Related papers: On The Convergence of a Nash Seeking Algorithm wit…
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with joint feasibility constraints and expected-value cost functions. We propose a distributed stochastic projected reflected gradient algorithm and show its almost…
We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…
The standard paradigm in Neural Architecture Search (NAS) is to search for a fully deterministic architecture with specific operations and connections. In this work, we instead propose to search for the optimal operation distribution, thus…
This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…
Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this…
This paper studies distributed online bandit learning of generalized Nash equilibria for online game, where cost functions of all players and coupled constraints are time-varying. The values rather than full information of cost and local…
We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…
We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all players' local decisions coupled with a shared affine…
The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…
This paper introduces an equilibrium framework based on sequential sampling in which players face strategic uncertainty over their opponents' behavior and acquire informative signals to resolve it. Sequential sampling equilibrium delivers a…
In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…
Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that…
We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…
This paper considers a class of strategic scenarios in which two networks of agents have opposing objectives with regards to the optimization of a common objective function. In the resulting zero-sum game, individual agents collaborate with…
In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…
This paper studies distributed resource allocation problem in multi-agent systems, where all the agents cooperatively minimize the sum of their cost functions with global resource constraints over stochastic communication networks. This…
Nash equilibria are defined using uncorrelated behavioural or mixed joint probability distributions effectively assuming that players of bounded rationality must discard information to locate equilibria. We propose instead that rational…
Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…