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This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this…

Computer Science and Game Theory · Computer Science 2023-06-06 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…

Optimization and Control · Mathematics 2022-08-16 Ben Hambly , Renyuan Xu , Huining Yang

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

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…

Computer Science and Game Theory · Computer Science 2024-07-23 Constantinos Daskalakis , Noah Golowich , Nika Haghtalab , Abhishek Shetty

The goal of agents in multi-agent environments is to maximize total reward against the opposing agents that are encountered. Following a game-theoretic solution concept, such as Nash equilibrium, may obtain a strong performance in some…

Computer Science and Game Theory · Computer Science 2026-01-05 Sam Ganzfried

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

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…

Computer Science and Game Theory · Computer Science 2026-03-19 Pablo Krupa , Alberto Bemporad

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

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

Bargaining networks model the behavior of a set of players that need to reach pairwise agreements for making profits. Nash bargaining solutions are special outcomes of such games that are both stable and balanced. Kleinberg and Tardos…

Computer Science and Game Theory · Computer Science 2010-05-10 Yashodhan Kanoria , Mohsen Bayati , Christian Borgs , Jennifer Chayes , Andrea Montanari

Constrained Markov games offer a formal mathematical framework for modeling multi-agent reinforcement learning problems where the behavior of the agents is subject to constraints. In this work, we focus on the recently introduced class of…

Machine Learning · Computer Science 2024-02-29 Philip Jordan , Anas Barakat , Niao He

This paper aims to accommodate games in which the players' dynamics are subject to un-modeled and disturbance terms. The un-modeled and disturbance terms are regarded as extended states for which observers are designed to estimate them.…

Optimization and Control · Mathematics 2020-04-22 Maojiao Ye

Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…

Computer Science and Game Theory · Computer Science 2024-04-02 Elie Eshoa , Ali R. Zomorrodi

We consider the non-convex non-concave objective function in two-player zero-sum continuous games. The existence of pure Nash equilibrium requires stringent conditions, posing a major challenge for this problem. To circumvent this…

Optimization and Control · Mathematics 2024-11-20 Shihong Ding , Hanze Dong , Cong Fang , Zhouchen Lin , Tong Zhang

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…

Optimization and Control · Mathematics 2020-06-18 Maojiao Ye , Jizhao Yin , Le Yin

We propose an efficient algorithm for finding first-order Nash equilibria in min-max problems of the form $\min_{x \in X}\max_{y\in Y} F(x,y)$, where the objective function is smooth in both variables and concave with respect to $y$; the…

Optimization and Control · Mathematics 2021-05-04 Dmitrii M. Ostrovskii , Andrew Lowy , Meisam Razaviyayn

We study in this paper privacy protection in fully distributed Nash equilibrium seeking where a player can only access its own cost function and receive information from its immediate neighbors over a directed communication network. In view…

Computer Science and Game Theory · Computer Science 2023-04-11 Yongqiang Wang , Tamer Basar

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…

Computer Science and Game Theory · Computer Science 2026-01-30 Mao Fabrice Djete , Nizar Touzi

This paper addresses a class of Nash equilibrium (NE) seeking problems in coalition games involving both local and coupling constraints for multiple Euler-Lagrange (EL) systems subject to disturbances of unknown bounds. Within each…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Cheng Yuwen , Jialing Zhou , Meng Luan , Guanghui Wen , Tingwen Huang

In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , S. Rasoul Etesami
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