10 papers · 1 filter
Fast Newton methods for linear-quadratic dynamic games with application to autonomous vehicle platooning and intersection crossing
Reza Rahimi Baghbadorani, Sergio Grammatico
We consider constrained linear-quadratic dynamic games arising in autonomous vehicle platooning, intersection crossing and other cooperative driving scenarios. Infinite-horizon Nas…
Learning-Based Stackelberg Equilibrium Seeking with Application to Demand-Side Energy Management
Silvia Cianchi, Reza Rahimi Baghbadorani, Anibal Sanjab +1
Demand-side management (DSM) enables distribution system operators (DSOs) to steer electricity consumption through dynamic price signals or incentive mechanisms, thereby leveraging…
Induced Stackelberg Equilibrium Seeking via Iterative Tikhonov Regularization
Silvia Cianchi, Anibal Sanjab, Sergio Grammatico
Existing methods for learning Stackelberg equilibria typically assume that the followers' (variational, generalized) Nash equilibrium is unique. However, in the presence of multipl…
Locally Linear Convergence for Nonsmooth Convex Optimization via Coupled Smoothing and Momentum
Reza Rahimi Baghbadorani, Sergio Grammatico, Peyman Mohajerin Esfahani
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also e…
Adversarially and Distributionally Robust Virtual Energy Storage Systems via the Scenario Approach
Georgios Pantazis, Nicola Mignoni, Raffaele Carli +2
We study virtual energy storage services based on the aggregation of EV batteries in parking lots under time-varying, uncertain EV departures and state-of-charge limits. We propose…
A Hybrid Algorithm for Monotone Variational Inequalities
Reza Rahimi Baghbadorani, Peyman Mohajerin Esfahani, Sergio Grammatico
Inspired by the adaptive Golden Ratio Algorithm (aGRAAL), we propose two new methods for solving monotone variational inequalities. We show that by selecting the momentum parameter…