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Sina Arefizadeh

Publications and source records attributed to Sina Arefizadeh.

13 recordsLinked to original sources

Existence of Solutions for Non-monotone Variational Inequalities and Implications for Games

In this paper, we study the existence of solutions in non-monotone variational inequalities (VIs) through the normal mapping properties. In particular, we provide sufficient conditions for the existence of solutions assuming that the normal mapping associated with the VI is norm coercive and its generalized Jacobian has certain properties, such as a full rank at points where the normal mapping is not zero. Then, we investigate sufficient conditions for the VI mapping and its Jacobian that ensure the generalized Jacobian of the normal mapping has full rank, such as the uniform P-function and the uniform P-matrix condition. Subsequently, we focus on VIs arising from games and interpret our results in a game setting and provide a sufficient condition for a game to have a Nash equilibrium. Through examples, we show that our sufficient conditions can be used to assert the existence of a solution to a VI, or a quasi-Nash in a game, while the existing results relying on the uniform P-function property or the P$_Υ$-matrix condition cannot be employed.

math.OC

On Fixed-Time Stability of Continuous Dynamics for Non-Monotone Variational Inequalities

Non-monotone variational inequalities (NMVI) are an important class of problems that generalize non-convex optimization and have various applications in optimization theory, machine learning, game theory, and economics, among others. Most existing work on NMVIs focuses on the asymptotic convergence of algorithms proposed to solve these problems. In this paper, we tackle the problems of exponential and fixed-time stability of the solution set of a class of NMVIs for both unconstrained and constrained problems. We first present novel conditions guaranteeing exponential stability of solutions to unconstrained NMVIs for a uniquely constructed dynamical system under mild assumptions on the gradient of the non-monotone map. Then, under similar assumptions, we construct another novel dynamical system whose equilibrium point is fixed-time stable, i.e., the trajectories reach the equilibrium within a fixed time, independent of the initial conditions. For the case of constrained NMVIs, we employ a continuous-time variant of the Korpelevich method for exponential stability of the solution set, and provide a novel scaling factor in the dynamics to achieve fixed-time stability. We illustrate the efficacy of the proposed modified dynamical systems through numerical simulations and conclude the paper with a brief note on the behavior of the discretized variant of the proposed dynamics and on further work that remains to be done.

math.OC

On Non-Monotone Variational Inequalities

In this paper, we provide some sufficient conditions for the existence of solutions to non-monotone Variational Inequalities (VIs) based on inverse mapping theory and degree theory. We have obtained several applicable sufficient conditions for this problem and have introduced a sufficient condition for the existence of a Minty solution. We have shown that the Korpelevich and Popov methods converge to a solution of a non-monotone VI, provided that a Minty solution exists.

math.OC

Non-Monotone Variational Inequalities

In this paper, we focus on deriving some sufficient conditions for the existence of solutions to non-monotone Variational Inequalities (VIs) based on inverse mapping theory. We have obtained several widely applicable sufficient conditions for this problem and have introduced a sufficient condition for the existence of a Minty solution. We have shown that the extra-gradient method converges to a solution of VI in the presence of a Minty solution. Additionally, we have shown that, under some extra assumption, the algorithm is efficient and approaches a particular type of Minty solution. Interpreting these results in an equivalent game theory problem, weak coupling conditions will be obtained, stating that if the players' cost functions are sufficiently weakly coupled, the game has a pure quasi-Nash equilibrium. Moreover, under the additional assumption of the existence of Minty solutions, a pure Nash equilibrium exists for the corresponding game.

math.OC

On Characterizations of Potential and Ordinal Potential Games

This paper investigates some necessary and sufficient conditions for a game to be a potential game. At first, we extend the classical results of Slade and Monderer and Shapley from games with one-dimensional action spaces to games with multi-dimensional action spaces, which require differentiable cost functions. Then, we provide a necessary and sufficient conditions for a game to have a potential function by investigating the structure of a potential function in terms of the players' cost differences, as opposed to differentials. This condition provides a systematic way for construction of a potential function, which is applied to network congestion games, as an example. Finally, we provide some sufficient conditions for a game to be ordinal potential and generalized ordinal potential.

