Related papers: A continuous-time distributed generalized Nash equ…
In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…
In this paper, continuous-time noncooperative games in networks of double-integrator agents are explored. The existing methods require that agents communicate with their neighbors in real time. In this paper, we propose two discrete-time…
This paper addresses the problem of learning a Nash equilibrium in $\gamma$-discounted multiplayer general-sum Markov Games (MG). A key component of this model is the possibility for the players to either collaborate or team apart to…
This paper explores distributed aggregative games in multi-agent systems. Current methods for finding distributed Nash equilibrium require players to send original messages to their neighbors, leading to communication burden and privacy…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
The distributed computation of a Nash equilibrium in aggregative games is gaining increased traction in recent years. Of particular interest is the mediator-free scenario where individual players only access or observe the decisions of…
A classic model to study strategic decision making in multi-agent systems is the normal-form game. This model can be generalised to allow for an infinite number of pure strategies leading to continuous games. Multi-objective normal-form…
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…
Generalized Nash Equilibrium Problems (GNEPs) arise in many applications, including non-cooperative multi-agent control problems. Although many methods exist for finding generalized Nash equilibria, most of them rely on assuming knowledge…
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…
In the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…
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…
This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…
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…
This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…
We consider seeking generalized Nash equilibria (GNE) for noncooperative games with coupled nonlinear constraints over networks. We first revisit a well-known gradientplay dynamics from a passivity-based perspective, and address that the…
In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…
We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…
This work investigates a problem of simultaneous global cost minimization and Nash equilibrium seeking, which commonly exists in $N$-cluster non-cooperative games. Specifically, the agents in the same cluster collaborate to minimize a…
With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is…