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In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a…

Optimization and Control · Mathematics 2022-04-19 Yutao Tang , Peng Yi , Yanqiong Zhang , Dawei Liu

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

In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games…

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

In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting…

Optimization and Control · Mathematics 2021-03-25 Shisheng Cui , Barbara Franci , Sergio Grammatico , Uday V. Shanbhag , Mathias Staudigl

We propose locally convergent Nash equilibrium seeking algorithms for $N$-player noncooperative games, which use distributed event-triggered pseudo-gradient estimates. The proposed approach employs sinusoidal perturbations to estimate the…

Optimization and Control · Mathematics 2025-05-13 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Tamer Basar

This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…

Optimization and Control · Mathematics 2021-08-17 Maojiao Ye , Lei Ding , Shengyuan Xu

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,…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Zhenhua Deng , Yangyang Liu

We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Maryam Kamgarpour

In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…

Optimization and Control · Mathematics 2024-12-02 Yuyang Qiu , Farzad Yousefian , Brian Zhang

In this paper, we propose a distributed primal-dual algorithm for computation of a generalized Nash equilibrium (GNE) in noncooperative games over network systems. In the considered game, not only each player's local objective function…

Optimization and Control · Mathematics 2019-12-10 Peng Yi , Lacra Pavel

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

We consider a system of single- or double integrator agents playing a generalized Nash game over a network, in a partial-information scenario. We address the generalized Nash equilibrium seeking problem by designing a fully-distributed…

Optimization and Control · Mathematics 2021-05-07 Mattia Bianchi , Sergio Grammatico

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

Computer Science and Game Theory · Computer Science 2020-04-10 Farzad Salehisadaghiani , Lacra Pavel

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Seyed Shahram Yadollahi , Hamed Kebriaei , Sadegh Soudjani

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

We observe that a significant class of Nash equilibrium problems in non-potential games can be associated with monotone inclusion problems. We propose splitting techniques to solve such problems and establish their convergence. Applications…

Optimization and Control · Mathematics 2011-06-02 Luis M. Briceno-Arias , Patrick L. Combettes

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 present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the…

Optimization and Control · Mathematics 2020-02-17 Barbara Franci , Mathias Staudigl , Sergio Grammatico

We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

We consider the basic problem of approximating Nash equilibria in noncooperative games. For monotone games, we design continuous time flows which converge in an averaged sense to Nash equilibria. We also study mean field equilibria, which…

Functional Analysis · Mathematics 2022-03-25 Ryan Hynd