cs.GT

Characterization of Potential Games: Application in Aggregative Games

The main objective of this work is to describe games which fall under title of Potential and simplify the conditions for class of aggregative games. Games classified as aggregative are ones in which, in addition to the player's own action, the payoff for each player depends on an aggregate of all the players' decision variables. In this study, we developed a method based on payoff functions to determine if a given game is potential. Then, in order to identify the Aggregative Games that fall under this class we simplified the criteria for the class of Aggregative Games. A $3$-player Cournot game, also known as an Aggregative Potential Game, is used to test the characterization criteria for Potential Games. A $4$-player Cournot game is also utilized to test the form of potential function we obtained for class of general potential games.

cs.GT

Robustness of Dynamics in Games: A Contraction Mapping Decomposition Approach

A systematic framework for analyzing dynamical attributes of games has not been well-studied except for the special class of potential or near-potential games. In particular, the existing results have shortcomings in determining the asymptotic behavior of a given dynamic in a designated game. Although there is a large body literature on developing convergent dynamics to the Nash equilibrium (NE) of a game, in general, the asymptotic behavior of an underlying dynamic may not be even close to a NE. In this paper, we initiate a new direction towards game dynamics by studying the fundamental properties of the map of dynamics in games. To this aim, we first decompose the map of a given dynamic into contractive and non-contractive parts and then explore the asymptotic behavior of those dynamics using the proximity of such decomposition to contraction mappings. In particular, we analyze the non-contractive behavior for better/best response dynamics in discrete-action space sequential/repeated games and show that the non-contractive part of those dynamics is well-behaved in a certain sense. That allows us to estimate the asymptotic behavior of such dynamics using a neighborhood around the fixed point of their contractive part proxy. Finally, we demonstrate the practicality of our framework via an example from duopoly Cournot games.

cs.GT

Decentralized Fictitious Play Converges Near a Nash Equilibrium in Near-Potential Games

We investigate convergence of decentralized fictitious play (DFP) in near-potential games, wherein agents preferences can almost be captured by a potential function. In DFP agents keep local estimates of other agents' empirical frequencies, best-respond against these estimates, and receive information over a time-varying communication network. We prove that empirical frequencies of actions generated by DFP converge around a single Nash Equilibrium (NE) assuming that there are only finitely many Nash equilibria, and the difference in utility functions resulting from unilateral deviations is close enough to the difference in the potential function values. This result assures that DFP has the same convergence properties of standard Fictitious play (FP) in near-potential games.

cs.GT

Decentralized Fictitious Play in Near-Potential Games with Time-Varying Communication Networks

We study the convergence properties of decentralized fictitious play (DFP) for the class of near-potential games where the incentives of agents are nearly aligned with a potential function. In DFP, agents share information only with their current neighbors in a sequence of time-varying networks, keep estimates of other agents' empirical frequencies, and take actions to maximize their expected utility functions computed with respect to the estimated empirical frequencies. We show that empirical frequencies of actions converge to a set of strategies with potential function values that are larger than the potential function values obtained by approximate Nash equilibria of the closest potential game. This result establishes that DFP has identical convergence guarantees in near-potential games as the standard fictitious play in which agents observe the past actions of all the other agents.

math.OC

Distributed Fictitious Play in Potential Games with Time-Varying Communication Networks

