3 papers
cs.MA2025
Game Theory and Multi-Agent Reinforcement Learning for Zonal Ancillary Markets
Francesco Morri, Hélène Le Cadre, Pierre Gruet +1
We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel…
math.OC2025
Duality between polyhedral approximation of value functions and optimal quantization of measures
Abdellah Bulaich Mehamdi, Wim van Ackooij, Luce Brotcorne +2
Approximating a convex function by a polyhedral function that has a limited number of facets is a fundamental problem with applications in various fields, from mitigating the curse…
cs.GT2025
Learning in Conjectural Stackelberg Games
Francesco Morri, Hélène Le Cadre, Luce Brotcorne
We extend the formalism of Conjectural Variations games to Stackelberg games involving multiple leaders and a single follower. To solve these nonconvex games, a common assumption i…