7 papers
Best Response Dynamics for Zero-Sum Dynamic Games with Partial-Asymmetric Information
Yuxiang Guan, Iman Shames, Tyler H. Summers
This work studies a class of zero-sum stochastic linear quadratic dynamic games (LQDGs) under partial and asymmetric information. Information asymmetry introduces fundamental chall…
Forward-Backward Dynamic Programming for LQG Dynamic Games with Partial and Asymmetric Information
Yuxiang Guan, Iman Shames, Tyler Summers
We formulate and study a class of two-player zero-sum stochastic dynamic games with partial and asymmetric information. Information asymmetry introduces fundamental challenges invo…
Optimizing Weighted Hodge Laplacian Flows on Simplicial Complexes
Mathias Hudoba de Badyn, Tyler Summers
Simplicial complexes are generalizations of graphs that describe higher-order network interactions among nodes in the graph. Network dynamics described by graph Laplacian flows hav…
Solving the Offline and Online Min-Max Problem of Non-smooth Submodular-Concave Functions: A Zeroth-Order Approach
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +2
We consider max-min and min-max problems with objective functions that are possibly non-smooth, submodular with respect to the minimiser and concave with respect to the maximiser.…
Minimisation of Submodular Functions Using Gaussian Zeroth-Order Random Oracles
Amir Ali Farzin, Yuen-Man Pun, Philipp Braun +2
We consider the minimisation problem of submodular functions and investigate the application of a zeroth-order method to this problem. The method is based on exploiting a Gaussian…
Best Response Convergence for Zero-sum Stochastic Dynamic Games with Partial and Asymmetric Information
Yuxiang Guan, Iman Shames, Tyler H. Summers
We analyze best response dynamics for finding a Nash equilibrium of an infinite horizon zero-sum stochastic linear quadratic dynamic game (LQDG) with partial and asymmetric informa…
A Policy Iteration Algorithm for N-player General-Sum Linear Quadratic Dynamic Games
Yuxiang Guan, Giulio Salizzoni, Maryam Kamgarpour +1
We present a policy iteration algorithm for the infinite-horizon N-player general-sum deterministic linear quadratic dynamic games and compare it to policy gradient methods. We dem…