We propose a distributed algorithm for multiagent systems that aim to optimize a common objective when agents differ in their estimates of the objective-relevant state of the environment. Each agent keeps an estimate of the environment and a model of the behavior of other agents. The model of other agents' behavior assumes agents choose their actions randomly based on a stationary distribution determined by the empirical frequencies of past actions. At each step, each agent takes the action that maximizes its expectation of the common objective computed with respect to its estimate of the environment and its model of others. We propose a weighted averaging rule with non-doubly stochastic weights for agents to estimate the empirical frequency of past actions of all other agents by exchanging their estimates with their neighbors over a time-varying communication network. Under this averaging rule, we show agents' estimates converge to the actual empirical frequencies fast enough. This implies convergence of actions to a Nash equilibrium of the game with identical payoffs given by the expectation of the common objective with respect to an asymptotically agreed estimate of the state of the environment.

eess.SY

Assessing Strong String Stability of Constant Spacing Policy under Speed Limit Fluctuations

The speed limit changes frequently throughout the transportation network, due to either safety (e.g., change in geometry) or congestion management (e.g., speed harmonization systems). Any abrupt reduction in the speed limit can create a shockwave that propagates upstream in traffic. Dealing with such an abrupt reduction in speed limit is particularly important while designing control laws for a platoon of automated vehicles from both stability and efficiency perspectives. This paper focuses on Adaptive Cruise Control (ACC) based platooning under a constant spacing policy, and investigates the possibility of designing a controller that ensures stability, while tracking a given target velocity profile that changes as a function of location. An ideal controller should maintain a constant spacing between successive vehicles, while tracking the desired velocity profile. The analytical investigations of this paper suggest that such a controller does not exist.

eess.SY

Collaborative Platooning of Automated Vehicles Using Variable Time-Gaps

Connected automated vehicles (CAVs) could potentially be coordinated to safely attain the maximum traffic flow on roadways under dynamic traffic patterns, such as those engendered by the merger of two strings of vehicles due a lane drop. Strings of vehicles have to be shaped correctly in terms of the inter-vehicular time-gap and velocity to ensure that such operation is feasible. However, controllers that can achieve such traffic shaping over the multiple dimensions of target time-gap and velocity over a region of space are unknown. The objective of this work is to design such a controller, and to show that we can design candidate time-gap and velocity profiles such that it can stabilize the string of vehicles in attaining the target profiles. Our analysis is based on studying the system in the spacial rather than the time domain, which enables us to study stability as in terms of minimizing errors from the target profile and across vehicles as a function of location. Finally, we conduct numeral simulations in the context of shaping two platoons for merger, which we use to illustrate how to select time-gap and velocity profiles for maximizing flow and maintaining safety.

eess.SY

Platooning in the Presence of a Speed Drop: A Generalized Control Model

The positive impacts of platooning on travel time reliability, congestion, emissions, and energy consumption have been shown for homogeneous roadway segments. However, speed limit changes frequently throughout the transportation network, due to either safety-related considerations (e.g., workzone operations) or congestion management schemes (e.g., speed harmonization systems). These abrupt changes in speed limit can result in shock- wave formation and cause travel time unreliability. Therefore, designing a platooning strategy for tracking a reference velocity profile is critical to enabling end-to-end platooning. Accordingly, this study introduces a generalized control model to track a desired velocity profile, while ensuring safety in the platoon of autonomous vehicles. We define appropriate natural error terms and the target curve in the state space of the control system, which is the set of points where all error terms vanish and corresponds to the case when all vehicles move with the desired velocities and in the minimum safe distance between them. In this way, we change the tracking velocity profile problem into a state- feedback stabilization problem with respect to the target curve. Under certain mild assumptions on the Lipschitz constant of the speed drop profile, we show that the stabilizing feedback can be obtained via introducing a natural dynamics for the maximum of the error terms for each vehicle. Moreover, we show that with this stabilizing feedback collisions will not occur if the initial state of the system of vehicles is sufficiently close to the target curve. We also show that the error terms remain bounded throughout the time and space. Two scenarios were simulated, with and without initial perturbations, and results confirmed the effectiveness of the proposed control model in tracking the speed drop while ensuring safety and string stability.

eess.SY