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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

We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm based on the preconditioned…

Optimization and Control · Mathematics 2020-02-24 Barbara Franci , Sergio Grammatico

Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…

Neural and Evolutionary Computing · Computer Science 2026-01-07 Alireza Rezaee

We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…

Optimization and Control · Mathematics 2022-10-28 Filippo Fabiani , Barbara Franci , Simone Sagratella , Martin Schmidt , Mathias Staudigl

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

We present a new, distributed method to compute approximate Nash equilibria in bimatrix games. In contrast to previous approaches that analyze the two payoff matrices at the same time (for example, by solving a single LP that combines the…

Computer Science and Game Theory · Computer Science 2018-10-12 Artur Czumaj , Argyrios Deligkas , Michail Fasoulakis , John Fearnley , Marcin Jurdziński , Rahul Savani

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

Probability · Mathematics 2023-08-30 Liron Ravner , Ran I. Snitkovsky

We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…

Optimization and Control · Mathematics 2023-04-20 Mattia Bianchi , Emilio Benenati , Sergio Grammatico

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

Optimization and Control · Mathematics 2022-04-06 Yuanhanqing Huang , Jianghai Hu

With the proliferation of distributed generators and energy storage systems, traditional passive consumers in power systems have been gradually evolving into the so-called "prosumers", i.e., proactive consumers, which can both produce and…

Systems and Control · Electrical Eng. & Systems 2020-04-10 Zhaojian Wang , Feng Liu , Zhiyuan Ma , Yue Chen , Mengshuo Jia , Wei Wei , Qiuwei Wu

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

Optimization and Control · Mathematics 2023-01-13 Zahra Zahedi , Alireza Khayatian , Mohammad Mehdi Arefi , Shen Yin

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

We consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of…

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

This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been shown to be convergent under a suitable spectral property…

Optimization and Control · Mathematics 2018-02-08 Jinlong Lei , Uday V. Shanbhag , Jong-Shi Pang , Suvrajeet Sen

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Optimization and Control · Mathematics 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

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 investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…

Optimization and Control · Mathematics 2019-12-03 Dandan Yue , Ziyang Meng

This paper studies the global Nash equilibrium problem of leader-follower multi-agent dynamics, which yields consensus with a privacy information encrypted learning algorithm. With the secure hierarchical structure, the relationship between…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Kun Zhang , Ji-Feng Zhang , Rong Su , Huaguang Zhang

In this work, we introduce graphical modelsfor multi-player game theory, and give powerful algorithms for computing their Nash equilibria in certain cases. An n-player game is given by an undirected graph on n nodes and a set of n local…

Computer Science and Game Theory · Computer Science 2015-03-10 Michael Kearns , Michael L. Littman , Satinder Singh