Related papers: Closed-loop strong equilibria for time-inconsisten…
This paper studies discrete-time two-person nonzero-sum linear quadratic stochastic games with random coefficients. Using convex variational analysis, we derive necessary and sufficient conditions for the existence of open-loop Nash…
This paper aims to formulate and study the inverse problem of non-cooperative linear quadratic games: Given a profile of control strategies, find cost parameters for which this profile of control strategies is Nash. We formulate the problem…
Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…
This paper addresses the distributed frequency control problem in a multi-area power system taking into account of unknown time-varying power imbalance. Particularly, fast controllable loads are utilized to restore system frequency under…
This paper proposes a control strategy consisting of a robust controller and an Echo State Network (ESN) based control law for stabilizing a class of uncertain nonlinear discrete-time systems subject to persistent disturbances. Firstly, the…
This paper addresses the challenge of time-inconsistent stochastic control within a continuous-time framework. Its primary focus lies in uncovering a probabilistic representation, specifically in the shape of a system of backward stochastic…
In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…
Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
We consider a two-player linear-state differential game, where one player intervenes continuously in the game, while the other implements an impulse control. When the impulse instants are exogenous, we obtain the classical result in…
Under what conditions do the behaviors of players, who play a game repeatedly, converge to a Nash equilibrium? If one assumes that the players' behavior is a discrete-time or continuous-time rule whereby the current mixed strategy profile…
This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…
This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…
We investigate a time-inconsistent, non-Markovian finite-player game in continuous time, where each player's objective functional depends non-linearly on the expected value of the state process. As a result, the classical Bellman optimality…
A novel perspective on the design of robust model predictive control (MPC) methods is presented, whereby closed-loop constraint satisfaction is ensured using recursive feasibility of the MPC optimization. Necessary and sufficient conditions…