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In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…
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…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
We investigate the computation of equilibria in extensive-form games where ex ante correlation is possible, focusing on correlated equilibria requiring the least amount of communication between the players and the mediator. Motivated by the…
This paper considers time-average stochastic optimization, where a time average decision vector, an average of decision vectors chosen in every time step from a time-varying (possibly non-convex) set, minimizes a convex objective function…
We propose the concept of a Lagrangian game to solve constrained Markov games. Such games model scenarios where agents face cost constraints in addition to their individual rewards, that depend on both agent joint actions and the evolving…
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…
We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…
This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…
Two-player complete-information game trees are perhaps the simplest possible setting for studying general-sum games and the computational problem of finding equilibria. These games admit a simple bottom-up algorithm for finding subgame…
We study the problem of checking for the existence of constrained pure Nash equilibria in a subclass of polymatrix games defined on weighted directed graphs. The payoff of a player is defined as the sum of nonnegative rational weights on…
The overall aim of our research is to develop techniques to reason about the equilibrium properties of multi-agent systems. We model multi-agent systems as concurrent games, in which each player is a process that is assumed to act…
This paper considers a dynamic game with transferable utilities (TU), where the characteristic function is a continuous-time bounded mean ergodic process. A central planner interacts continuously over time with the players by choosing the…
We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…
In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…
In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…
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…
The problem of the distributed Nash equilibrium seeking for aggregative games has been studied over strongly connected and weight-balanced static networks and every time strongly connected and weight-balanced switching networks. In this…
The property of the communication network and the constraints on the strategic space are two factors that determine the complexity of the distributed Nash equilibrium (DNE) seeking problem. The DNE seeking problem of aggregative games has…
This paper proposes a novel approach for local convergence to Nash equilibrium in quadratic noncooperative games based on a distributed Lie-bracket extremum seeking control scheme. This is the first instance of noncooperative games being…