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In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

Optimization and Control · Mathematics 2023-11-28 George Pantazis , Filiberto Fele , Kostas Margellos

In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori developments of the so called scenario approach (Campi et al.,…

Optimization and Control · Mathematics 2020-03-26 George Pantazis , Filiberto Fele , Kostas Margellos

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

Optimization and Control · Mathematics 2022-04-05 Gehui Xu , Guanpu Chen , Hongsheng Qi

We consider a multi-agent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We…

Optimization and Control · Mathematics 2020-10-15 Filiberto Fele , Kostas Margellos

To verify the robustness of a program or protocol, it is common in the computer science community to rely on the theoretical framework of game theory. In particular, if one seeks to enforce a desired property, or specification, despite an…

Computer Science and Game Theory · Computer Science 2026-05-20 Léonard Brice

We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Marta Fochesato , Filippo Fabiani , John Lygeros

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Sergio Grammatico

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Peng Yi , Yiguang Hong

A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…

Theoretical Economics · Economics 2020-02-11 Giovanni Paolo Crespi , Davide Radi , Matteo Rocca

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…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Kai-Yuan Guo , Yan-Wu Wang , Xiao-Kang Liu , Zhi-Wei Liu

We develop a data-driven approach to the computation of a-posteriori feasibility certificates to the solution sets of variational inequalities affected by uncertainty. Specifically, we focus on instances of variational inequalities with a…

Optimization and Control · Mathematics 2022-02-17 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

We present a new model of incomplete information games without private information in which the players use a distributionally robust optimization approach to cope with the payoff uncertainty. With some specific restrictions, we show that…

Computer Science and Game Theory · Computer Science 2016-10-04 Nicolas Loizou

We investigate the complexity of bounding the uncertainty of graphical games, and we provide new insight into the intrinsic difficulty of computing Nash equilibria. In particular, we show that, if one adds very simple and natural additional…

Computer Science and Game Theory · Computer Science 2012-07-09 Gianluigi Greco , Francesco Scarcello

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

Optimization and Control · Mathematics 2024-11-05 Jie Huang

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Sergio Grammatico

We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…

Optimization and Control · Mathematics 2025-07-29 Georgios Pantazis , Barbara Franci , Sergio Grammatico
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