Related papers: Distributed Nash Equilibrium Seeking for Monotone …
In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…
We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…
We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all players' local decisions coupled with a shared affine…
In this paper, we propose an equilibrium-seeking algorithm for finding generalized Nash equilibria of non-cooperative monotone convex quadratic games. Specifically, we recast the Nash equilibrium-seeking problem as variational inequality…
This paper addresses the problem of distributed online generalized Nash equilibrium (GNE) learning for multi-cluster games with delayed feedback information. Specifically, each agent in the game is assumed to be informed a sequence of local…
The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…
This paper investigates the privacy-preserving distributed Nash equilibrium seeking problem for aggregative games. A novel differential privacy mechanism is designed by incorporating stochastic event-triggering with stochastic quantization,…
We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…
We consider the problem of distributed channel allocation in large networks under the frequency-selective interference channel. Performance is measured by the weighted sum of achievable rates. Our proposed algorithm is a modified Fictitious…
Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…
With the proliferation of distributed generators and energy storage systems, traditional passive consumers in power systems have been gradually evolving into the so-called "prosumers", i.e., proactive consumers, which can both produce and…
Nash Equilibrium and its robust counterpart, Distributionally Robust Nash Equilibrium (DRNE), are fundamental problems in game theory with applications in economics, engineering, and machine learning. This paper addresses the problem of…
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…
In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…
The standard risk minimization paradigm of machine learning is brittle when operating in environments whose test distributions are different from the training distribution due to spurious correlations. Training on data from many…
This paper considers the design of fully distributed Nash equilibrium seeking strategies for multi-agent games. To develop fully distributed seeking strategies, two adaptive control laws, including a node-based control law and an edge-based…
In competitive multi-player interactions, simultaneous optimality is a key requirement for establishing strategic equilibria. This property is explicit when the game-theoretic equilibrium is the simultaneously optimal solution of coupled…
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…
In this paper, the generalized Nash equilibrium (GNE) seeking problem for continuous games with coupled affine inequality constraints is investigated in a partial-decision information scenario, where each player can only access its…
We are concerned with finding Nash Equilibria in agent-based multi-cluster games, where agents are separated into distinct clusters. While the agents inside each cluster collaborate to achieve a common goal, the clusters are considered to…