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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 consider the dynamic behavior of several variants of the Network Creation Game, introduced by Fabrikant et al. [PODC'03]. Equilibrium networks in these models have desirable properties like low social cost and small diameter, which makes…

Computer Science and Game Theory · Computer Science 2013-05-29 Bernd Kawald , Pascal Lenzner

In this paper, we study finite-agent linear-quadratic games on graphs. Specifically, we propose a comprehensive framework that extends the existing literature by incorporating heterogeneous and interpretable player interactions. Compared to…

Optimization and Control · Mathematics 2025-11-19 Ruimeng Hu , Jihao Long , Haosheng Zhou

Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single…

Multiagent Systems · Computer Science 2020-10-26 Nelson Vadori , Sumitra Ganesh , Prashant Reddy , Manuela Veloso

The paper proves convergence to global optima for a class of distributed algorithms for nonconvex optimization in network-based multi-agent settings. Agents are permitted to communicate over a time-varying undirected graph. Each agent is…

Optimization and Control · Mathematics 2019-03-19 Brian Swenson , Soummya Kar , H. Vincent Poor , Jose' M. F. Moura

Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…

Computer Science and Game Theory · Computer Science 2012-12-19 Thomas Brihaye , Julie De Pril , Sven Schewe

We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function $f_i+r_i$, $f_i$ is a smooth expectation-valued function dependent on its own strategy…

Optimization and Control · Mathematics 2024-06-28 Jinlong Lei , Uday V. Shanbhag , Jie Chen

We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize…

Optimization and Control · Mathematics 2022-06-24 Mattia Bianchi , Sergio Grammatico

We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…

Computer Science and Game Theory · Computer Science 2024-06-14 Carlos Martin , Tuomas Sandholm

Graphical games are a useful framework for modeling the interactions of (selfish) agents who are connected via an underlying topology and whose behaviors influence each other. They have wide applications ranging from computer science to…

Computer Science and Game Theory · Computer Science 2021-04-27 Juho Hirvonen , Laura Schmid , Krishnendu Chatterjee , Stefan Schmid

We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…

Optimization and Control · Mathematics 2013-03-20 Farzad Yousefian , Angelia Nedich , Uday V. Shanbhag

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

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a…

Optimization and Control · Mathematics 2022-04-19 Yutao Tang , Peng Yi , Yanqiong Zhang , Dawei Liu

This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…

Optimization and Control · Mathematics 2024-05-27 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

Computer Science and Game Theory · Computer Science 2026-05-06 Mukesh Ghimire , Zhe Xu , Yi Ren

This paper investigates the Nash equilibrium seeking problems for networked games with intermittent communication, where each player is capable of communicating with other players intermittently over a strongly connected and directed graph.…

Optimization and Control · Mathematics 2023-10-05 Ying Zhai , Rui Yuan , Huan Su

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

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm

This work studies Nash equilibria for games where a mixture of coordinating and anti-coordinating agents, with possibly heterogeneous thresholds, coexist and interact through an all-to-all network. Whilst games with only coordinating or…

Computer Science and Game Theory · Computer Science 2021-06-18 Martina Vanelli , Laura Arditti , Giacomo Como , Fabio Fagnani
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