118 research outputs found
Unified Approach to Convex Robust Distributed Control given Arbitrary Information Structures
We consider the problem of computing optimal linear control policies for
linear systems in finite-horizon. The states and the inputs are required to
remain inside pre-specified safety sets at all times despite unknown
disturbances. In this technical note, we focus on the requirement that the
control policy is distributed, in the sense that it can only be based on
partial information about the history of the outputs. It is well-known that
when a condition denoted as Quadratic Invariance (QI) holds, the optimal
distributed control policy can be computed in a tractable way. Our goal is to
unify and generalize the class of information structures over which quadratic
invariance is equivalent to a test over finitely many binary matrices. The test
we propose certifies convexity of the output-feedback distributed control
problem in finite-horizon given any arbitrarily defined information structure,
including the case of time varying communication networks and forgetting
mechanisms. Furthermore, the framework we consider allows for including
polytopic constraints on the states and the inputs in a natural way, without
affecting convexity
Exploiting Weak Supermodularity for Coalition-Proof Mechanisms
Under the incentive-compatible Vickrey-Clarke-Groves mechanism, coalitions of
participants can influence the auction outcome to obtain higher collective
profit. These manipulations were proven to be eliminated if and only if the
market objective is supermodular. Nevertheless, several auctions do not satisfy
the stringent conditions for supermodularity. These auctions include
electricity markets, which are the main motivation of our study. To
characterize nonsupermodular functions, we introduce the supermodularity ratio
and the weak supermodularity. We show that these concepts provide us with tight
bounds on the profitability of collusion and shill bidding. We then derive an
analytical lower bound on the supermodularity ratio. Our results are verified
with case studies based on the IEEE test systems
Information Structure Design in Team Decision Problems
We consider a problem of information structure design in team decision
problems and team games. We propose simple, scalable greedy algorithms for
adding a set of extra information links to optimize team performance and
resilience to non-cooperative and adversarial agents. We show via a simple
counterexample that the set function mapping additional information links to
team performance is in general not supermodular. Although this implies that the
greedy algorithm is not accompanied by worst-case performance guarantees, we
illustrate through numerical experiments that it can produce effective and
often optimal or near optimal information structure modifications
Convergence Rate of Learning a Strongly Variationally Stable Equilibrium
We derive the rate of convergence to the strongly variationally stable Nash
equilibrium in a convex game, for a zeroth-order learning algorithm. We
consider both one-point and two-point feedback, and the standard assumption of
convexity of the game. Though we do not assume strong monotonicity of the game,
our rates for the one-point feedback, O(Nd/t^.5), and for the two-point
feedback, O((Nd)^2/t), match the best rates known for strongly monotone games
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