Sergio Grammatico

We present a parallel GPU-accelerated solver for branch Model Predictive Control problems. Based on iterative LQR methods, our solver exploits the tree-sparse structure and implements temporal parallelism using the parallel scan algorithm. Consequently, the proposed solver enables parallelism across both the prediction horizon and the scenarios. In...

We present a novel user centric vehicle to grid framework that enables electric vehicle users to balance the trade off between financial benefits from VtoG and battery health degradation based on individual preference signals.

We propose a data-driven, user-centric vehicle-to-grid (V2G) methodology based on multi-objective optimization to balance battery degradation and V2G revenue according to EV user preference. Given the lack of accurate and generalizable battery degradation models, we leverage input convex neural networks (ICNNs) to develop a data-driven degradation...

This paper considers constrained linear dynamic games with quadratic objective functions, which can be cast as affine variational inequalities. By leveraging the problem structure, we apply the Douglas-Rachford splitting, which generates a solution algorithm with linear convergence rate. The fast convergence of the method enables receding-horizon c...

Multi-agent decision problems are typically solved via distributed iterative algorithms, where the agents only communicate between themselves on a peerto- peer network. Each agent usually maintains a copy of each decision variable, while agreement among the local copies is enforced via consensus protocols. Yet, each agent is often directly influenc...

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse behaviour. By leveraging relevant properties of this class of games, we show that equilibria of the original seem...

We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with the LQR in an augmented space, thus deriving an explicit expression of the cost-to-go. With such cost-to-go as a terminal cost, we show asymptotic stability for the receding-horizon solution o...

We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the cost functions of the individual agents. In our setting, we assume no prior knowledge of the underlying probability distributions of the uncertain variables. To account for this lack of knowledge, we consider an ambiguity set around the empirical probability d...

We study coalitional games with exogenous uncertainty in the coalition value, in which each agent is allowed to have private samples of the uncertainty. As a consequence, the agents may have a different perception of stability of the grand coalition. We then propose a novel methodology to study the out-of-sample coalitional rationality of allocatio...

We address a class of Nash games with nonconvex coupling constraints for which we define a novel notion of local equilibrium, here named local generalized Nash equilibrium (LGNE). Our first technical contribution is to show the stability in the game theoretic sense of these equilibria on a specific local subset of the original feasible set. Remarka...

We propose an integrated behavior and motion planning framework for the lane-merging problem. The behavior planner combines search-based planning with game theory to model vehicle interactions and plan multivehicle trajectories. Inspired by human drivers, we model the lane-merging problem as a gap selection process and determine the appropriate gap...

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE seeking algorithms have in fact convergence guarantees toward an arbitrary, possibly inefficient, equilibrium. In...

Motivated by the markets operating on fast time scales, we present a framework for online coalitional games with time-varying coalitional values and propose real-time payoff distribution mechanisms. Specifically, we design two online distributed algorithms to track the Shapley value and the core, the two most widely studied payoff distribution crit...

To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we extend the Tikhonov method for equilibrium selection in non-generalized games to the generalized case by coupling it with the preconditioned forward-backward splitting,...

We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the resulting primal-dual pseudo-gradient dynamics. Then, we propose a fully-distributed algorithm with linear co...

We consider multi-agent coalitional games with uncertainty in the coalitional values. We provide a novel methodology to study the stability of the grand coalition in the case where each coalition constructs ambiguity sets for the (possibly) unknown probability distribution of the uncertainty. As a less conservative solution concept compared to wors...

We present a singular perturbation theory applicable to systems with hybrid boundary layer systems and hybrid reduced systems {with} jumps from the boundary layer manifold. First, we prove practical attractivity of an adequate attractor set for small enough tuning parameters and sufficiently long time between almost all jumps. Second, under mild co...

We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We characterize the approximation error and we derive a new monotonicity condition for a broad category of games that enc...

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information to compute a GNE with a central coordinator. As the second main contribution, we design a gain adaptation sche...

In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time averaging theorem that requires only that the equilibrium is semi-globally practically stabilized by the averaged system, while also allowing the averaged system to depend on...

Motivated by the markets operating on fast time scales, we present a framework for online coalitional games with time-varying coalitional values and propose real-time payoff distribution mechanisms. Specifically, we design two online distributed algorithms to track the Shapley value and the core, the two most widely studied payoff distribution crit...

In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, and a special class of coalitional games. {The proposed market formulation allows for efficient computation of a market equilibrium while keeping the desired economic properties offered b...

We consider a large population of decision makers that choose their evolutionary strategies based on simple pairwise imitation rules. We describe such a dynamic process by the replicator dynamics. Differently from the available literature, where the payoffs signals are assumed to be updated continuously, we consider a more realistic scenario where...

We formulate for the first time the economic dispatch problem among prosumers in an integrated electrical and gas distribution system (IEGDS) as a game equilibrium problem. Specifically, by approximating the nonlinear gas-flow equations either with a mixed-integer second-order cone (MISOC) or a piecewise affine (PWA) model and by assuming that elec...

