相关论文: Continuous-Time Principal-Agent Problem in Degener…
In the classical principal-agent hidden-action contract model, a principal delegates the execution of a costly task to an agent. In order to complete the task, the agent chooses an action from a set of actions, where each potential action…
We investigate the effects of the social interactions of a finite set of agents on an equilibrium pricing mechanism. A derivative written on non-tradable underlyings is introduced to the market and priced in an equilibrium framework by…
In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…
This paper investigates an indefinite linear-quadratic partially observed mean-field game with common noise, incorporating both state-average and control-average effects. In our model, each agent's state is observed through both individual…
We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…
Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…
Traditional approaches to the design of multi-agent navigation algorithms consider the environment as a fixed constraint, despite the influence of spatial constraints on agents' performance. Yet hand-designing conducive environment layouts…
In this paper, we study the cooperative output regulation problem for the discrete linear time-delay multi-agent systems by distributed observer approach. In contrast with the same problem for continuous-time linear time-delay multi-agent…
Decentralized (PO)MDPs provide an expressive framework for sequential decision making in a multiagent system. Given their computational complexity, recent research has focused on tractable yet practical subclasses of Dec-POMDPs. We address…
This paper develops a general framework for multi-agent control synthesis, which applies to a wide range of problems with convergence guarantees, including those with time-varying objective functions. The proposed framework achieves…
The Travelling Salesman and its variations are some of the most well known NP hard optimisation problems. This paper looks to use both centralised and decentralised implementations of Evolutionary Algorithms (EA) to solve a dynamic variant…
In Part I of this report, we introduced a Byzantine fault-tolerant distributed optimization problem whose goal is to optimize a sum of convex (cost) functions with real-valued scalar input/ouput. In this second part, we introduce a…
In a situation of moral hazard, this paper investigates the problem of Principal with $n$ Agents when the number of Agents $n$ goes to infinity. There is competition between the Agents expressed by the fact that they optimize their utility…
Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in…
This paper studies the decentralized online convex optimization problem for heterogeneous linear multi-agent systems. Agents have access to their time-varying local cost functions related to their own outputs, and there are also…
The work of Kalman and Bucy has established a duality between filtering and optimal estimation in the context of time-continuous linear systems. This duality has recently been extended to time-continuous nonlinear systems in terms of an…
This paper studies self-sustained dynamic multiagent systems (MAS) for decentralized resource allocation operating at a competitive equilibrium over a finite horizon. The utility of resource consumption, along with the income from resource…
Motivated by the recent interest in formal methods-based control of multi-agent systems, we adopt a bottom-up approach. Each agent is subject to a local signal temporal logic task that may depend on other agents behavior. These dependencies…
A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality…
This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of…