9 citations · 19 across the 7 of their papers we have counts for
8 papers
Nested Extremum Seeking Converges to Stackelberg Equilibrium
Brad Ratto, Alan Williams, Miroslav Krstić +2
The nested Extremum Seeking (nES) algorithm is a model-free optimization method that has been shown to converge to a neighborhood of a Nash equilibrium. In this work, we demonstrat…
Learning the Kalman Filter with Fine-Grained Sample Complexity
Xiangyuan Zhang, Bin Hu, Tamer Başar
We develop the first end-to-end sample complexity of model-free policy gradient (PG) methods in discrete-time infinite-horizon Kalman filtering. Specifically, we introduce the rece…
Towards a Theoretical Foundation of Policy Optimization for Learning Control Policies
Bin Hu, Kaiqing Zhang, Na Li +3
Gradient-based methods have been widely used for system design and optimization in diverse application domains. Recently, there has been a renewed interest in studying theoretical…
Isomorphism Properties of Optimality and Equilibrium Solutions under Equivalent Information Structure Transformations: Stochastic Dynamic Games and Teams
Sina Sanjari, Tamer Başar, Serdar Yüksel
Static reduction of information structures (ISs) is a method that is commonly adopted in stochastic control, team theory, and game theory. One approach entails change of measure ar…
Isomorphism Properties of Optimality and Equilibrium Solutions under Equivalent Information Structure Transformations I: Stochastic Dynamic Teams
Sina Sanjari, Tamer Başar, Serdar Yüksel
In stochastic optimal control, change of measure arguments have been crucial for stochastic analysis. Such an approach is often called static reduction in dynamic team theory (or d…
Model-Free Non-Stationary RL: Near-Optimal Regret and Applications in Multi-Agent RL and Inventory Control
Weichao Mao, Kaiqing Zhang, Ruihao Zhu +2
We consider model-free reinforcement learning (RL) in non-stationary Markov decision processes. Both the reward functions and the state transition functions are allowed to vary arb…
Centralized Volatility Reduction for Electricity Markets
Khaled Alshehri, Subhonmesh Bose, Tamer Başar
Increased penetration of wind energy will make electricity market prices more volatile. As a result, market participants will bear increased financial risks, which impact investmen…
Robust Distributed Averaging in Networks
Ali Khanafer, Behrouz Touri, Tamer Başar
In this work, we consider two types of adversarial attacks on a network of nodes seeking to reach consensus. The first type involves an adversary that is capable of breaking a spec…