4 papers · 1 filter
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…
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…
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…