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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…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

This paper considers a time-varying game with $N$ players. Every time slot, players observe their own random events and then take a control action. The events and control actions affect the individual utilities earned by each player. The…

Computer Science and Game Theory · Computer Science 2014-02-04 Michael J. Neely

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 introduce a new class of population games that we call monotropic; these are games characterized by the presence of a unique globally neutrally stable Nash equilibrium. Monotropic games generalize strictly concave potential games and…

Computer Science and Game Theory · Computer Science 2014-04-22 Ioannis Avramopoulos

We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a…

Optimization and Control · Mathematics 2020-08-14 Dian Gadjov , Lacra Pavel

We study the convergence problem for mean field games with common noise and controlled volatility. We adopt the strategy recently put forth by Lauri\`ere and the second author, using the maximum principle to recast the convergence problem…

Probability · Mathematics 2023-10-20 Joe Jackson , Ludovic Tangpi

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 considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Optimization and Control · Mathematics 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

We study the existence and computation of Nash equilibria in concave games where the players' admissible strategies are subject to shared coupling constraints. Under playerwise concavity of constraints, we prove existence of Nash…

Computer Science and Game Theory · Computer Science 2026-02-09 Philip Jordan , Maryam Kamgarpour

We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…

Optimization and Control · Mathematics 2026-01-19 Alberto Domínguez Corella , Onésimo Hernández-Lerma

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

In this paper we establish quantitative convergence results for both open and closed-loop Nash equilibria of N-player stochastic differential games in the setting of Mean Field Games of Controls (MFGC), a class of models where interactions…

Probability · Mathematics 2025-07-24 Joe Jackson , Alpár R. Mészáros

This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…

Optimization and Control · Mathematics 2021-08-17 Maojiao Ye , Lei Ding , Shengyuan Xu

Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…

Optimization and Control · Mathematics 2024-04-24 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

Game theory studies situations in which strategic players can modify the state of a given system, due to the absence of a central authority. Solution concepts, such as Nash equilibrium, are defined to predict the outcome of such situations.…

Computer Science and Game Theory · Computer Science 2013-11-08 Diodato Ferraioli , Paul W. Goldberg , Carmine Ventre

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

In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalised Nash equilibrium problems (GNEP). In the Dynkin game this reveals novel equilibria of threshold type…

Probability · Mathematics 2022-08-09 Randall Martyr , John Moriarty

In this paper we study the nonzero-sum Dynkin game in continuous time which is a two player non-cooperative game on stopping times. We show that it has a Nash equilibrium point for general stochastic processes. As an application, we…

Pricing of Securities · Quantitative Finance 2008-12-10 Said Hamadene , Jianfeng Zhang

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

In this paper, the generalized Nash equilibrium (GNE) seeking problem for continuous games with coupled affine inequality constraints is investigated in a partial-decision information scenario, where each player can only access its…

Computer Science and Game Theory · Computer Science 2022-07-29 Min Meng , Xiuxian Li