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Hassan Abdelraouf

Publications and source records attributed to Hassan Abdelraouf.

9 recordsLinked to original sources

Reward-Rate Congestion Games and Replicator--Dinkelbach Dynamics

Reward rate is a key performance criterion in cyber-physical and robotic systems where time, workload, and coordination costs are limiting resources. We introduce reward-rate congestion games, where agents seek to maximize reward per unit execution time. The direct reward-rate game is generally not an exact potential game. We develop a Dinkelbach-based framework in which, for every fixed Dinkelbach parameter, the transformed game is an exact potential game. This yields a potential-level Dinkelbach iteration that terminates finitely at the optimal potential reward rate when the inner potential maximization problem is solved globally. We also provide a sufficient condition under which an equilibrium of the transformed game is an equilibrium of the original reward-rate game. To optimize aggregate performance, we introduce marginal externality corrections that make the corrected potential coincide with the Dinkelbach-transformed social reward-rate objective, thereby enabling optimization of the social reward rate. Finally, we develop a continuous-time replicator--Dinkelbach dynamics for reward-rate population games coupling fast replicator dynamics with a slow reward-rate update. We establish convergence of the fixed-parameter replicator dynamics, global asymptotic and local exponential stability of the reduced Dinkelbach dynamics, and local exponential stability of the coupled system for sufficiently slow Dinkelbach updates. The framework is illustrated on a continuous task-allocation problem.

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Stabilization Limits of Payoff-Based Higher-Order Replicator Dynamics

Replicator dynamics (RD) is a fundamental model in learning in games, connecting evolutionary game theory and online learning. This paper studies payoff-based higher-order variants of RD represented as a cascade interconnection between an integrator in parallel with an auxiliary linear time-invariant (LTI) system and the softmax mapping. We investigate learnability of Nash equilibria under this Nash-stationary learning rule. First, we revisit recent results that establish convergence to Nash Equilibrium whenever the auxiliary LTI system is strictly passive and prove a converse passivity result: if the auxiliary LTI system is not passive, then there exists a static strictly contractive game whose interior Nash equilibrium is unstable under the closed-loop learning dynamics. Second, we show that there exists a class of games with isolated interior Nash equilibria that cannot be locally asymptotically stabilized by any payoff-based higher-order RD whose auxiliary LTI system is asymptotically stable and strictly proper. Finally, we show that if Nash stationarity (i.e., all Nash equilibria are stationary points of the learning dynamics) is relaxed, then generalized exponential RD (Ex-RD) can locally asymptotically stabilize a logit equilibrium for any continuously differentiable game. The stabilized equilibrium can be viewed as an entropy-regularized approximate Nash equilibrium.

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Convergence of Payoff-Based Higher-Order Replicator Dynamics in Contractive Games

We study the convergence properties of a payoff-based higher-order version of replicator dynamics, a widely studied model in evolutionary dynamics and game-theoretic learning, in contractive games. Recent work has introduced a control-theoretic perspective for analyzing the convergence of learning dynamics through passivity theory, leading to a classification of learning dynamics based on the passivity notion they satisfy, such as \textdelta-passivity, equilibrium-independent passivity, and incremental passivity. We leverage this framework for the study of higher-order replicator dynamics for contractive games, which form the complement of passive learning dynamics. Standard replicator dynamics can be represented as a cascade interconnection between an integrator and the softmax mapping. Payoff-based higher-order replicator dynamics include a linear time-invariant (LTI) system in parallel with the existing integrator. First, we show that if this added system is strictly passive and asymptotically stable, then the resulting learning dynamics converge locally to the Nash equilibrium in contractive games. Second, we establish global convergence properties using incremental stability analysis for the special case of symmetric matrix contractive games.

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Can a Learner Regret Using a No-Regret Algorithm? A Control-Theoretic Study of Performance Dominance

No-regret learning dynamics ensure that a learner asymptotically achieves an average reward no worse than that of any fixed strategy. This no-regret guarantee does not determine the value of the asymptotic average reward. Indeed, it is possible for different no-regret learning dynamics to exhibit different asymptotic average rewards when facing the same environment while both assure the no-regret guarantee. This paper asks whether a "free-lunch" phenomenon can arise among no-regret algorithms. Namely, is it possible for one no-regret learning rule to uniformly outperform another no-regret learning rule across all payoff environments. Stated differently, can a learner regret not using a particular no-regret algorithm? We consider generalized replicator dynamics (RD) as a cascade interconnection between a linear time-invariant (LTI) system and the softmax nonlinearity. Varying this LTI system leads to different realizations of replicator dynamics, including so-called anticipatory RD, exponential RD, and other forms of higher-order RD. Setting the LTI system to be an integrator realizes standard RD, which is known to satisfy the no-regret property. Within this framework, we analyze and compare various realizations of these generalized realizations RD by varying the LTI system. We first formulate performance comparison as a passivity property of an associated comparison system and establish "local" dominance results, i.e., comparing the asymptotic performance near an equilibrium payoff vector. We then cast performance comparison between a form of anticipatory RD and standard RD as an optimal-control problem. We show that the minimal achievable cumulative reward gap is zero, thereby establishing global dominance of anticipatory RD across all payoff environments and establishing a "free lunch" among no-regret learning dynamics.

