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In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…

Optimization and Control · Mathematics 2024-10-30 Dian Gadjov , Lacra Pavel

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…

Optimization and Control · Mathematics 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

The paper is concerned with distributed learning and optimization in large-scale settings. The well-known Fictitious Play (FP) algorithm has been shown to achieve Nash equilibrium learning in certain classes of multi-agent games. However,…

Optimization and Control · Mathematics 2015-06-16 B. Swenson , S. Kar , J. Xavier

We study automated intrusion response and formulate the interaction between an attacker and a defender as an optimal stopping game where attack and defense strategies evolve through reinforcement learning and self-play. The game-theoretic…

Computer Science and Game Theory · Computer Science 2024-04-23 Kim Hammar , Rolf Stadler

Mechanism design for fully strategic agents commonly assumes broadcast nature of communication between agents of the system. Moreover, for mechanism design, the stability of Nash equilibrium (NE) is demonstrated by showing convergence of…

Computer Science and Game Theory · Computer Science 2017-04-05 Abhinav Sinha , Achilleas Anastasopoulos

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

Optimization and Control · Mathematics 2022-09-05 Maojiao Ye , Lei Ding , Jizhao Yin

This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…

Optimization and Control · Mathematics 2024-11-07 Sichen Qian

Federated learning aims to train predictive models for data that is distributed across clients, under the orchestration of a server. However, participating clients typically each hold data from a different distribution, whereby predictive…

Machine Learning · Computer Science 2022-05-24 Sharut Gupta , Kartik Ahuja , Mohammad Havaei , Niladri Chatterjee , Yoshua Bengio

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…

Computer Science and Game Theory · Computer Science 2024-12-13 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedić

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

Computer Science and Game Theory · Computer Science 2023-09-15 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…

Optimization and Control · Mathematics 2025-06-13 Otacilio B. L. Neto , Michela Mulas , Francesco Corona

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

Optimization and Control · Mathematics 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

We present a network influence game that models players strategically seeding the opinions of nodes embedded in a social network. A social learning dynamic, whereby nodes repeatedly update their opinions to resemble those of their…

Computer Science and Game Theory · Computer Science 2016-09-23 Samuel D. Johnson , Jemin George , Raissa M. D'Souza

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

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Optimization and Control · Mathematics 2017-07-25 Dario Bauso , Jian Gao , Hamidou Tembine

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…

Optimization and Control · Mathematics 2023-09-19 Hanzheng Zhang , Guanpu Chen , Huashu Qin

We study the convergence properties of decentralized fictitious play (DFP) for the class of near-potential games where the incentives of agents are nearly aligned with a potential function. In DFP, agents share information only with their…

Optimization and Control · Mathematics 2021-03-19 Sarper Aydın , Sina Arefizadeh , Ceyhun Eksin

In this letter, we study distributed optimization and Nash equilibrium-seeking dynamics from a contraction theoretic perspective. Our first result is a novel bound on the logarithmic norm of saddle matrices. Second, for distributed gradient…

Optimization and Control · Mathematics 2023-09-25 Anand Gokhale , Alexander Davydov , Francesco Bullo

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

Optimization and Control · Mathematics 2020-04-10 Andrew R Romano , Lacra Pavel