Search results for "ERC"
showing 10 items of 18589 documents
Adaptation, coordination, and local interactions via distributed approachability
2017
This paper investigates the relation between cooperation, competition, and local interactions in large distributed multi-agent\ud systems. The main contribution is the game-theoretic problem formulation and solution approach based on the new framework\ud of distributed approachability, and the study of the convergence properties of the resulting game model. Approachability\ud theory is the theory of two-player repeated games with vector payoffs, and distributed approachability is here presented for\ud the first time as an extension to the case where we have a team of agents cooperating against a team of adversaries under local\ud information and interaction structure. The game model turns i…
Opinion Dynamics and Stubbornness via Multi-Population Mean-Field Games
2016
This paper studies opinion dynamics for a set of heterogeneous populations of individuals pursuing two conflicting goals: to seek consensus and to be coherent with their initial opinions. The multi-population game under investigation is characterized by (i) rational agents who behave strategically, (ii) heterogeneous populations, and (iii) opinions evolving in response to local interactions. The main contribution of this paper is to encompass all of these aspects under the unified framework of mean-field game theory. We show that, assuming initial Gaussian density functions and affine control policies, the Fokker---Planck---Kolmogorov equation preserves Gaussianity over time. This fact is t…
Game Theoretic Decentralized Feedback Controls in Markov Jump Processes
2017
This paper studies a decentralized routing problem over a network, using the paradigm of mean-field games with large number of players. Building on a state-space extension technique, we turn the problem into an optimal control one for each single player. The main contribution is an explicit expression of the optimal decentralized control which guarantees the convergence both to local and to global equilibrium points. Furthermore, we study the stability of the system also in the presence of a delay which we model using an hysteresis operator. As a result of the hysteresis, we prove existence of multiple equilibrium points and analyze convergence conditions. The stability of the system is ill…
Decomposition and Mean-Field Approach to Mixed Integer Optimal Compensation Problems
2016
Mixed integer optimal compensation deals with optimization problems with integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls could lead to intractability in problems of large dimensions. To address this challenge, we introduce a decomposition method which turns the original n-dimensional optimization problem into n independent scalar problems of lot sizing form. Each of these problems can be viewed as a two-player zero-sum game, which introduces some element of conservatism. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon, a step that mirro…
Strategic Thinking under social influence: Scalability, stability and robustness of allocations
2016
This paper studies the strategic behavior of a large number of game designers and studies the scalability, stability and robustness of their allocations in a large number of homogeneous coalitional games with transferable utilities (TU). For each TU game, the characteristic function is a continuous-time stochastic process. In each game, a game designer allocates revenues based on the extra reward that a coalition has received up to the current time and the extra reward that the same coalition has received in the other games. The approach is based on the theory of mean-field games with heterogeneous groups in a multi-population regime.
Crowd-Averse Robust Mean-Field Games: Approximation via State Space Extension
2016
We consider a population of dynamic agents, also referred to as players. The state of each player evolves according to a linear stochastic differential equation driven by a Brownian motion and under the influence of a control and an adversarial disturbance. Every player minimizes a cost functional which involves quadratic terms on state and control plus a cross-coupling mean-field term measuring the congestion resulting from the collective behavior, which motivates the term “crowd-averse.” Motivations for this model are analyzed and discussed in three main contexts: a stock market application, a production engineering example, and a dynamic demand management problem in power systems. For th…
Consensus via multi-population robust mean-field games
2017
In less prescriptive environments where individuals are told ‘what to do’\ud but not ‘how to do’, synchronization can be a byproduct of strategic thinking,\ud prediction, and local interactions. We prove this in the context of multipopulation\ud robust mean-field games. The model sheds light on a multi-scale\ud phenomenon involving fast synchronization within the same population and\ud slow inter-cluster oscillation between different populations.
Adjusted bat algorithm for tuning of support vector machine parameters
2016
Support vector machines are powerful and often used technique of supervised learning applied to classification. Quality of the constructed classifier can be improved by appropriate selection of the learning parameters. These parameters are often tuned using grid search with relatively large step. This optimization process can be done computationally more efficiently and more precisely using stochastic search metaheuristics. In this paper we propose adjusted bat algorithm for support vector machines parameter optimization and show that compared to the grid search it leads to a better classifier. We tested our approach on standard set of benchmark data sets from UCI machine learning repositor…
Global sensitivity analysis in welding simulations -- what are the material data you really need ?
2011
In this paper, the sensitivity analysis methodology is applied to numerical welding simulation in order to rank the importance of input variables on the outputs of the code like distorsions or residual stresses. The numerical welding simulation uses the finite element method, with a thermal computation followed by a mechanical one. Classically, a local sensitivity analysis is performed, hence the validity of the results is limited to the neighbourhood of a nominal point, and cross effects cannot be detected. This study implements a global sensitivity analysis which allows to screen the whole material space of the steel family mechanical properties. A set of inputs of the mechanical model-ma…
Robust Mean Field Games with Application to Production of an Exhaustible Resource
2012
International audience; In this paper, we study mean field games under uncertainty. We consider a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is three-fold: First, we establish a mean field system for such robust games. Second, we apply the methodology to an exhaustible resource production. Third, we show that the dimension of the mean field system can be significantly reduced by considering a functional of the first moment of the mean field process.