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Risk Allocation for Multi-Agent Systems Using T??tonnement

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Executive Summary

This paper proposes a new market-based distributed planning algorithm for multi-agent systems under uncertainty; called MIRA (Market based Iterative Risk Allocation). In large coordination problems, from power grid management to multi-vehicle missions, multiple agents act collectively in order to optimize the performance of the system, while satisfying mission constraints. These optimal plans are particularly susceptible to risk when uncertainty is introduced. This paper presents a distributed planning algorithm that minimizes the system cost while ensuring that the probability of violating mission constraints is below a user-specified level.

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