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S. Grammatico

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104 records found

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve projecting onto the desired set at each iteration, a distinctive feature of our proposed method is the use of a linear minimization oracle in each iteration. This difference potentially reduces the projection cost, a factor that can become significant for certain sets or in high-dimensional problems. We validate the performance of the proposed algorithm on the traffic assignment problem, motivated by the fact that the projection complexity per iteration increases exponentially with respect to the number of links. ...
Journal article (2026) - Giulio Ferro, Sergio Grammatico, Luca Parodi, Reza Rahimi Baghbadorani, Michela Robba
Renewable Energy Communities (RECs) enable local energy sharing, reduce grid dependency, and support the energy transition. This work proposes an embedded-oriented Energy Community Management framework that maximizes shared energy while minimizing individual costs, increasing economic benefits. The architecture uses bilevel programming, decoupled via a reformulation of the objective and subproblems with KKT conditions. Optimization employs a modified ADMM algorithm with Nesterov acceleration for faster convergence. Implemented on low-power microcontrollers (ODROID-N2L and H3+), the framework demonstrates real-time feasibility and highlights the potential of lightweight, decentralized REC management. ...
Journal article (2025) - Paolo Scarabaggio, Raffaele Carli, Sergio Grammatico, Mariagrazia Dotoli
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. Remarkably, we show that the proposed notion of local equilibrium can be equivalently formulated as the solution of a quasi-variational inequality with equal Lagrange multipliers. Next, under the additional proximal smoothness assumption of the coupled feasible set, we define conditions for the existence and local uniqueness of a LGNE. To compute such an equilibrium, we propose two discrete-time dynamics, or fixed-point iterations implemented in a centralized fashion. Our third technical contribution is to prove convergence under (strongly) monotone assumptions on the pseudo- gradient mapping of the game and proximal smoothness of the coupled feasible set. Finally, we apply our theoretical results to a noncooperative version of the optimal power flow control problem. ...
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 model trained on extensive experimental datasets. This approach enables our model to capture nonconvex dependencies on battery temperature and time while maintaining convexity with respect to the charging rate. Such a partial convexity property ensures that the second stage of our methodology remains computationally efficient. In the second stage, we integrate our data-driven degradation model into a multi-objective optimization framework to generate an optimal smart charging profile for each EV. This profile effectively balances the trade-off between financial benefits from V2G participation and battery degradation, controlled by a hyperparameter reflecting the user prioritization of battery health. Numerical simulations show the high accuracy of the ICNN model in predicting battery degradation for unseen data. Finally, we present a trade-off curve illustrating financial benefits from V2G versus losses from battery health degradation based on user preferences and showcase smart charging strategies under realistic scenarios. ...
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 seemingly infinite-dimensional problem can be obtained as a solution to a finite-dimensional Nash equilibrium problem. We then reformulate the problem as a finite-dimensional variational inequality and establish the connection between the corresponding solution sets. Our reformulation has scalable behaviour with respect to the data size and maintains a fixed number of constraints, independently of the number of samples. To compute a solution, we leverage two algorithms, based on the golden ratio algorithm. The efficiency of both algorithmic schemes is corroborated through extensive simulation studies on an illustrative example and a stochastic portfolio allocation game, where behavioural coupling among investors is modeled. ...
We present a novel user-centric vehicle-to-grid (V2G) framework that enables electric vehicle (EV) users to balance the trade-off between financial benefits from V2G and battery health degradation based on individual preference signals. Specifically, we introduce a game-theoretic model that treats the conflicting objectives of maximizing revenue from V2G participation and minimizing battery health degradation as two self-interested players. Via an enhanced semi-empirical battery health degradation model, we propose a finite-horizon smart charging strategy based on a horizon-splitting approach. Our method determines an appropriate allocation of time slots to each player according to the user's preferences, allowing for a flexible, personalized trade-off between V2G revenue and battery longevity. We conduct a comparative study between our approach and a multi-objective optimization formulation by evaluating the robustness of the charging schedules under parameter uncertainty and providing empirical estimates of regret and sensitivity. We validate our approach using realistic datasets through extensive trade-off studies that explore the impact of factors such as ambient temperature, charger type, and battery capacity, offering key insights to guide EV users in making informed decisions about V2G participation. ...
Journal article (2025) - Mattia Bianchi, Sergio Grammatico, Jorge Cortés
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 and on a matrix S-lemma, we derive data-dependent bilinear programs, whose solution directly returns a provably stabilizing controller and ensures H2 or H performance. We further present relaxations that considerably reduce the computational cost, still without requiring stabilizability of any of the switching modes. Finally, we showcase the flexibility of our approach on the constrained stabilization problem for an unknown perturbed linear system. We validate our theoretical findings numerically, demonstrating the favorable trade-off between conservatism and tractability achieved by the proposed relaxations. ...
