213 citations · 1.2k across the 63 of their papers we have counts for
75 papers
Receding Horizon Control and Dissipativity - Optimal Control, Games and Uncertainty
Sophie Hall, Jonas Schießl, Sergio Grammatico +1
We provide a tutorial overview of receding horizon control across deterministic, stochastic, multi-agent, and game-theoretic settings. We contrast the minimizer of an optimal contr…
Linear-Quadratic Dynamic Games as Receding-Horizon Variational Inequalities
Emilio Benenati, Sergio Grammatico
We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic reg…
Probably approximately correct stability of allocations in uncertain coalitional games with private sampling
George Pantazis, Filiberto Fele, Filippo Fabiani +2
We study coalitional games with exogenous uncertainty in the coalition value, in which each agent is allowed to have private samples of the uncertainty. As a consequence, the agent…
On data-driven Wasserstein distributionally robust Nash equilibrium problems with heterogeneous uncertainty
Georgios Pantazis, Barbara Franci, Sergio Grammatico
We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledg…
A Semi-Decentralized Tikhonov-based Algorithm for Optimal Generalized Nash Equilibrium Selection
Emilio Benenati, Wicak Ananduta, Sergio Grammatico
To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we…
Linear convergence in time-varying generalized Nash equilibrium problems
Mattia Bianchi, Emilio Benenati, Sergio Grammatico
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to…
Distributionally robust stability of payoff allocations in stochastic coalitional games
George Pantazis, Barbara Franci, Sergio Grammatico +1
We consider multi-agent coalitional games with uncertainty in the coalitional values. We provide a novel methodology to study the stability of the grand coalition in the case where…
Stability of singularly perturbed hybrid systems with restricted systems evolving on boundary layer manifolds
Suad Krilašević, Sergio Grammatico
We present a singular perturbation theory applicable to systems with hybrid boundary layer systems and hybrid reduced systems {with} jumps from the boundary layer manifold. First,…
Probabilistic Game-Theoretic Traffic Routing
Emilio Benenati, Sergio Grammatico
We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformati…
A discrete-time averaging theorem and its application to zeroth-order Nash equilibrium seeking
Suad Krilašević, Sergio Grammatico
In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time aver…
Online coalitional games for real-time payoff distribution with applications to energy markets
Aitazaz Ali Raja, Sergio Grammatico
Motivated by the markets operating on fast time scales, we present a framework for online coalitional games with time-varying coalitional values and propose real-time payoff distri…
Bilateral Peer-to-Peer Energy Trading via Coalitional Games
Aitazaz Ali Raja, Sergio Grammatico
In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, and a special cla…
A fair Peer-to-Peer Electricity Market model for Residential Prosumers
A. A. Raja, S. Grammatico
In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme for residential prosumers with a simplified entry to the market. We formulate the market as an assign…
Data-driven stabilization of switched and constrained linear systems
Mattia Bianchi, Sergio Grammatico, Jorge Cortés
We consider the design of state feedback control laws for both the switching signal and the continuous input of an unknown switched linear system, given past noisy input-state traj…
The END: Estimation Network Design for games under partial-decision information
Mattia Bianchi, Sergio Grammatico
Multi-agent decision problems are typically solved via distributed iterative algorithms, where the agents only communicate between themselves on a peer-to-peer network. Each agent…
Nash equilibrium seeking under partial decision information: Monotonicity, smoothness and proximal-point algorithms
Mattia Bianchi, Sergio Grammatico
We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibl…
A two-stage approach for a mixed-integer economic dispatch game in integrated electrical and gas distribution systems
Wicak Ananduta, Sergio Grammatico
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. S…
Approximate solutions to the optimal flow problem of multi-area integrated electrical and gas systems
Wicak Ananduta, Sergio Grammatico
We formulate the optimal flow problem in a multi-area integrated electrical and gas system as a mixed-integer optimization problem by approximating the non-linear gas flows with pi…
A Market for Trading Forecasts: A Wagering Mechanism
Aitazaz Ali Raja, Pierre Pinson, Jalal Kazempour +1
In many areas of industry and society, e.g., energy, healthcare, logistics, agents collect vast amounts of data that they deem proprietary. These data owners extract predictive inf…
Game-theoretical trajectory planning enhances social acceptability for humans
Giada Galati, Stefano Primatesta, Sergio Grammatico +2
Since humans and robots are increasingly sharing portions of their operational spaces, experimental evidence is needed to ascertain the safety and social acceptability of robots in…
Optimal selection and tracking of generalized Nash equilibria in monotone games
Emilio Benenati, Wicak Ananduta, Sergio Grammatico
A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium wi…
Convergence of sequences: a survey
Barbara Franci, Sergio Grammatico
Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory an…
Learning generalized Nash equilibria in monotone games: A hybrid adaptive extremum seeking control approach
Suad Krilašević, Sergio Grammatico
In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algo…
An extremum seeking algorithm for monotone Nash equilibrium problems
Suad Krilašević, Sergio Grammatico
In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid…