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Establishing the existence of Nash equilibria for partially observed stochastic dynamic games is known to be quite challenging, with the difficulties stemming from the noisy nature of the measurements available to individual players…

系统与控制 · 计算机科学 2018-06-06 Naci Saldi , Tamer Basar , Maxim Raginsky

A distributed control architecture is presented that is intended to make a collection of heterogeneous loads appear to the grid operator as a nearly perfect battery. Local control is based on randomized decision rules advocated in prior…

系统与控制 · 计算机科学 2019-10-25 Joel Mathias , Ana Bušić , Sean Meyn

In many power grids, a large portion of the energy costs for commercial and industrial consumers are set with reference to the coincident peak load, the demand during the maximum system-wide peak, and their own maximum peak load, the…

最优化与控制 · 数学 2024-09-09 Rene Carmona , Xinshuo Yang , Siddharth Bhela , Claire Zeng

Inspired by the path coordination problem arising from robo-taxis, warehouse management, and mixed-vehicle routing problems, we model a group of heterogeneous players responding to stochastic demands as a congestion game under Markov…

多智能体系统 · 计算机科学 2022-07-06 Sarah H. Q. Li , Dan Calderone , Behcet Acikmese

In this paper, we consider a domestic standalone microgrid equipped with local renewable energy generation such as photovoltaic panels, consumption units, and battery storage to balance supply and demand and investigate the stochastic…

最优化与控制 · 数学 2025-11-04 Paul Honore Takam , Nathalie Fruiba

In interactive multi-agent settings, decision-making and planning are challenging mainly due to the agents' interconnected objectives. Dynamic game theory offers a formal framework for analyzing such intricacies. Yet, solving constrained…

机器人学 · 计算机科学 2025-03-24 Maulik Bhatt , Yixuan Jia , Negar Mehr

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

最优化与控制 · 数学 2021-09-28 Chao Sun , Guoqiang Hu

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

最优化与控制 · 数学 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

We propose a model of inter-bank lending and borrowing which takes into account clearing debt obligations. The evolution of log-monetary reserves of $N$ banks is described by coupled diffusions driven by controls with delay in their drifts.…

数理金融 · 定量金融 2016-07-22 Rene Carmona , Jean-Pierre Fouque , Seyyed Mostafa Mousavi , Li-Hsien Sun

The study of learning in games typically assumes that each player always has access to all of their actions. However, in many practical scenarios, players' available actions might be restricted due to exogenous stochasticity. To model this…

计算机科学与博弈论 · 计算机科学 2026-05-12 Thomas Schwarz , Ryann Sim , Chun Kai Ling

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…

计算机科学与博弈论 · 计算机科学 2022-09-16 David Grimsman , Philip N. Brown , Jason R. Marden

We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…

最优化与控制 · 数学 2013-03-20 Farzad Yousefian , Angelia Nedich , Uday V. Shanbhag

With the rising adoption of distributed energy resources (DERs), microgrid dispatch is facing new challenges: DER owners are independent stakeholders seeking to maximize their individual profits rather than being controlled centrally; and…

最优化与控制 · 数学 2025-01-27 Meng Yang , Rui Xie , Yongjun Zhang , Yue Chen

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

最优化与控制 · 数学 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

We study optimal behavior of energy producers under a CO_2 emission abatement program. We focus on a two-player discrete-time model where each producer is sequentially optimizing her emission and production schedules. The game-theoretic…

最优化与控制 · 数学 2010-08-24 Michael Ludkovski

Optimal scheduling of batteries has significant potential to reduce electricity costs and to enhance grid resilience. However, effective battery scheduling must account for both physical constraints as well as uncertainties in consumption…

最优化与控制 · 数学 2026-04-01 Janik Pinter , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer , Frederik Zahn

Motivated by applications in job scheduling, queuing networks, and load balancing in cyber-physical systems, we develop and analyze a game-theoretic framework to balance the load among servers in static and dynamic settings. In these…

计算机科学与博弈论 · 计算机科学 2025-12-24 Fatemeh Fardno , S. Rasoul Etesami

This paper proposes a dynamic game-based maintenance scheduling mechanism for the asset owners of the natural gas grid and the power grid by using a bilevel approach. In the upper level, the asset owners of the natural gas grid and the…

最优化与控制 · 数学 2018-02-28 Chong Wang , Zhaoyu Wang , Yunhe Hou , Kang Ma

Transmitters of a multiple access channel are assumed to freely choose their power control strategy in order to be energy-efficient. We show that in a stochastic game framework, we can develop energy-efficient distributed control strategies…

计算机科学与博弈论 · 计算机科学 2011-07-25 François Mériaux , Maël Le Treust , Samson Lasaulce , Michel Kieffer

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

系统与控制 · 电气工程与系统科学 2024-04-04 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano