Traditionally, numerical algorithms are seen as isolated pieces of code confined to an {\em in silico} existence. However, this perspective is not appropriate for many modern computational approaches in control, learning, or optimization, wherein {\em in vivo} algorithms interact with their environment. Examples of such {\em open} include various real-time optimization-based control strategies, reinforcement learning, decision-making architectures, online optimization, and many more. Further, even {\em closed} algorithms in learning or optimization are increasingly abstracted in block diagrams with interacting dynamic modules and pipelines. In this opinion paper, we state our vision on a to-be-cultivated {\em systems theory of algorithms} and argue in favour of viewing algorithms as open dynamical systems interacting with other algorithms, physical systems, humans, or databases. Remarkably, the manifold tools developed under the umbrella of systems theory also provide valuable insights into this burgeoning paradigm shift and its accompanying challenges in the algorithmic world. We survey various instances where the principles of algorithmic systems theory are being developed and outline pertinent modeling, analysis, and design challenges.

The evolution of existing transportation systems,mainly driven by urbanization and increased availability of mobility options, such as private, profit-maximizing ride-hailing companies, calls for tools to reason about their design and regulation. To study this complex socio-technical problem, one needs to account for the strategic interactions of the heterogeneous stakeholders involved in the mobility ecosystem and analyze how they influence the system. In this paper, we focus on the interactions between citizens who compete for the limited resources of a mobility system to complete their desired trip. Specifically, we present a game-theoretic framework for multi-modal mobility systems, where citizens, characterized by heterogeneous preferences, have access to various mobility options and seek individually-optimal decisions. We study the arising game and prove the existence of an equilibrium, which can be efficiently computed via a convex optimization problem. Through both an analytical and a numerical case study for the classic scenario of Sioux Falls, USA, we illustrate the capabilities of our model and perform sensitivity analyses. Importantly, we show how to embed our framework into a "larger" game among stakeholders of the mobility ecosystem (e.g., municipality, Mobility Service Providers, and citizens), effectively giving rise to tools to inform strategic interventions and policy-making in the mobility ecosystem.

We study the problem of optimally routing plug-in electric and conventional fuel vehicles on a city level. In our model, commuters selfishly aim to minimize a local cost that combines travel time, from a fixed origin to a desired destination, and the monetary cost of using city facilities, parking or service stations. The traffic authority can influence the commuters' preferred routing choice by means of personalized discounts on parking tickets and on the energy price at service stations. We formalize the problem of designing these monetary incentives optimally as a large-scale bilevel game, where constraints arise at both levels due to the finite capacities of city facilities and incentives budget. Then, we develop an efficient decentralized solution scheme with convergence guarantees based on BIG Hype, a recently-proposed hypergradient-based algorithm for hierarchical games. Finally, we validate our model via numerical simulations over the Anaheim's network, and show that the proposed approach produces sensible results in terms of traffic decongestion and it is able to solve in minutes problems with more than 48000 variables and 110000 constraints.

In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require several (virtually, infinite) communication rounds between the subsystems to converge, which is a major drawback both computationally and from an energetic perspective (for wireless systems). Motivated by these challenges, we propose a suboptimal distributed MPC scheme in which the total communication burden is distributed also in time, by maintaining a running solution estimate for the large-scale OCP and updating it at each sampling time. We demonstrate that, under some regularity conditions, the resulting suboptimal MPC control law recovers the qualitative robust stability properties of optimal MPC, if the communication budget at each sampling time is large enough.

A central question in multi-agent strategic games deals with learning the underlying utilities driving the agents' behaviour. Motivated by the increasing availability of large data-sets, we develop an unifying data-driven technique to estimate agents' utility functions from their observed behaviour, irrespective of whether the observations correspond to equilibrium configurations or to temporal sequences of action profiles. Under standard assumptions on the parametrization of the utilities, the proposed inference method is computationally efficient and finds all the parameters that rationalize the observed behaviour best. We numerically validate our theoretical findings on the market share estimation problem under advertising competition, using historical data from the Coca-Cola Company and Pepsi Inc. duopoly.

Abstract: Several autonomous energy management and peer-to-peer trading mechanisms for future energy markets have been recently proposed based on optimization and game theory. In this paper, we study the impact of trading prices on the outcome of these market designs for energy-hub networks. We prove that, for a generic choice of trading prices, autonomous peerto-peer trading is always network-wide beneficial but not necessarily individually beneficial for each hub. Then, we propose a scalable and privacy-preserving price-mediation algorithm that provably converges to a profile of such prices. Numerical simulations on a 3-hub network show that the proposed algorithm can indeed incentivize active participation of energy hubs in autonomous peer-to-peer trading schemes.