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In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

Optimization and Control · Mathematics 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

This paper considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…

Computer Science and Game Theory · Computer Science 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

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

This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…

Optimization and Control · Mathematics 2024-04-12 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

We study distributionally robust Markov games (DR-MGs) with the average-reward criterion, a framework for multi-agent decision-making under uncertainty over extended horizons. In average reward DR-MGs, agents aim to maximize their…

Multiagent Systems · Computer Science 2025-12-12 Zachary Roch , Yue Wang

The paper addresses a problem of sequential bilateral bargaining with incomplete information. We proposed a decision model that helps agents to successfully bargain by performing indirect negotiation and learning the opponent's model.…

Computer Science and Game Theory · Computer Science 2024-09-11 Tatiana V. Guy , Jitka Homolová , Aleksej Gaj

Various social contexts ranging from public goods provision to information collection can be depicted as games of strategic interactions, where a player's well-being depends on her own action as well as on the actions taken by her…

Physics and Society · Physics 2015-04-01 Giulio Cimini , Claudio Castellano , Angel Sánchez

Generative Adversarial Networks (GANs) learn an implicit generative model from data samples through a two-player game. In this paper, we study the existence of Nash equilibrium of the game which is consistent as the number of data samples…

Machine Learning · Statistics 2022-09-13 Sixin Zhang

We discuss and solve a model for a game with many players, where a subset of truely deciding players is embedded into a hierarchy of dependent agents. These interdependencies modify the game matrix and the Nash equilibria for the deciding…

Computer Science and Game Theory · Computer Science 2015-04-16 Elisabeth Kraus , Simon D. Lentner

We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…

Optimization and Control · Mathematics 2021-03-18 Yuanhanqing Huang , Jianghai Hu

In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting…

Optimization and Control · Mathematics 2021-03-25 Shisheng Cui , Barbara Franci , Sergio Grammatico , Uday V. Shanbhag , Mathias Staudigl

Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…

Machine Learning · Computer Science 2026-05-01 Eason Yu , Tzu Hao Liu , Clément L. Canonne , Yunke Wang , Chang Xu , Nguyen H. Tran , Stefano V. Albrecht

In this paper a consensus has been constructed in a social network which is modeled by a stochastic differential game played by agents of that network. Each agent independently minimizes a cost function which represents their motives. A…

Statistics Theory · Mathematics 2021-07-13 Paramahansa Pramanik

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

This paper investigates the problem of database-assisted spectrum access in dynamic TV white spectrum networks, in which the active user set is varying. Since there is no central controller and information exchange, it encounters dynamic…

Information Theory · Computer Science 2016-11-17 Yuhua Xu , Yitao Xu , Alagan Anpalagan

In this paper, we study proximal type dynamics in the context of noncooperative multi-agent network games. These dynamics arise in different applications, since they describe distributed decision making in multi-agent networks, e.g., in…

Optimization and Control · Mathematics 2019-09-26 Carlo Cenedese , Giuseppe Belgioioso , Yu Kawano , Sergio Grammatico , Ming Cao

This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…

Optimization and Control · Mathematics 2026-04-06 Jun Hu , Chao Sun , Chen Bo , Jianzheng Wang , Zheming Wang

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

Coordination games have been of interest to game theorists, economists, and ecologists for many years to study such problems as the emergence of local conventions and the evolution of cooperative behavior. Approaches for understanding the…

Computer Science and Game Theory · Computer Science 2025-07-09 John S. McAlister , Nina H. Fefferman

Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

Computer Science and Game Theory · Computer Science 2022-02-21 Kai Cui , Heinz Koeppl