Related papers: Linear-Quadratic Gaussian Games with Distributed S…
We prove that output-feedback linear policies remain optimal for solving the Linear Quadratic Gaussian regulation problem in the face of worst-case process and measurement noise distributions when these are independent, stationary, and…
Global games are a class of incomplete information games where the payoffs exhibit strategic complementarity leading to an incentive for the agents to coordinate their actions. Such games have been used to model scenarios in many…
Multi-agent networked linear dynamic systems have attracted attention of researchers in power systems, intelligent transportation, and industrial automation. The agents might cooperatively optimize a global performance objective, resulting…
This paper develops a predictive compensation framework for finite-horizon, discrete-time linear quadratic dynamic games subject to Gauss-Markov execution deviations from feedback Nash strategies. One player's control is corrupted by…
We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…
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…
We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…
Iterative linear-quadratic (ILQ) methods are widely used in the nonlinear optimal control community. Recent work has applied similar methodology in the setting of multiplayer general-sum differential games. Here, ILQ methods are capable of…
We develop a variational approach to address risk-sensitive optimal control problems with an exponential-of-integral cost functional in a general linear-quadratic-Gaussian (LQG) single-agent setup, offering new insights into such problems.…
We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and control actions of the players in open-loop form. Finite and…
This paper considers a networked aggregative game (NAG) where the players are distributed over a communication network. By only communicating with a subset of players, the goal of each player in the NAG is to minimize an individual cost…
In this work we consider a stochastic linear quadratic two-player game. The state measurements are observed through a switched noiseless communication link. Each player incurs a finite cost every time the link is established to get…
This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data…
We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…
In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…
This paper studies linear quadratic graphon mean field games (LQ-GMFGs) with common noise, in which a large number of agents are coupled via a weighted undirected graph. One special feature, compared with the well-studied graphon mean field…
Robots and autonomous systems must interact with one another and their environment to provide high-quality services to their users. Dynamic game theory provides an expressive theoretical framework for modeling scenarios involving multiple…
The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…