Distributed Actor-Critic Algorithms for Multiagent Reinforcement Learning Over Directed Graphs

Actor-critic (AC) cooperative multiagent reinforcement learning (MARL) over directed graphs is studied in this article. The goal of the agents in MARL is to maximize the globally averaged return in a distributed way, i.e., each agent can only exchange information with its neighboring agents. AC methods proposed in the literature require the...

Optimal Selection and Tracking of Generalized Nash Equilibria in Monotone Games

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,...

Local Stackelberg equilibrium seeking in generalized aggregative games

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...

Distributed Augmented Lagrangian Method for Link-Based Resource Sharing Problems of Multi-Agent Systems

A multi-agent optimization problem motivated by the management of energy systems is discussed. The associated cost function is separable and convex although not necessarily strongly convex and there exist edge-based coupling equality constraints. In this regard, we propose a distributed algorithm based on solving the dual of the augmented...

A distributed forward-backward algorithm for stochastic generalized Nash equilibrium seeking

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

Online identification of continuous bimodal and trimodal piecewise affine systems

This paper investigates the identification of continuous piecewise affine systems in state space form with jointly unknown partition and subsystem matrices. The partition of the system is generated by the so-called centers. By representing continuous piecewise affine systems in the max-form and using a recursive Gauss-Newton algorithm for a...

VISIAN: a viscous-inviscid strong-interaction analysis system

A description is given of VISIAN - a simulation method for 2-D viscous flows with strong viscous-inviscid interaction. The mathematical mode and the numerical algorithm are presented. VISIAN has been coupled with the inviscid-flow solver TRAPS. Results are shown for a number of airfoils; a comparison is made with results from other computations...

A multigrid algorithm for steady transonic potential flows around aerofoils using Newton iteration

The application of multigrid relaxation to transonic potential-flow calculation was investigated. Fully conservative potential flows around aerofoils were taken as test problems. The solution algorithm was based on Newton iteration. In each Newton iteration step, multigrid relaxation was used to calculate correction potentials. It was found that...

Critical evaluation of a finite element method for the calculation of transonic flow based on constrained minimization

The method of Glowinski, Periaux and Pironneau for the calculation of transonic flow, which is based on the constrained minimization of a cost function, is critically evaluated for a case in which the transonic small perturbation equation is used. The resulting minimization problem is discretized in finite element form and solved using a...