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Mixed Nash Equilibria in the Adversarial Examples Game

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Real-Time Optimizing Control of an Experimental Crosswind Power Kite

Dominique Bonvin, Grégory François, Sean Costello

The contribution of this article is to propose and experimentally validate an optimizing control strategy for power kites flying crosswind. The control strategy provides both path control (stability) and path optimization (efficiency). The path following p ...

Institute of Electrical and Electronics Engineers2018

On Risk Reduction in Kelly Betting Using the Conservative Expected Value

Daniel Kuhn, Napat Rujeerapaiboon

The celebrated Kelly betting strategy guarantees, with probability one, higher long-run wealth than any other causal investment strategy. However, on the way to its long-term supremacy, this strategy has a notable downfall: it typically displays high varia ...

2018

Game theoretic analysis of electricity market auction mechanisms

Maryam Kamgarpour, Orcun Karaca

We consider two prominent mechanisms for the electricity market; the pay-as-bid mechanism, currently applied in certain control reserve markets, and the proposed Vickrey- Clarke-Groves mechanism, an established auction mechanism used in advertising and spe ...

IEEE2017

Directional Real-Time Optimization Applied to a Kite-Control Simulation Benchmark

Dominique Bonvin, Grégory François, Sean Costello

This paper applies a novel two-layer optimizing control scheme to a kite-control benchmark problem. The upper layer is a recent real-time optimization algorithm, called Directional Modifier Adaptation, which represents a variation of the popular Modifier A ...

IEEE2015

Symmetric Subgame-Perfect Equilibria in Resource Allocation

Boi Faltings, Ludek Cigler

We analyze symmetric protocols to rationally coordinate on an asymmetric, efficient allocation in an infinitely repeated N-agent, C-resource allocation problems, where the resources are all homogeneous. Bhaskar proposed one way to achieve this in 2-agent, ...

AI Access Foundation2014

A Continuum of Commitment

Thomas Alois Weber

We examine a generic three-stage game for two players with alternating moves, where the first player can choose the level of adjustment cost to be paid in the last period to modify the action she announced in the first period. In the resulting continuum of ...

2014

Quantifying Commitment in Nash Equilibria

Thomas Alois Weber

To quantify a player’s commitment in a given Nash equilibrium of a finite dynamic game, we map the corresponding normal-form game to a “canonical supergame,” which allows each player to adjust his or her move with a certain probability. The commitment meas ...

EPFL2014

Multi-Agent Learning for Resource Allocation Problems

Ludek Cigler

We analyze resource allocation problems where N independent agents want to access C resources. Each resource can be only accessed by one agent at a time. In order to use the resources efficiently, the agents need to coordinate their access. We focus on dec ...

EPFL2013

A Continuum of Commitment

Thomas Alois Weber

We examine a generic three-stage game for two players with alternating moves, where the first player can choose the level of adjustment cost to be paid in the last period for modifying the action she announced in the first period. In the resulting continuu ...

EPFL CDM MTEI2013

Decentralized Anti-coordination Through Multi-agent Learning

Boi Faltings, Ludek Cigler

To achieve an optimal outcome in many situations, agents need to choose distinct actions from one another. This is the case notably in many resource allocation problems, where a single resource can only be used by one agent at a time. How shall a designer ...

AI Access Foundation2013