Distributed control architectures are paving the way for the next generation of energy system infrastructures, primarily due to the combination of smart grid technologies and energy market deregulation. The new framework offers increased privacy and decision autonomy for the end-users, but it poses challenges due to the lack of direct control of th...

We consider a clearing problem in peer-to-peer energy markets, where prosumers can trade energy among each other and with the main grid to meet their energy demands. By using a game-theoretic formulation and exploiting operator-theoretic methods for generalized Nash equilibrium seeking, we propose two variants of the state-of-the-art distributed ma...

Multi-agent decision problems are typically solved via distributed algorithms, where the computational burden is partitioned among a group of agents, only allowed to communicate on a peer-to-peer network. To cope with the limited information available, each processor is required to store a copy of certain variables, while agreement among the local...

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 trajectories measurements. Based on Lyapunov-Metzler inequalities, we derive data-dependent bilinear programs whose solution directly returns a provably stabilizing controlle...

Generalized games model interactions between a set of selfish decision makers, called players or agents , where both the objective function and the feasible decision set of each player may depend on strategies of the competitors. Such games arise, for example, when agents compete for a share of some common but limited resources. For instance,...

Vehicle automation and connectivity bring new opportunities for safe and sustainable mobility in urban and highway networks. Such opportunities are however not directly associated with traffic flow improvements. Research on exploitation of connected and automated vehicles (CAVs) toward a more efficient traffic currently remains at a theoretical lev...

p>We consider a class of Nash games with nonconvex coupling constraints where we leverage the theory of tangent cones to define a novel notion of local equilibrium: Clarke's local generalized Nash equilibrium (CL-GNE). Our first technical contribution is to show the stability of these equilibria on a specific local subset of the original feasible...

p>In this paper, we propose a distributed demand side management (DSM) approach for smart grids taking into account uncertainty in wind power forecasting. The smart grid model comprehends traditional users as well as active users (prosumers). Through a rolling-horizon approach, prosumers participate in a DSM program, aiming at minimizing their cost...

In future distribution grids, prosumers (i.e., energy consumers with storage and/or production capabilities) will trade energy with each other and with the main grid. To ensure an efficient and safe operation of energy trading, in this paper, we formulate a peer-to-peer energy market of prosumers as a generalized aggregative game, in which a networ...

We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize the relation between several monotonicity and smoothness conditions postulated in the literature. Furthermore,...

In this paper, we formulate for the first time the economic dispatch problem of an integrated electrical and gas distribution system as a game equilibrium problem. Specifically, by assuming that electricity and gas prices depend linearly on the total consumption and by approximating the non-linear gas-flow equations with a piece-wise affine model,...

We formulate the optimal flow problem in a multi-area integrated electrical and gas system as a mixed-integer optimization problem by approximating the non-linear gas flows with piece-wise affine functions, thus resulting in a set of mixed-integer linear constraints. For its solution, we propose a novel algorithm that consists in one stage for solv...

We present a distributed Nash equilibrium seeking method based on the Bregman forward-backward splitting, which allows us to have a mirror mapping instead of the standard projection as the backward operator. Our main technical contribution is to show convergence to a Nash equilibrium when the game has cocoercive pseudogradient mapping. Furthermore,...

The ever-increasing interest in the collection of data by advancing technical and social sectors makes it distributed in terms of ownership. Also, the diverse expertise of these owners results in the extraction of varying quality of predictive information. Thus, the platforms for pooling forecasts based on distributed data and heterogeneous predict...

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE seeking algorithms have in fact convergence guarantees toward an arbitrary, possibly inefficient, equilibrium. In...

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with some trusted neighbors. We propose several distributed algorithms for network games and aggregative games that...

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all agents. The few existing methods build on projected pseudo-gradient dynamics, and require either double-layer...

Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory and computational game theory. In this survey, we provide an overview of the literature on convergence theorems and their connection with Féjer monotonicity in the determin...

In this paper, we propose a bilateral peer-to-peer (P2P) energy trading scheme under single-contract and multi-contract market setups, both as an assignment game, a special class of coalitional games. The proposed market formulation allows for efficient computation of a market equilibrium while keeping the desired economic properties offered by the...

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central coordinator able to gather and broadcast signals of aggregative nature to the agents. By exploiting the framework of m...

Convergent sequences of real numbers play a fundamental role in many different problems in system theory, e.g., in Lyapunov stability analysis, as well as in optimization theory and computational game theory. In this survey, we provide an overview of the literature on convergence theorems and their connection with Fejer monotonicity in the determin...

In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose semi-decentralized and distributed continuous-time solution algorithms that use regular projections and first-order information to compute a GNE with and without a central coordinator. As the second main contribution...

In the proof of [Guay and Dochain (2017), Th.1], Equation 6 is incorrect.

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information to compute a GNE with a central coordinator. As the second main contribution, we design a gain adaptation sche...

In this paper, we consider a sequence of transferable utility (TU) coalitional games where the actual coalitional values are unknown but vary within known bounds. As a solution to the resulting family of games, we formalize the notion of "robust core". Our main contribution is to design two distributed algorithms, namely, distributed payoff allocat...

