Panagiotis D. Grontas

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20232025

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math.OC2024

Operator Splitting for Convex Constrained Markov Decision Processes

Panagiotis D. Grontas, Anastasios Tsiamis, John Lygeros

We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers,…

math.OC2024

Contractivity and linear convergence in bilinear saddle-point problems: An operator-theoretic approach

Colin Dirren, Mattia Bianchi, Panagiotis D. Grontas +2

We study the convex-concave bilinear saddle-point problem $min_{x} max_{y} f (x) + y^{⊤} A x - g (y)$ , where both, only one, or none of the functions $f$ and $g$ are strongly convex, a…

math.OC2023

Designing Optimal Personalized Incentive for Traffic Routing using BIG Hype algorithm

Panagiotis D. Grontas, Carlo Cenedese, Marta Fochesato +3

We study the problem of optimally routing plug-in electric and conventional fuel vehicles on a city level. In our model, commuters selfishly aim to minimize a local cost that combi…