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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

In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…

Optimization and Control · Mathematics 2023-02-27 Xin Cai , Feng Xiao , Bo Wei

We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…

Probability · Mathematics 2023-08-30 Liron Ravner , Ran I. Snitkovsky

We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…

Optimization and Control · Mathematics 2021-03-18 Yuanhanqing Huang , Jianghai Hu

We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost…

Systems and Control · Computer Science 2017-10-18 Francesca Parise , Basilio Gentile , John Lygeros

Computing Nash equilibrium in multi-agent games is a longstanding challenge at the interface of game theory and computer science. It is well known that a general normal form game in N players and k strategies requires exponential space…

Computer Science and Game Theory · Computer Science 2021-12-09 Morris Yau

Synthesis of finite-state controllers from high-level specifications in multi-agent systems can be reduced to solving multi-player concurrent games over finite graphs. The complexity of solving such games with qualitative objectives for…

Computer Science and Game Theory · Computer Science 2018-09-28 Shaull Almagor , Rajeev Alur , Suguman Bansal

In a graphical game agents play with their neighbors on a graph to achieve an appropriate state of equilibrium. Here relevant problems are characterizing the equilibrium set and discovering efficient algorithms to find such an equilibrium…

Statistical Mechanics · Physics 2011-09-06 A. Ramezanpour , J. Realpe-Gomez , R. Zecchina

In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As…

Systems and Control · Electrical Eng. & Systems 2020-07-23 Suad Krilašević , Sergio Grammatico

Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…

Optimization and Control · Mathematics 2021-10-22 Steven-Marian Stengl

This paper shows the existence of $\mathcal{O}(\frac{1}{n^\gamma})$-Nash equilibria in $n$-player noncooperative sum-aggregative games in which the players' cost functions, depending only on their own action and the average of all players'…

Optimization and Control · Mathematics 2022-09-27 Kang Liu , Nadia Oudjane , Cheng Wan

We consider distributed computation of generalized Nash equilibrium (GNE) over networks, in games with shared coupling constraints. Existing methods require that each player has full access to opponents' decisions. In this paper, we assume…

Optimization and Control · Mathematics 2024-10-30 Lacra Pavel

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Suad Krilašević , Sergio Grammatico

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Emilio Benenati , Wicak Ananduta , Sergio Grammatico

We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for…

Computer Science and Game Theory · Computer Science 2016-04-12 Siddharth Barman , Katrina Ligett , Georgios Piliouras

We consider the stochastic generalized Nash equilibrium problem (SGNEP) with joint feasibility constraints and expected-value cost functions. We propose a distributed stochastic projected reflected gradient algorithm and show its almost…

Optimization and Control · Mathematics 2021-03-22 Barbara Franci , Sergio Grammatico

Coordination games have been of interest to game theorists, economists, and ecologists for many years to study such problems as the emergence of local conventions and the evolution of cooperative behavior. Approaches for understanding the…

Computer Science and Game Theory · Computer Science 2025-07-09 John S. McAlister , Nina H. Fefferman

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…

Optimization and Control · Mathematics 2024-05-06 Margarida Carvalho , Gabriele Dragotto , Andrea Lodi , Sriram Sankaranarayanan

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…

Optimization and Control · Mathematics 2023-09-15 Hanzheng Zhang , Guanpu Chen , Yiguang Hong

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

Optimization and Control · Mathematics 2026-05-22 Jianing Chen , Sitian Qin , Chuangyin Dang
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