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We consider a decentralized convex unconstrained optimization problem, where the cost function can be decomposed into a sum of strongly convex and smooth functions, associated with individual agents, interacting over a static or…

Optimization and Control · Mathematics 2023-12-12 Dmitry Metelev , Aleksandr Beznosikov , Alexander Rogozin , Alexander Gasnikov , Anton Proskurnikov

In numerous settings, agents lack sufficient data to directly learn a model. Collaborating with other agents may help, but it introduces a bias-variance trade-off, when local data distributions differ. A key challenge is for each agent to…

Machine Learning · Computer Science 2025-02-20 Franco Galante , Giovanni Neglia , Emilio Leonardi

We consider a problem where autonomous agents enter a dynamic and unknown environment described by a network of weighted arcs. These agents move within the network from node to node according to a decentralized policy using only local…

Optimization and Control · Mathematics 2024-10-28 Francesca Rosset , Raffaele Pesenti , Franco Blanchini

We study a model of learning on social networks in dynamic environments, describing a group of agents who are each trying to estimate an underlying state that varies over time, given access to weak signals and the estimates of their social…

Social and Information Networks · Computer Science 2013-07-19 Rafael M. Frongillo , Grant Schoenebeck , Omer Tamuz

In this paper we present a decentralized algorithm to estimate the eigenvalues of the Laplacian matrix that encodes the network topology of a multi-agent system. We consider network topologies modeled by undirected graphs. The basic idea is…

Systems and Control · Computer Science 2012-06-21 Mauro Franceschelli , Andrea Gasparri , Alessandro Giua , Carla Seatzu

In the graph exploration problem, a team of mobile computational entities, called agents, arbitrarily positioned at some nodes of a graph, must cooperate so that each node is eventually visited by at least one agent. In the literature, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-21 Giuseppe Antonio Di Luna , Stefan Dobrev , Paola Flocchini , Nicola Santoro

Learning cooperative policies for multi-agent systems is often challenged by partial observability and a lack of coordination. In some settings, the structure of a problem allows a distributed solution with limited communication. Here, we…

Systems and Control · Computer Science 2017-08-01 Roel Dobbe , David Fridovich-Keil , Claire Tomlin

In networks of autonomous agents (e.g., fleets of vehicles, scattered sensors), the problem of minimizing the sum of the agents' local functions has received a lot of interest. We tackle here this distributed optimization problem in the…

Optimization and Control · Mathematics 2021-10-19 Yu-Guan Hsieh , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

We study strongly convex distributed optimization problems where a set of agents are interested in solving a separable optimization problem collaboratively. In this paper, we propose and study a two time-scale decentralized gradient descent…

Optimization and Control · Mathematics 2022-08-16 Hadi Reisizadeh , Behrouz Touri , Soheil Mohajer

A multi-agent coverage problem is considered with energy-constrained agents. The objective of this paper is to compare the coverage performance between centralized and decentralized approaches. To this end, a near-optimal centralized…

Optimization and Control · Mathematics 2020-08-27 Xiangyu Meng , Xinmiao Sun , Christos G. Cassandras , Kaiyuan Xu

We introduce a two-agent problem which is inspired by price asymmetry arising from funding difference. When two parties have different funding rates, the two parties deduce different fair prices for derivative contracts even under the same…

Mathematical Finance · Quantitative Finance 2020-01-01 Junbeom Lee , Stephan Sturm , Chao Zhou

Multi-level optimization has gained increasing attention in recent years, as it provides a powerful framework for solving complex optimization problems that arise in many fields, such as meta-learning, multi-player games, reinforcement…

Machine Learning · Computer Science 2023-10-11 Shuoguang Yang , Xuezhou Zhang , Mengdi Wang

We consider distributed inference in social networks where a phenomenon of interest evolves over a given social interaction graph, referred to as the \emph{social digraph}. For inference, we assume that a network of agents monitors certain…

Social and Information Networks · Computer Science 2015-06-18 Mohammadreza Doostmohammadian , Usman A. Khan

Decentralized lending protocols within the decentralized finance ecosystem enable the lending and borrowing of crypto-assets without relying on traditional intermediaries. Interest rates in these protocols are set algorithmically and…

Mathematical Finance · Quantitative Finance 2025-02-28 Bastien Baude , Damien Challet , Ioane Muni Toke

This paper investigates a distributed optimization problem under edge agreements, where each agent in the network is also subject to local convex constraints. Generalized from the concept of consensus, a group of edge agreements represents…

Optimization and Control · Mathematics 2024-09-04 Zehui Lu , Shaoshuai Mou

The large majority of risk-sharing transactions involve few agents, each of whom can heavily influence the structure and the prices of securities. This paper proposes a game where agents' strategic sets consist of all possible sharing…

Risk Management · Quantitative Finance 2016-07-11 Michail Anthropelos , Constantinos Kardaras

This paper proposes a scalable distributed policy gradient method and proves its convergence to near-optimal solution in multi-agent linear quadratic networked systems. The agents engage within a specified network under local communication…

Multiagent Systems · Computer Science 2024-03-06 Yuzi Yan , Yuan Shen

We study the problem of distributed coverage control in a network of mobile agents arranged on a line. The goal is to design distributed dynamics for the agents to achieve optimal coverage positions with respect to a scalar density field…

Optimization and Control · Mathematics 2014-11-25 P. Davison , N. E. Leonard , A. Olshevsky , M. Schwemmer

In multi-agent systems, strong connectivity of the communication network is often crucial for establishing consensus protocols, which underpin numerous applications in decision-making and distributed optimization. However, this connectivity…

Optimization and Control · Mathematics 2024-11-12 Guilherme Ramos , Diogo Poças , Sérgio Pequito

Fair division is typically framed from a centralized perspective. However, in practice resource allocation often occurs via decentralized networks. We study a decentralized variant of fair division inspired by altruistic dynamics observed…

Computer Science and Game Theory · Computer Science 2026-03-02 Joel Miller , Rishi Advani , Ian Kash , Chris Kanich , Lenore Zuck