相关论文: Continuous-Time Principal-Agent Problem in Degener…

We consider algorithms for solving structured convex optimization problems over a network of agents with communication delays. It is assumed that each agent performs its local updates by using possibly outdated information from its…

While sequential task assignment for a single agent has been widely studied, such problems in a multi-agent setting, where the agents have heterogeneous task preferences or capabilities, remain less well-characterized. We study a…

We consider cooperative multi-agent consensus optimization problems over an undirected network of agents, where only those agents connected by an edge can directly communicate. The objective is to minimize the sum of agent-specific…

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Generalized from the concept of consensus, this paper considers a group of edge agreements, i.e. constraints defined for neighboring agents, in which each pair of neighboring agents is required to satisfy one edge agreement constraint. Edge…

This paper considers the problem of multi-agent distributed linear regression in the presence of system noises. In this problem, the system comprises multiple agents wherein each agent locally observes a set of data points, and the agents'…

Motivated by recent development in networking and parallel data-processing, we consider a distributed and localized finite-sum (or fixed-sum) allocation technique to solve resource-constrained convex optimization problems over multi-agent…

This paper proposes a novel continuous-time dynamic contract framework that has a risk-limiting capability. If a principal and an agent enter into such a contract, the principal can optimally manage its performance and risk with a guarantee…

Experiments in predator-prey systems show the emergence of long-term cycles. Deterministic model typically fails in capturing these behaviors, which emerge from the microscopic interplay of individual based dynamics and stochastic effects.…

In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, partial state observations, and a multiagent structure. We discuss and compare algorithms that simultaneously or…

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Fairness is desirable yet challenging to achieve within multi-agent systems, especially when agents differ in latent traits that affect their abilities. This hidden heterogeneity often leads to unequal distributions of wealth, even when…

In this work, we introduce and study contextual search in general principal-agent games, where a principal repeatedly interacts with agents by offering contracts based on contextual information and historical feedback, without knowing the…

This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…

In this paper, we consider finite-time state agreement problems for continuous-time multi-agent systems and propose two protocols, which ensure that states of agents reach an agreement in a finite time. Moreover, the second protocol solves…

This paper studies a distributed multi-agent convex optimization problem. The system comprises multiple agents in this problem, each with a set of local data points and an associated local cost function. The agents are connected to a…

In this paper, we consider a stochastic decision problem for a system governed by a stochastic differential equation, in which an optimal decision is made in such a way to minimize a vector-valued accumulated cost over a finite-time horizon…

We study a certain one dimensional, degenerate parabolic partial differential equation with a boundary condition which arises in pricing of Asian options. Due to degeneracy of the partial differential operator and the non-smooth boundary…

We consider finite and infinite horizon dynamic programming problems, where the control at each stage consists of several distinct decisions, each one made by one of several agents. We introduce an approach, whereby at every stage, each…

A decentralized linear quadratic system with a major agent and a collection of minor agents is considered. The major agent affects the minor agents, but not vice versa. The state of the major agent is observed by all agents. In addition,…