Journal article (2025) - Luyao Zhang, Shaohang Han, Sergio Grammatico
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 by solving a matrix game. Moreover, we introduce a branch model predictive control (BMPC) framework to account for the uncertain equilibrium strategies adopted by the surrounding vehicles, including Nash and Stackelberg strategies. A tailored numerical solver is developed to enhance computational efficiency by exploiting the tree structure inherent in BMPC. Finally, we validate our proposed integrated planner using real traffic data and demonstrate its effectiveness in handling interactions in dense traffic scenarios. ...
Conference paper (2025) - Mattia Bianchi, Sergio Grammatico
Distributed decision problems feature a group of agents that can only communicate over a peer-to-peer network, without a central memory. In applications such as network control and data ranking, each agent is only affected by a small portion of the decision vector: this sparsity is typically ignored in distributed algorithms, while it could be leveraged to improve efficiency and scalability. To address this issue, our recent paper [1] introduces Estimation Network Design (END), a graph theoretical language for analysis and design of distributed iterations. END methods can be tuned to exploit the sparsity of specific problem instances, reducing communication overhead and minimizing redundancy, yet without requiring case-by-case convergence analysis. In this paper, we showcase the flexibility of END in the context of distributed optimization. In particular, we study the sparsity-aware version of many established algorithms, including ADMM, AugDGM and PushSum DGD. Simulations on an estimation problem in sensor networks demonstrate that END algorithms can boost convergence speed and greatly reduce the communication cost. ...
Conference paper (2025) - Luyao Zhang, Georgios Pantazis, Shaohang Han, Sergio Grammatico
One of the critical challenges in automated driving is ensuring safety of automated vehicles despite the unknown behavior of the other vehicles. Although motion prediction modules are able to generate a probability distribution associated with various behavior modes, their probabilistic estimates are often inaccurate, thus leading to a possibly unsafe motion plan. To overcome this challenge, we propose an Efficient RiskAware Branch MPC (EraBMPC) that appropriately accounts for the ambiguity in the estimated probability distribution. We formulate the risk-aware motion planning problem as a min-max optimization problem and develop an efficient iterative method by incorporating a regularization term in the probability update step. Via extensive numerical studies, we validate the convergence of our method and demonstrate its advantages compared to the state-of-the-art approaches. ...
Journal article (2025) - Emilio Benenati, Sergio Grammatico
We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic regulator 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 of the finite-horizon, constrained game. Furthermore, we show that the problem is equivalent to a non-symmetric variational inequality, which does not correspond to any Nash equilibrium problem. For unconstrained closed-loop Nash equilibria, we derive a receding-horizon controller that is equivalent to the infinite-horizon one and ensures asymptotic stability. ...
Conference paper (2025) - S. Huang, S. Grammatico
In this paper, we propose a gradient projection algorithm aimed at improving the transient performance of feedback-based optimization (FO) for linear dynamical systems. Our approach leverages a specifically designed gain matrix, replacing the usual scalar step size to enhance trajectory efficiency and reduce oscillations. By solving a semi-definite programming, we select the gain matrix to trade off between convergence rate and oscillation minimization. Compared to the standard FO algorithms, our method demonstrates improved transient performance in numerical simulations and in turn faster convergence. ...
Conference paper (2025) - N. Mignoni, R. R. Baghbadorani, R. Carli, P. M. Esfahani, M. Dotoli, S. Grammatico
In this paper, we present monviso (monotone variational inequalities solver), a novel open-source Python package for solving monotone variational inequalities. We detail the package’s structure and baseline functionality, discussing a simple example that illustrates the essential methods and parameters. Moreover, we characterize how the proximal operator, which is the foundation of many iterative schemes, is handled through cvxpy, an open-source Python library for convex optimization. We list the available algorithms and describe the basic implementation of any general iterative method to enable users to build additional and (possibly new) algorithms. Finally, we illustrate several examples of possible use cases for monviso, showcasing the different applications the package can support across various fields, including control, optimization, dynamic game theory, and machine learning. ...
Conference paper (2025) - D. Deplano, S. Grammatico, M. Franceschelli
We study the convergence of the nonlinear Krasnoselskij iteration x(k + 1) = (1 − θ)x(k) + θT(x(k)) in real vector spaces of finite dimension equipped with a p-norm, which is relevant for stability analysis and distributed computation in several discrete-time dynamical systems. Specifically, we provide sufficient conditions for the convergence of the Krasnoselskij iteration, derived via implications between the strict pseudocontractivity of the operator T and the nonexpansiveness of (1 − θ)Id + θT. Interestingly, it turns out that strict pseudocontractivity of T is necessary for the Euclidean norm (p = 2) only; not necessary for non-Euclidean norms (p ≠ 2); sufficient for any finite norm p ∈ (1, ∞); not sufficient for the taxi-cab norm (p = 1) and the supremum norm (p = ∞). We numerically verify the above results in the context of recurrent neural networks and multi-agent systems with nonlinear Laplacian dynamics. ...
