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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

A group of players which contain n sellers and n buyers bargain over the partitions of n pies. A seller(/buyer) has to reach an agreement with a buyer (/seller) on the division of a pie. The players bargain in a system like the stock…

Computer Science and Game Theory · Computer Science 2016-10-10 Jiawei Li

We find an approximate Nash equilibrium in a game between decentralized exchanges (DEXs) that compete for order flow by setting dynamic trading fees. We characterize the equilibrium via a coupled system of partial differential equations and…

Mathematical Finance · Quantitative Finance 2026-03-11 Leonardo Baggiani , Martin Herdegen , Leandro Sanchez-Betancourt

We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an…

Optimization and Control · Mathematics 2016-06-10 Jayash Koshal , Angelia Nedić , Uday V. Shanbhag

Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…

Computer Science and Game Theory · Computer Science 2016-08-01 Johanne Cohen , Amélie Héliou , Panayotis Mertikopoulos

Distributed quantized weight-balancing and average consensus over fixed digraphs are considered. A digraph with non-negative weights associated to its edges is weight-balanced if, for each node, the sum of the weights of its out-going edges…

Optimization and Control · Mathematics 2018-09-19 Chang-Shen Lee , Nicolò Michelusi , Gesualdo Scutari

We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman…

Optimization and Control · Mathematics 2022-06-14 Wicak Ananduta , Sergio Grammatico

Power system operators and electric utility companies often impose a coincident peak demand charge on customers when the aggregate system demand reaches its maximum. This charge incentivizes customers to strategically shift their peak usage…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Liudong Chen , Jay Sethuraman , Bolun Xu

We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…

Computer Science and Game Theory · Computer Science 2023-05-22 Max Klimm , Maximilian J. Stahlberg

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

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

We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…

Optimization and Control · Mathematics 2024-11-12 Eyal Neuman , Sturmius Tuschmann

This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…

Dynamical Systems · Mathematics 2010-01-12 Iasson Karafyllis , Zhong-Ping Jiang , George Athanasiou

Theoretical computer science plays an important role in the understanding of social networks and their properties. We can model information rippling throughout social networks, or the opinions of social media users for example, using graph…

Discrete Mathematics · Computer Science 2024-06-11 Timothy Horscroft

Action-graph games (AGGs) are a fully expressive game representation which can compactly express both strict and context-specific independence between players' utility functions. Actions are represented as nodes in a graph G, and the payoff…

Computer Science and Game Theory · Computer Science 2012-07-19 Navin Bhat , Kevin Leyton-Brown

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

We propose a family of models to study the evolution of ties in a network of interacting agents by reinforcement and penalization of their connections according to certain local laws of interaction. The family of stochastic dynamical…

Physics and Society · Physics 2016-06-01 Augusto Almeida Santos , Soummya Kar , Ramayya Krishnan , José M. F. Moura

In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Wei Huo , Kam Fai Elvis Tsang , Yamin Yan , Karl Henrik Johansson , Ling Shi

We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg , Martin Weigt

This work considers coordination and bargaining between two selfish users over a Gaussian interference channel using game theory. The usual information theoretic approach assumes full cooperation among users for codebook and rate selection.…

Information Theory · Computer Science 2016-11-17 Xi Liu , Elza Erkip

In contrast with existing works which rely on the same type of energy-efficiency measure to design distributed power control policies, the present work takes into account the presence of a finite packet buffer at the transmitter side and…

Networking and Internet Architecture · Computer Science 2016-11-17 Vineeth S. Varma , Samson Lasaulce , Yezekael Hayel , Salah Eddine Elayoubi