have been studied by both the robotics and the controls research communities for a long time, and many algorithms have been developed for their solution. Among them, incremental sampling-based motion planning…

Robotics · Computer Science 2012-05-01 Oktay Arslan , Panagiotis Tsiotras

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…

Optimization and Control · Mathematics 2017-02-06 Vladimir Gaitsgory , Alex Parkinson , I. Shvartsman