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In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Optim., 63 (2025), 1560--1589]. Since time-inconsistency makes…

最优化与控制 · 数学 2025-08-15 Yike Wang

This paper considers the privacy-preserving Nash equilibrium seeking strategy design for a class of networked aggregative games, in which the players' objective functions are considered to be sensitive information to be protected. In…

最优化与控制 · 数学 2019-11-26 Maojiao Ye , Guoqiang Hu , Lihua Xie , Shengyuan Xu

We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…

最优化与控制 · 数学 2019-07-17 Tatiana Tatarenko , Angelia Nedich

Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…

最优化与控制 · 数学 2021-10-22 Steven-Marian Stengl

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

系统与控制 · 电气工程与系统科学 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

In this paper, we introduce a nonlinear distributed model predictive control (DMPC) algorithm, which allows for dissimilar and time-varying control horizons among agents, thereby addressing a common limitation in current DMPC schemes. We…

系统与控制 · 电气工程与系统科学 2024-10-15 Paula Chanfreut , José M. Maestre , Quanyan Zhu , W. P. M. H. Heemels

We use system-theoretic passivity methods to study evolutionary Nash equilibria learning in large populations of agents engaged in strategic, non-cooperative interactions. The agents follow learning rules (rules for short) that capture…

计算机科学与博弈论 · 计算机科学 2024-08-02 Nuno C. Martins , Jair Certório , Matthew S. Hankins

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…

最优化与控制 · 数学 2021-06-02 Barbara Franci , Sergio Grammatico

We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…

最优化与控制 · 数学 2023-03-14 Shijie Huang , Jinlong Lei , Yiguang Hong

Wireless power charging enables portable devices to be permanently unplugged. Due to its low transmission power and low transmission efficiency, it requires much longer time slot to charge users compared with that for data transmission in…

信息论 · 计算机科学 2018-01-23 Yanju Gu

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

综合经济学 · 经济学 2020-04-10 Stefan Rass

The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…

机器学习 · 计算机科学 2020-03-20 Kartik Ahuja , Karthikeyan Shanmugam , Kush R. Varshney , Amit Dhurandhar

This paper studies the global Nash equilibrium problem of leader-follower multi-agent dynamics, which yields consensus with a privacy information encrypted learning algorithm. With the secure hierarchical structure, the relationship between…

系统与控制 · 电气工程与系统科学 2023-02-08 Kun Zhang , Ji-Feng Zhang , Rong Su , Huaguang Zhang

This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully-distributed online learning by…

计算机科学与博弈论 · 计算机科学 2017-06-28 Chung-Kai Yu , Mihaela van der Schaar , Ali H. Sayed

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

最优化与控制 · 数学 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

Motivated by game-theoretic models of crowd motion dynamics, this paper analyzes a broad class of distributed games with jump diffusions within the recently developed $\alpha$-potential game framework. We demonstrate that analyzing the…

最优化与控制 · 数学 2026-04-17 Xin Guo , Xinyu Li , Yufei Zhang

In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

最优化与控制 · 数学 2023-11-28 George Pantazis , Filiberto Fele , Kostas Margellos

Continuous-time gradient-based Nash equilibrium seeking algorithms enjoy a passivity property under a suitable monotonicity assumption. This feature has been exploited to design distributed algorithms that converge to Nash equilibria and…

最优化与控制 · 数学 2018-12-04 Claudio De Persis , Sergio Grammatico

In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization problem in which the objective function $f(x;t)$ changes…

最优化与控制 · 数学 2025-12-18 Tomoya Kamijima , Naoki Marumo , Akiko Takeda

Distributed model predictive control (DMPC) is a flexible and scalable feedback control method applicable to a wide range of systems. While the stability analysis of DMPC is quite well understood, there exist only limited implementation…

系统与控制 · 电气工程与系统科学 2025-11-05 Gösta Stomberg , Henrik Ebel , Timm Faulwasser , Peter Eberhard