In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum seeking algorithm which converges to the set of Nash equilibria in a semi-global practical sense. Finally, we present two simu...

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one proximal computation (e.g., one projection step) and one pseudogradient evaluation per iteration. Our main contrib...

Generative adversarial networks (GANs) are a class of generative models with two antagonistic neural networks: a generator and a discriminator. These two neural networks compete against each other through an adversarial process that can be modeled as a stochastic Nash equilibrium problem. Since the associated training process is challenging, it is...

In future distribution grids, prosumers (i.e., energy consumers with storage and/or production capabilities) will trade energy with each other and with the main grid. To ensure an efficient and safe operation of energy trading, in this paper, we formulate a peer-to-peer energy market of prosumers as a generalized aggregative game, in which a networ...

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart. Specifically, we assume that each agent only relies on the outdated information received from some neighbors....

We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman forward-reflected-backward splitting and design distributed algorithms that exploit the problem structure. Technically, we prov...

We propose a two-layer, semi-decentralized algorithm to compute a local solution to the Stackelberg equilibrium problem in aggregative games with coupling constraints. Specifically, we focus on a single-leader, multiple follower problem, and after equivalently recasting the Stackelberg game as a mathematical program with complementarity constraints...

The distributed dual ascent is an established algorithm to solve strongly convex multi-agent optimization problems with separable cost functions, in the presence of coupling constraints. In this paper, we study its asynchronous counterpart. Specifically, we assume that each agent only relies on the outdated information received from some neighbors....

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on consensus and primal–dual gradient dynamics, to seek a generalized Nash equilibrium in networks of single-integ...

In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting methods, designed for solving structured monotone inclusion problems. The algorithm is derived from a forward-ba...

We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and prove its convergence under restricted cocoercivity and restricted strict monotonicity of the pseudogradient map...

In this paper, we study how to alleviate highway traffic congestions by encouraging plug-in electric and hybrid vehicles to stop at charging stations around peak congestion times. Specifically, we focus on a case study and simulate the adoption of a dynamic charging price depending on the traffic congestion. We use real traffic data of the A13 high...

In this paper, we study how to alleviate highway traffic congestion by encouraging plug-in hybrid and electric vehicles to stop at a charging station around peak congestion times. Specifically, we design a pricing policy to make the charging price dynamic and dependent on the traffic congestion, predicted via the cell transmission model, and the av...

In this paper, we extend the theory of deterministic mean-field/aggregative games to multi-population games. We consider a set of populations, each managed by a population coordinator (PC), of selfish agents playing a global non-cooperative game, whose cost functions are affected by an aggregate term across all agents from all populations. To seek...

We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm based on the preconditioned forward–backward operator splitting for SGNEP, where, at each iteration, the expected value of the pseudo-gradient is appr...

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with some trusted neighbours. We propose several distributed algorithms for network games and aggregative games tha...

Generative adversarial networks (GANs) are a class of generative models with two antagonistic neural networks: the generator and the discriminator. These two neural networks compete against each other through an adversarial process that can be modelled as a stochastic Nash equilibrium problem. Since the associated training process is challenging, i...

We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of possibly all agents. In particular, while the existing methods assume undirected or balanced communication, i...

In this paper, we consider a sequence of transferable utility (TU) coalitional games where the coalitional values are unknown but vary within certain bounds. As a solution to the resulting family of games, we propose the notion of "robust CORE". Our main contribution is to design two distributed algorithms, namely, distributed payoff allocation and...

State convergence is essential in many scientific areas, e.g. multi-agent consensus/disagreement, distributed optimization, computational game theory, multi-agent learning over networks. In this paper, we study for the first time the state convergence problem in uncertain linear systems. Preliminarily, we characterize state convergence in linear sy...

In this paper, we present three distributed algorithms to solve a class of Generalized Nash Equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the second and the third (AD-GEED and AD-GENO) represent asynchronous solutions that are robust to communication delay...

In this paper, we study proximal type dynamics in the context of multi-agent network games. We analyze several conjugations of this class of games, providing convergence results. Specifically, we look into synchronous/asynchronous dynamics with time-invariant communication network and synchronous dynamics with time-varying communication networks. F...

In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As second main contribution, we design a data-driven variant of the former algorithm where each agent estimates th...

We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the pseudo-gradient mapping of the game to be cocoercive, follows from the forward-backward-half-forward operator splitting. F...

We propose an integral Nash equilibrium seeking control (I-NESC) law which steers the multi-agent system composed of a special class of linear agents to the neighborhood of the Nash equilibrium in noncooperative strongly monotone games. First, we prove that there exist parameters of the integral controller such that the system converges to the Nash...

We consider network aggregative games where each player minimizes a cost function that depends on its own strategy and on a convex combination of the strategies of its neighbors. As a first contribution, we propose a class of distributed algorithms that can be used to steer the strategies of the rational agents to a Nash equilibrium configuration,...

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the aggregate decision. The algorithm is derived by integrating dynamic tracking into a projected pseudo-gradient algorit...