11,263 research outputs found

    Probably Approximately Correct Nash Equilibrium Learning

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    We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We treat the Nash equilibrium computation problem within the realm of probably approximately correct (PAC) learning. Building upon recent developments in scenario-based optimization, we accompany the computed Nash equilibrium with a priori and a posteriori probabilistic robustness certificates, providing confidence that the computed equilibrium remains unaffected (in probabilistic terms) when a new uncertainty realization is encountered. For a wide class of games, we also show that the computation of the so called compression set - a key concept in scenario-based optimization - can be directly obtained as a byproduct of the proposed solution methodology. Finally, we illustrate how to overcome differentiability issues, arising due to the introduction of scenarios, and compute a Nash equilibrium solution in a decentralized manner. We demonstrate the efficacy of the proposed approach on an electric vehicle charging control problem.Comment: Preprint submitted to IEEE Transactions on Automatic Contro

    Guaranteed Cost Tracking for Uncertain Coupled Multi-agent Systems Using Consensus over a Directed Graph

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    This paper considers the leader-follower control problem for a linear multi-agent system with directed communication topology and linear nonidentical uncertain coupling subject to integral quadratic constraints (IQCs). A consensus-type control protocol is proposed based on each agent's states relative to its neighbors and leader's state relative to agents which observe the leader. A sufficient condition is obtained by overbounding the cost function. Based on this sufficient condition, a computational algorithm is introduced to minimize the proposed guaranteed bound on tracking performance, which yields a suboptimal bound on the system consensus control and tracking performance. The effectiveness of the proposed method is demonstrated using a simulation example.Comment: Accepted for presentation at the 2013 Australian Control conferenc
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