Related papers: Stochastic generalized Nash equilibrium seeking in…
In this paper, the problem of finding a generalized Nash equilibrium (GNE) of a networked game is studied. Players are only able to choose their decisions from a feasible action set. The feasible set is considered to be a private linear…
This paper addresses the problem of distributed online generalized Nash equilibrium (GNE) learning for multi-cluster games with delayed feedback information. Specifically, each agent in the game is assumed to be informed a sequence of local…
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…
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…
We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in aggregative games are preconditioned forward-backward splitting methods applied to the KKT operator of the game. Specifically, we…
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…
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…
Distributed strategic learning has been getting attention in recent years. As systems become distributed finding Nash equilibria in a distributed fashion is becoming more important for various applications. In this paper, we develop a…
We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…
We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
Game theory finds nowadays a broad range of applications in engineering and machine learning. However, in a derivative-free, expensive black-box context, very few algorithmic solutions are available to find game equilibria. Here, we propose…
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…
A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…
In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…
We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…
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…
This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…
This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…