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Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Optimization and Control · Mathematics 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

In this paper, we present three distributed algorithms to solve a class of generalized Nash equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the…

Computer Science and Game Theory · Computer Science 2020-05-08 Carlo Cenedese , Giuseppe Belgioioso , Sergio Grammatico , Ming Cao

This paper considers the privacy-preserving Nash equilibrium seeking strategy design for a class of networked aggregative games, in which the players' objective functions are considered to be sensitive information to be protected. In…

Optimization and Control · Mathematics 2019-11-26 Maojiao Ye , Guoqiang Hu , Lihua Xie , Shengyuan Xu

We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost…

Systems and Control · Computer Science 2017-10-18 Francesca Parise , Basilio Gentile , John Lygeros

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

This study considers a federated learning setup where cost-sensitive and strategic agents train a learning model with a server. During each round, each agent samples a minibatch of training data and sends his gradient update. As an…

Machine Learning · Computer Science 2022-12-06 Abdullah Basar Akbay , Cihan Tepedelenlioglu

We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

This paper investigates the privacy-preserving distributed Nash equilibrium seeking problem for aggregative games. A novel differential privacy mechanism is designed by incorporating stochastic event-triggering with stochastic quantization,…

Optimization and Control · Mathematics 2026-05-27 Qingtan Meng , Qian Ma

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

General Economics · Economics 2020-04-10 Stefan Rass

We present a new, distributed method to compute approximate Nash equilibria in bimatrix games. In contrast to previous approaches that analyze the two payoff matrices at the same time (for example, by solving a single LP that combines the…

Computer Science and Game Theory · Computer Science 2018-10-12 Artur Czumaj , Argyrios Deligkas , Michail Fasoulakis , John Fearnley , Marcin Jurdziński , Rahul Savani

This paper tackles the problem of solving stochastic optimization problems with a decision-dependent distribution in the setting of stochastic strongly-monotone games and when the distributional dependence is unknown. A two-stage approach…

Systems and Control · Electrical Eng. & Systems 2024-04-22 Killian Wood , Ahmed Zamzam , Emiliano Dall'Anese

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

Computer Science and Game Theory · Computer Science 2020-04-10 Farzad Salehisadaghiani , Lacra Pavel

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

We propose a novel framework for analyzing the dynamics of distribution shift in real-world systems that captures the feedback loop between learning algorithms and the distributions on which they are deployed. Prior work largely models…

Machine Learning · Computer Science 2023-10-31 Lauren Conger , Franca Hoffmann , Eric Mazumdar , Lillian Ratliff

We propose locally convergent Nash equilibrium seeking algorithms for $N$-player noncooperative games, which use distributed event-triggered pseudo-gradient estimates. The proposed approach employs sinusoidal perturbations to estimate the…

Optimization and Control · Mathematics 2025-05-13 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Tamer Basar

We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…

Optimization and Control · Mathematics 2023-03-14 Shijie Huang , Jinlong Lei , Yiguang Hong

We consider a discrete-time model of continuous-time distributed optimization over dynamic directed-graphs (digraphs) with applications to distributed learning. Our optimization algorithm works over general strongly connected dynamic…

Optimization and Control · Mathematics 2024-03-27 Mohammadreza Doostmohammadian , Wei Jiang , Muwahida Liaquat , Alireza Aghasi , Houman Zarrabi

We study the distribution of strategies in a large game that models how agents choose among different double auction markets. We classify the possible mean field Nash equilibria, which include potentially segregated states where an agent…

Computer Science and Game Theory · Computer Science 2018-09-05 Robin Nicole , Peter Sollich

Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…

Machine Learning · Computer Science 2025-02-27 Siyuan Yu , Wei Chen , H. Vincent Poor