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This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…

Computer Science and Game Theory · Computer Science 2022-03-04 Jong Gwang Kim

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

We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…

Computer Science and Game Theory · Computer Science 2024-02-13 Nikolas Patris , Stelios Stavroulakis , Fivos Kalogiannis , Rose Zhang , Ioannis Panageas

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

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

Computer Science and Game Theory · Computer Science 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Sergio Grammatico

In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…

Optimization and Control · Mathematics 2024-12-02 Yuyang Qiu , Farzad Yousefian , Brian Zhang

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

In this note, we study a class of deterministic finite-horizon linear-quadratic difference games with coupled affine inequality constraints involving both state and control variables. We show that the necessary conditions for the existence…

Optimization and Control · Mathematics 2025-10-06 Partha Sarathi Mohapatra , Puduru Viswanadha Reddy

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

This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Kai-Yuan Guo , Yan-Wu Wang , Xiao-Kang Liu , Zhi-Wei Liu

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…

Optimization and Control · Mathematics 2015-09-23 Minghui Zhu , Emilio Frazzoli

The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

We analyze a simple variant of the Goldfarb-Idnani (GI) dual active-set method for computing variational generalized Nash equilibria of strongly monotone N-player games with convex quadratic costs and shared affine inequality and equality…

Optimization and Control · Mathematics 2026-05-21 Alberto Bemporad

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a…

Computer Science and Game Theory · Computer Science 2021-07-28 Tatiana Tatarenko , Jan Zimmermann , Jürgen Adamy

Generative adversarial networks (GANs) represent a zero-sum game between two machine players, a generator and a discriminator, designed to learn the distribution of data. While GANs have achieved state-of-the-art performance in several…

Machine Learning · Computer Science 2020-02-24 Farzan Farnia , Asuman Ozdaglar

In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Wei Huo , Kam Fai Elvis Tsang , Yamin Yan , Karl Henrik Johansson , Ling Shi

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

We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Maryam Kamgarpour
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