9 papers
DR-DAQP: A Hybrid Operator Splitting and Active-Set Solver for Affine Variational Inequalities
Daniel Arnström, Emilio Benenati, Giuseppe Belgioioso
We present DR-DAQP, an open-source solver for strongly monotone affine variational inequalities (AVIs) that combines Douglas-Rachford operator splitting with an active-set accelera…
The explicit game-theoretic linear quadratic regulator for constrained multi-agent systems
Emilio Benenati, Giuseppe Belgioioso
We present an efficient algorithm to compute the explicit open-loop solution to both finite and infinite-horizon dynamic games subject to state and input constraints. Our approach…
A Douglas-Rachford Splitting Method for Solving Monotone Variational Inequalities in Linear-quadratic Dynamic Games
Reza Rahimi Baghbadorani, Emilio Benenati, Sergio Grammatico
This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure,…
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…
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…
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…
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…
A tractable formulation for multi-period linearized optimal power flow in presence of thermostatically controlled loads
Emilio Benenati, Marcello Colombino, Emiliano Dall'Anese
This paper presents a convex reformulation of a nonlinear constrained optimization problem for Markov decision processes, and applies the technical findings to optimal control prob…