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A novel high-frequency market-making approach in discrete time is proposed that admits closed-form solutions. By taking advantage of demand functions that are linear in the quoted bid and ask spreads with random coefficients, we model the…

Trading and Market Microstructure · Quantitative Finance 2024-05-21 Jonathan Chávez-Casillas , José E. Figueroa-López , Chuyi Yu , Yi Zhang

This paper considers the contextual multi-armed bandit (CMAB) problem with fairness and privacy guarantees in a federated environment. We consider merit-based exposure as the desired fair outcome, which provides exposure to each action in…

Machine Learning · Computer Science 2024-02-07 Sambhav Solanki , Shweta Jain , Sujit Gujar

Learning-based control approaches have shown great promise in performing complex tasks directly from high-dimensional perception data for real robotic systems. Nonetheless, the learned controllers can behave unexpectedly if the trajectories…

Robotics · Computer Science 2023-01-31 Fernando Castañeda , Haruki Nishimura , Rowan McAllister , Koushil Sreenath , Adrien Gaidon

Stochastic multi-armed bandit (MAB) mechanisms are widely used in sponsored search auctions, crowdsourcing, online procurement, etc. Existing stochastic MAB mechanisms with a deterministic payment rule, proposed in the literature,…

Computer Science and Game Theory · Computer Science 2020-06-01 Divya Padmanabhan , Satyanath Bhat , Prabuchandran K. J. , Shirish Shevade , Y. Narahari

We study a sequential resource allocation problem where a decision maker selects subsets of agents at each period to maximize overall outcomes without prior knowledge of individual-level effects. Our framework applies to settings such as…

Machine Learning · Computer Science 2025-08-29 Katherine B. Adams , Justin J. Boutilier , Qinyang He , Yonatan Mintz

From autonomous driving to package delivery, ensuring safe yet efficient multi-agent interaction is challenging as the interaction dynamics are influenced by hard-to-model factors such as social norms and contextual cues. Understanding…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Isaac Remy , David Fridovich-Keil , Karen Leung

Autonomous vehicles need to handle various traffic conditions and make safe and efficient decisions and maneuvers. However, on the one hand, a single optimization/sampling-based motion planner cannot efficiently generate safe trajectories…

Robotics · Computer Science 2021-06-10 Jinning Li , Liting Sun , Jianyu Chen , Masayoshi Tomizuka , Wei Zhan

The problem of dynamic locomotion over rough terrain requires both accurate foot placement together with an emphasis on dynamic stability. Existing approaches to this problem prioritize immediate safe foot placement over longer term dynamic…

Robotics · Computer Science 2021-06-04 Ruben Grandia , Andrew J. Taylor , Aaron D. Ames , Marco Hutter

Safety is of great importance in multi-robot navigation problems. In this paper, we propose a control barrier function (CBF) based optimizer that ensures robot safety with both high probability and flexibility, using only sensor…

Robotics · Computer Science 2021-09-17 Yuxiang Cui , Longzhong Lin , Xiaolong Huang , Dongkun Zhang , Yue Wang , Rong Xiong

Safety filters based on control barrier functions (CBFs) and high-order control barrier functions (HOCBFs) are often implemented through quadratic programs (QPs). In general, especially in the presence of multiple constraints, feasibility…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shima Sadat Mousavi , Max H. Cohen , Pol Mestres , Aaron D. Ames

For many tasks, multi-robot teams often provide greater efficiency, robustness, and resiliency. However, multi-robot collaboration in real-world scenarios poses a number of major challenges, especially when dynamic robots must balance…

Robotics · Computer Science 2025-01-22 Mark Gonzales , Adam Polevoy , Marin Kobilarov , Joseph Moore

To enable safe and effective human-robot collaboration (HRC) in smart manufacturing, seamless integration of sensing, cognition, and prediction into the robot controller is critical for real-time awareness, response, and communication…

Robotics · Computer Science 2024-11-01 Dianhao Zhang , Mien Van , Pantelis Sopasakis , Seán McLoone

Traditional reachability methods provide formal guarantees of safety under bounded disturbances. However, they strictly enforce state constraints as inviolable, which can result in overly conservative or infeasible solutions in complex…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Chams Eddine Mballo , Donggun Lee , Claire J. Tomlin

In this paper, we investigate the fixed-time behavioral control problem for a team of second-order nonlinear agents, aiming to achieve a desired formation with collision/obstacle~avoidance. In the proposed approach, the two behaviors(tasks)…

Optimization and Control · Mathematics 2021-03-12 Ning Zhou , Xiaodong Cheng , Zhongqi Sun , Yuanqing Xia

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

Guaranteeing safety for robotic and autonomous systems in real-world environments is a challenging task that requires the mitigation of stochastic uncertainties. Control barrier functions have, in recent years, been widely used for…

Systems and Control · Electrical Eng. & Systems 2022-03-31 Andrew Singletary , Mohamadreza Ahmadi , Aaron D. Ames

We propose a distributed model predictive control (MPC) framework for coordinating heterogeneous, nonlinear multi-agent systems under individual and coupling constraints. The cooperative task is encoded as a shared objective function…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

Consider a requester who wishes to crowdsource a series of identical binary labeling tasks to a pool of workers so as to achieve an assured accuracy for each task, in a cost optimal way. The workers are heterogeneous with unknown but fixed…

Computer Science and Game Theory · Computer Science 2015-06-18 Shweta Jain , Sujit Gujar , Satyanath Bhat , Onno Zoeter , Y. Narahari

In this paper, the safety-critical control problem for uncertain systems under multiple control barrier function (CBF) constraints and input constraints is investigated. A novel framework is proposed to generate a safety filter that…

Systems and Control · Electrical Eng. & Systems 2025-03-21 Jinyang Dong , Shizhen Wu , Rui Liu , Xiao Liang , Biao Lu , Yongchun Fang

Control barrier functions (CBFs) have been widely applied to safety-critical robotic applications. However, the construction of control barrier functions for robotic systems remains a challenging task. Recently, collision detection using…

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