Journal article (2024) - Emilio Benenati, Sergio Grammatico
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 encompasses the problem under consideration. Next, we propose a semi-decentralized algorithm to calculate the routing as a variational generalized Nash equilibrium and demonstrate the solution's benefits with numerical simulations. In the particular case of potential games, which emerges for linear latency functions, we explore a receding-horizon formulation of the routing problem, showing asymptotic convergence to destinations and analysing closed-loop performance dependence on horizon length through numerical simulations. ...

Estimation Network Design for Games under Partial-decision Information

Journal article (2024) - Mattia Bianchi, Sergio Grammatico
Multiagent decision problems are typically solved via distributed iterative algorithms, where the agents only communicate among themselves on a peer-to-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 influenced by a small portion of the decision variables only: neglecting this sparsity results in redundancy, poor scalability with the network size, and communication and memory overhead. To address these challenges, we develop Estimation Network Design (END), a framework for the design and analysis of distributed algorithms. END algorithms can be tuned to exploit problem-specific sparsity structures, by optimally allocating copies of each variable only to a subset of agents, to improve efficiency and minimize redundancy. We illustrate the END's potential on generalized Nash equilibrium seeking under partial-decision information by designing new algorithms that can leverage the sparsity in cost functions, constraints, and aggregation values, and by relaxing the assumptions on the (directed) communication network postulated in the literature. Finally, we numerically test our methods on a unicast rate allocation problem, revealing greatly reduced communication and memory costs. ...
Journal article (2024) - Aitazaz Ali Raja, Pierre Pinson, Jalal Kazempour, Sergio Grammatico
In many areas of industry and society, including energy, healthcare, and logistics, agents collect vast amounts of data that are deemed proprietary. These data owners extract predictive information of varying quality and relevance from data depending on quantity, inherent information content, and their own technical expertise. Aggregating these data and heterogeneous predictive skills, which are distributed in terms of ownership, can result in a higher collective value for a prediction task. In this paper, a platform for improving predictions via the implicit pooling of private information in return for possible remuneration is envisioned. Specifically, a wagering-based forecast elicitation market platform has been designed, in which a buyer intending to improve their forecasts posts a prediction task, and sellers respond to it with their forecast reports and wagers. This market delivers an aggregated forecast to the buyer (pre-event) and allocates a payoff to the sellers (post-event) for their contribution. A payoff mechanism is proposed and it is proven that it satisfies several desirable economic properties, including those specific to electronic platforms. Furthermore, the properties of the forecast aggregation operator and scoring rules are discussed in order to emphasize their effect on the sellers’ payoff. Finally, numerical examples are provided in order to illustrate the structure and properties of the proposed market platform. ...
Journal article (2024) - Wicak Ananduta, Sergio Grammatico
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 electricity and gas prices depend linearly on the total consumption, we obtain a potential mixed-integer game. To compute an approximate generalized Nash equilibrium (GNE), we propose an iterative two-stage method that exploits a problem convexification and the gas-flow models. We quantify the quality of the computed solution and perform a numerical study to evaluate the performance of our method. ...
Journal article (2024) - George Pantazis, Filiberto Fele, Filippo Fabiani, Sergio Grammatico, Kostas Margellos
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. In this context, we propose a novel methodology to study the out-of-sample coalitional rationality of allocations in the set of stable allocations (i.e., the core). Our analysis builds on the framework of probably approximately correct learning. Initially, we state a priori and a posteriori guarantees for the entire core. Furthermore, we provide a distributed algorithm to compute a compression set that determines the generalization properties of the a posteriori statements. We then refine our probabilistic robustness bounds by specialising the analysis to a single payoff allocation, taking, also in this case, both a priori and a posteriori approaches. Finally, we consider a relaxed ζ-core to include nearby allocations and also address the case of empty core. For this case, probabilistic statements are given on the eventual stability of allocations in the ζ-core. ...
We study the data-driven finite-horizon linear quadratic regularization (LQR) problem reformulated as a semidefinite program (SDP). Our contribution is to propose two novel accelerated first-order methods for solving the resulting SDP. Our methods enjoy adaptive stepsize and adaptive smoothing parameters that speed up convergence and in turn, enhance scalability. Finally, we compare our accelerated first-order methods and show their benefits via numerical simulations on a benchmark LQR example. ...