Related papers: Distributed Nash Equilibrium Seeking for Monotone …

We analyze a simple variant of the Goldfarb-Idnani (GI) dual active-set method for computing variational generalized Nash equilibria of strongly monotone N-player games with convex quadratic costs and shared affine inequality and equality…

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…

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

In this letter, we study distributed optimization and Nash equilibrium-seeking dynamics from a contraction theoretic perspective. Our first result is a novel bound on the logarithmic norm of saddle matrices. Second, for distributed gradient…

We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only…

An extensive literature in economics and social science addresses contests, in which players compete to outperform each other on some measurable criterion, often referred to as a player's score, or output. Players incur costs that are an…

Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more…

We consider continuous-time equilibrium seeking in monotone aggregative games with coupling constraints. We propose semi-decentralized integral dynamics and prove their global convergence to a variational generalized aggregative or Nash…

In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…

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…

The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…

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…

Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…

This paper investigates a class of general linear-quadratic mean field games with common noise, where the diffusion terms of the system contain the state variables, control variables, and the average state terms. We solve the problem using…

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…

This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…

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…