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We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…

Optimization and Control · Mathematics 2025-07-29 Georgios Pantazis , Barbara Franci , Sergio Grammatico

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…

Optimization and Control · Mathematics 2018-10-24 Tatiana Tatarenko , Wei Shi , Angelia Nedich

This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…

Optimization and Control · Mathematics 2019-06-05 Maojiao Ye , Guoqiang Hu , Frank L. Lewis , Lihua Xie

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

The multi-cluster games are addressed in this paper, where all players team up with the players in the cluster that they belong to, and compete against the players in other clusters to minimize the cost function of their own cluster. The…

Systems and Control · Electrical Eng. & Systems 2023-06-19 Zhenhua Deng , Yan Zhao

This paper considers data-based solutions of linear-quadratic nonzero-sum differential games. Two cases are considered. First, the deterministic game is solved and Nash equilibrium strategies are obtained by using persistently excited data…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Victor G. Lopez , Matthias A. Müller

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

Machine Learning · Computer Science 2019-01-28 Eric V. Mazumdar , Michael I. Jordan , S. Shankar Sastry

We consider a zero-sum inspection game, in which a defender positions detectors across a critical system to detect multiple attacks caused by an attacker. We assume that detection is imperfect, and each detector location is associated with…

Computer Science and Game Theory · Computer Science 2025-10-14 Bastián Bahamondes , Mathieu Dahan

We propose a projected variational quantum extragradient (VQEG) framework for computing approximate Nash equilibria in two-player zero-sum matrix games. Mixed strategies are parameterized as Born distributions of parameterized quantum…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Duong The Do , Matthew Aldridge , Duong Tung Nguyen

Graphical games are a useful framework for modeling the interactions of (selfish) agents who are connected via an underlying topology and whose behaviors influence each other. They have wide applications ranging from computer science to…

Computer Science and Game Theory · Computer Science 2021-04-27 Juho Hirvonen , Laura Schmid , Krishnendu Chatterjee , Stefan Schmid

Current research in distributed Nash equilibrium (NE) seeking in the partial information setting assumes that information is exchanged between agents that are "truthful". However, in general noncooperative games agents may consider sending…

Optimization and Control · Mathematics 2021-11-30 Dian Gadjov , Lacra Pavel

Nash equilibrium is a solution concept in non-strictly competitive, non-cooperative game theory that finds applications in various scientific and engineering disciplines. A non-strictly competitive, non-cooperative game model is presented…

Quantum Physics · Physics 2015-02-05 Faisal Shah Khan

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

The distributed computation of a Nash equilibrium in aggregative games is gaining increased traction in recent years. Of particular interest is the mediator-free scenario where individual players only access or observe the decisions of…

Computer Science and Game Theory · Computer Science 2023-06-26 Yongqiang Wang , Angelia Nedich

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

Optimization and Control · Mathematics 2025-11-04 Weijian Li , Yutao Tang

Zero-sum stochastic games are easy to solve as they can be cast as simple Markov decision processes. This is however not the case with general-sum stochastic games. A fairly general optimization problem formulation is available for…

Machine Learning · Computer Science 2015-07-02 H. L. Prasad , Shalabh Bhatnagar

Solution concepts such as Nash Equilibria, Correlated Equilibria, and Coarse Correlated Equilibria are useful components for many multiagent machine learning algorithms. Unfortunately, solving a normal-form game could take prohibitive or…

Machine Learning · Computer Science 2023-04-18 Luke Marris , Ian Gemp , Thomas Anthony , Andrea Tacchetti , Siqi Liu , Karl Tuyls

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

Optimization and Control · Mathematics 2021-07-15 Barbara Franci , Sergio Grammatico

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…

Optimization and Control · Mathematics 2022-05-17 Tongyu Wang , Peng Yi , Jie Chen