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This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

Optimization and Control · Mathematics 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…

Optimization and Control · Mathematics 2024-04-24 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

Network utility maximization (NUM) is a general framework for designing distributed optimization algorithms for large-scale networks. An economic challenge arises in the presence of strategic agents' private information. Existing studies…

Computer Science and Game Theory · Computer Science 2021-01-13 Meng Zhang , Deepanshu Vasal

In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time averaging theorem that requires only that the equilibrium is…

Optimization and Control · Mathematics 2023-02-10 Suad Krilašević , Sergio Grammatico

We formulate for the first time the economic dispatch problem in an integrated electrical and gas distribution system as a game equilibrium problem between distributed prosumers. Specifically, by approximating the non-linear gas-flow…

Optimization and Control · Mathematics 2022-11-08 Wicak Ananduta , Sergio Grammatico

Many network resource allocation problems can be viewed as allocating a divisible resource, where the allocations are constrained to lie in a polymatroid. We consider market-based mechanisms for such problems. Though the…

Computer Science and Game Theory · Computer Science 2019-04-29 Hao Ge , Randall Berry

We discuss a set of computational techniques, called Inductive Game Theory, for extracting strategic decision-making rules from time series data and constructing probabilistic social circuits. We construct these circuits by connecting…

Social and Information Networks · Computer Science 2014-07-01 Edward Lee , Bryan Daniels , Jessica Flack , David Krakauer

We introduce a combinatorial variant of the cost sharing problem: several services can be provided to each player and each player values every combination of services differently. A publicly known cost function specifies the cost of…

Computer Science and Game Theory · Computer Science 2017-04-28 Shahar Dobzinski , Shahar Ovadia

Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultaneous decision games with strategic complementarities, we…

Econometrics · Economics 2024-11-12 Guanyi Wang

We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

Quadratic Voting (QV) is a social choice mechanism that addresses the "tyranny of the majority" of one-person-one-vote mechanisms. Agents express not only their preference ordering but also their preference intensity by purchasing $x$ votes…

Computer Science and Game Theory · Computer Science 2024-09-11 Laura Georgescu , James Fox , Anna Gautier , Michael Wooldridge

Reinforcement learning has been shown to be an effective strategy for automatically training policies for challenging control problems. Focusing on non-cooperative multi-agent systems, we propose a novel reinforcement learning framework for…

Computer Science and Game Theory · Computer Science 2022-06-08 Kishor Jothimurugan , Suguman Bansal , Osbert Bastani , Rajeev Alur

Public resource allocation involves the efficient distribution of resources, including urban infrastructure, energy, and transportation, to effectively meet societal demands. However, existing methods focus on optimizing the movement of…

Machine Learning · Computer Science 2025-10-31 Songxin Lei , Qiongyan Wang , Yanchen Zhu , Hanyu Yao , Sijie Ruan , Weilin Ruan , Yuyu Luo , Huaming Wu , Yuxuan Liang

We study revenue maximization in a buyer-seller setting where the seller has a single object and the buyer has both a private valuation and a private budget. Private budgets complicate the classic single-product monopoly problem, making…

Computer Science and Game Theory · Computer Science 2026-04-30 Juan Carlos Carbajal , Ahuva Mualem

In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and…

Computer Science and Game Theory · Computer Science 2019-10-15 Andrea Celli , Alberto Marchesi , Tommaso Bianchi , Nicola Gatti

Strategyproof mechanisms provide robust equilibrium with minimal assumptions about knowledge and rationality but can be unachievable in combination with other desirable properties such as budget-balance, stability against deviations by…

Computer Science and Game Theory · Computer Science 2012-05-14 Benjamin Lubin , David C. Parkes

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

Optimization and Control · Mathematics 2019-12-17 Jalal Arabneydi , Amir G. Aghdam

We analyze the systemic risk for disjoint and overlapping groups (e.g., central clearing counterparties (CCP)) by proposing new models with realistic game features. Specifically, we generalize the systemic risk measure proposed in [F.…

Mathematical Finance · Quantitative Finance 2022-02-02 Yichen Feng , Jean-Pierre Fouque , Ruimeng Hu , Tomoyuki Ichiba

We study a problem of trust in a distributed system in which a common resource is shared by multiple parties. In such naturally information-limited settings, parties abide by a behavioral protocol that leads to fair sharing of the resource.…

Computer Science and Game Theory · Computer Science 2013-07-08 Christopher Griffin , George Kesidis

We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Sergio Grammatico
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