3 papers
math.OC2025
On data-driven Wasserstein distributionally robust Nash equilibrium problems with heterogeneous uncertainty
Georgios Pantazis, Barbara Franci, Sergio Grammatico
We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledg…
eess.SY2025
Linear-Quadratic Dynamic Games as Receding-Horizon Variational Inequalities
Emilio Benenati, Sergio Grammatico
We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic reg…
math.OC2025
Data-driven stabilization of switched and constrained linear systems
Mattia Bianchi, Sergio Grammatico, Jorge Cortés
We consider the design of state feedback control laws for both the switching signal and the continuous input of an unknown switched linear system, given past noisy input-state traj…