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In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…

Computer Science and Game Theory · Computer Science 2025-11-18 Haidong Li , Anzhi Sheng , Yijie Peng , Long Wang

This paper focuses on a time-varying Nash equilibrium trajectory tracking problem, that is applicable to a wide range of non-cooperative game applications arising in dynamic environments. To solve this problem, we propose a distributed…

Optimization and Control · Mathematics 2022-12-15 Ziqin Chen , Ji Ma , Peng Yi , Yiguang Hong

Model-free learning for multi-agent stochastic games is an active area of research. Existing reinforcement learning algorithms, however, are often restricted to zero-sum games, and are applicable only in small state-action spaces or other…

Machine Learning · Computer Science 2022-10-25 Philippe Casgrain , Brian Ning , Sebastian Jaimungal

Fudenberg and Harris' stochastic version of the classical replicator dynamics is considered. The behavior of this diffusion process in the presence of an evolutionarily stable strategy is investigated. Moreover, extinction of dominated…

Probability · Mathematics 2007-05-23 Lorens A. Imhof

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

Information compression techniques are majorly employed to address the concern of reducing communication cost over peer-to-peer links. In this paper, we investigate distributed Nash equilibrium (NE) seeking problems in a class of…

Multiagent Systems · Computer Science 2023-09-22 Xiaomeng Chen , Yuchi Wu , Xinlei Yi , Minyi Huang , Ling Shi

A Nash Equilibrium (NE) is a strategy profile resilient to unilateral deviations, and is predominantly used in the analysis of multiagent systems. A downside of NE is that it is not necessarily stable against deviations by coalitions. Yet,…

Computer Science and Game Theory · Computer Science 2014-01-16 Michal Feldman , Tami Tamir

This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…

Optimization and Control · Mathematics 2020-03-31 Yipeng Pang , Guoqiang Hu

This paper addresses the problem of locating base stations in a certain area which is highly populated by mobile stations; each mobile station is assumed to select the closest base station. Base stations are modeled by players who choose…

Networking and Internet Architecture · Computer Science 2011-05-12 François Mériaux , Samson Lasaulce , Michel Kieffer

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

Computer Science and Game Theory · Computer Science 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…

Optimization and Control · Mathematics 2019-07-17 Tatiana Tatarenko , Angelia Nedich

This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…

Optimization and Control · Mathematics 2024-10-28 Xin Cai , Feng Xiao , Bo Wei , Mei Yu , Fang Fang

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…

Optimization and Control · Mathematics 2024-05-14 Zhaocong Liu , Jie Huang

We consider a Gaussian interference channel with independent direct and cross link channel gains, each of which is independent and identically distributed across time. Each transmitter-receiver user pair aims to maximize its long-term…

Information Theory · Computer Science 2016-02-01 Krishna Chaitanya A , Utpal Mukherji , Vinod Sharma

This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…

Optimization and Control · Mathematics 2020-04-22 Maojiao Ye

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…

Optimization and Control · Mathematics 2023-09-15 Hanzheng Zhang , Guanpu Chen , Yiguang Hong

In this paper, we propose a distributed primal-dual algorithm for computation of a generalized Nash equilibrium (GNE) in noncooperative games over network systems. In the considered game, not only each player's local objective function…

Optimization and Control · Mathematics 2019-12-10 Peng Yi , Lacra Pavel

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

This paper considers a distributed adaptive optimization problem, where all agents only have access to their local cost functions with a common unknown parameter, whereas they mean to collaboratively estimate the true parameter and find the…

Optimization and Control · Mathematics 2025-09-03 Yaqun Yang , Jinlong Lei , Guanghui Wen , Yiguang Hong
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