22 citations · 51 across the 34 of their papers we have counts for
15 papers · 1 filter
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…
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…
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…
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…
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…
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…