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Passivity, No-Regret, and Convergent Learning in Contractive Games

We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator dynamics, we show that if learning dynamics satisfy a passivity condition between the payoff vector and the difference between its evolving strategy and any fixed strategy, then it achieves finite regret. We then establish that the passivity condition holds for various learning dynamics and their higher-order variants. Consequentially, the higher-order variants can achieve convergence to Nash equilibrium in cases where their standard order counterparts cannot, while maintaining a finite regret property. We provide numerical examples to illustrate the lack of finite regret of different evolutionary dynamic models that violate the passivity property. We also examine the fragility of the finite regret property in the case of perturbed learning dynamics. Continuing with passivity, we establish another connection between finite regret and passivity, but with the related equilibrium-independent passivity property. Finally, we present a passivity-based classification of dynamic models according to the various passivity notions they satisfy, namely, incremental passivity, $δ$-passivity, and equilibrium-independent passivity. This passivity-based classification provides a framework to analyze the convergence of learning dynamic models in contractive games.

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Polynomial Lyapunov Functions and Invariant Sets from a New Hierarchy of Quadratic Lyapunov Functions for LTV Systems

We introduce a new class of quadratic functions based on a hierarchy of linear time-varying (LTV) dynamical systems. These quadratic functions in the higher order space can be also seen as a non-homogeneous polynomial Lyapunov functions for the original system, i.e the first system in the hierarchy. These non-homogeneous polynomials are used to obtain accurate outer approximation for the reachable set given the initial condition and less conservative bounds for the impulse response peak of linear, possibly time-varying systems. In addition, we pose an extension to the presented approach to construct invariant sets that are not necessarily Lyapunov functions. The introduced methods are based on elementary linear systems theory and offer very much flexibility in defining arbitrary polynomial Lyapunov functions and invariant sets for LTV systems.

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Algebraic Lyapunov Functions for Homogeneous Dynamic Systems

A method for constructing homogeneous Lyapunov functions of degree 1 from polynomial invariant sets is presented for linear time varying systems, homogeneous dynamic systems and the class of nonlinear systems that can be represented as such. The method allows the development of Lyapunov functions that are not necessarily symmetric about the origin, unlike the polynomial, homogeneous Lyapunov functions discussed in the prior literature. The work is illustrated by very simple examples.

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Computing Bounds on $L_{\infty}$-induced Norm for Linear Time-Invariant Systems Using Homogeneous Lyapunov Functions

Quadratic Lyapunov function has been widely used in the analysis of linear time invariant (LTI) systems ever since it has shown that the existence of such quadratic Lyapunov function certifies the stability of the LTI system. In this work, the problem of finding upper and lower bounds for the $L_{\infty}$-induced norm of the LTI system is considered. Quadratic Lyapunov functions are used to find the star norm, the best upper on the $L_{\infty}$-induced norm, by bounding the unit peak input reachable sets by inescapable ellipsoids. Instead, a more general class of homogeneous Lyapunov functions is used to get less conservative upper bounds on the $L_{\infty}$-induced norm and better conservative approximations for the reachable sets than those obtained using standard quadratic Lyapunov functions. The homogeneous Lyapunov function for the LTI system is considered to be a quadratic Lyapunov function for a higher-order system obtained by Lifting the LTI system via Kronecker product. Different examples are provided to show the significant improvements on the bounds obtained by using Homogeneous Lyapunov functions.

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On Linear Time-Invariant Systems Analysis via A Single Trajectory: A Linear Programming Approach

In this note, a novel methodology that can extract a number of analysis results for linear time-invariant systems (LTI) given only a single trajectory of the considered system is proposed. The superiority of the proposed technique relies on the fact that it provides an automatic and formal way to obtain valuable information about the controlled system by only having access to a single trajectory over a finite period of time (i.e., the system dynamics is assumed to be unknown). At first, we characterize the stability region of LTI systems given only a single trajectory dataset by constructing the associated Lyapunov function of the system. The Lyapunov function is found by formulating and solving a linear programming (LP) problem. Then, we extend the same methodology to a variety of essential analysis results for LTI systems such as deriving bounds on the output energy, deriving bounds on output peak, deriving $\mathbf{L}_2$ and RMS gains. To illustrate the efficacy of the proposed data-driven paradigm, a comparison analysis between the learned LTI system metrics and the true ones is provided.

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