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We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Angelia Nedić , Sergio Grammatico

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

In this paper, we investigate a prescribed-time and fully distributed Nash Equilibrium (NE) seeking problem for continuous-time noncooperative games. By exploiting pseudo-gradient play and consensus-based schemes, various distributed NE…

Systems and Control · Electrical Eng. & Systems 2020-09-25 Zhi Feng , Guoqiang Hu

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

Optimization and Control · Mathematics 2022-04-05 Gehui Xu , Guanpu Chen , Hongsheng Qi

This paper studies the global Nash equilibrium problem of leader-follower multi-agent dynamics, which yields consensus with a privacy information encrypted learning algorithm. With the secure hierarchical structure, the relationship between…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Kun Zhang , Ji-Feng Zhang , Rong Su , Huaguang Zhang

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Computer Science and Game Theory · Computer Science 2014-02-13 John Fearnley , Martin Gairing , Paul Goldberg , Rahul Savani

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…

Optimization and Control · Mathematics 2023-10-05 Ying Zhai , Rui Yuan , Huan Su

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…

Optimization and Control · Mathematics 2015-09-23 Minghui Zhu , Emilio Frazzoli

We propose a new method for opportunistic power control in multi-carrier interference channels for delay-tolerant data services. In doing so, we utilize a game theoretic framework with novel constraints, where each user tries to maximize…

Computer Science and Game Theory · Computer Science 2011-06-28 Mohammad R. Javan , Ahmad R. Sharafat

In this article, a survey of several important equilibrium concepts for decentralized networks is presented. The term decentralized is used here to refer to scenarios where decisions (e.g., choosing a power allocation policy) are taken…

Machine Learning · Computer Science 2016-11-17 Luca Rose , Samir M. Perlaza , Samson Lasaulce , Mérouane Debbah

Channel estimation is a fundamental task in communication systems and is critical for effective demodulation. While most works deal with a simple scenario where the measurements are corrupted by the additive white Gaussian noise (AWGN),…

Signal Processing · Electrical Eng. & Systems 2024-12-10 Yifan Wang , Chengjie Yu , Jiang Zhu , Fangyong Wang , Xingbin Tu , Yan Wei , Fengzhong Qu

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

This paper considers the noncooperative maximization of mutual information in the Gaussian interference channel in a fully distributed fashion via game theory. This problem has been studied in a number of papers during the past decade for…

Information Theory · Computer Science 2016-11-17 Gesualdo Scutari , Daniel P. Palomar , Sergio Barbarossa

Linear-quadratic Gaussian games provide a framework for modeling strategic interactions in multi-agent systems, where agents must estimate system states from noisy observations while also making decisions to optimize a quadratic cost.…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Tianyu Qiu , Filippos Fotiadis , Xinjie Liu , Christian Ellis , Jesse Milzman , Wesley Suttle , Ufuk Topcu , David Fridovich-Keil

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We…

Optimization and Control · Mathematics 2016-12-08 Angelia Nedić , Alex Olshevsky , César A. Uribe

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal
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