相关论文: Solving equilibrium problems using extended mathem…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…
When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…
We propose the use of algebras of generalized functions for the analysis of certain highly singular problems in the calculus of variations. After a general study of extremal problems on open subsets of Euclidean space in this setting we…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
Nash equilibria are crucial for understanding game behavior and systems in economics, physics, biology, and computer science. A significant application arises from the connection between Nash equilibria and optimization problems . However,…
Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…
Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…
An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…
Structural equation modeling (SEM) is a prevalent approach for studying constructs.Traditionally, these constructs are modeled as reflectively measured latent variables - common factors that account for the variance-covariance structure of…
We formulate for the first time the economic dispatch problem in an integrated electrical and gas distribution system as a game equilibrium problem between distributed prosumers. Specifically, by approximating the non-linear gas-flow…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…
We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…
This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets,…
We show how solution concepts in games such as Nash equilibrium, correlated equilibrium, rationalizability, and sequential equilibrium can be given a uniform definition in terms of \emph{knowledge-based programs}. Intuitively, all solution…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…
In this article we show the crucial role of elliptic regularity theory for the development of efficient numerical methods for the solution of some variational problems. Here we focus to a class of elliptic multiobjective optimal control…
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…
We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…