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We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…

Optimization and Control · Mathematics 2018-10-24 Tatiana Tatarenko , Wei Shi , Angelia Nedich

This paper presents a game theoretic solution for joint channel allocation and power control in cognitive radio networks analyzed under the physical interference model. The objective is to find a distributed solution that maximizes the…

Networking and Internet Architecture · Computer Science 2025-01-29 J. R. Gallego , M. Canales , J. Ortin

In general, Nash equilibria in normal-form games may require players to play (probabilistically) mixed strategies. We define a measure of the complexity of finite probability distributions and study the complexity required to play Nash…

Computer Science and Game Theory · Computer Science 2024-05-14 Edan Orzech , Martin Rinard

Probabilistic model checking for stochastic games enables formal verification of systems that comprise competing or collaborating entities operating in a stochastic environment. Despite good progress in the area, existing approaches focus…

Logic in Computer Science · Computer Science 2019-07-09 Marta Kwiatkowska , Gethin Norman , David Parker , Gabriel Santos

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program…

Optimization and Control · Mathematics 2024-03-27 Miriam Fischer , Akshay Gupte

This paper considers the distributed strategy design for Nash equilibrium (NE) seeking in multi-cluster games under a partial-decision information scenario. In the considered game, there are multiple clusters and each cluster consists of a…

Optimization and Control · Mathematics 2022-06-08 Min Meng , Xiuxian Li

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Optimization and Control · Mathematics 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…

Optimization and Control · Mathematics 2023-02-20 Asrifa Sultana , Shivani Valecha

This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…

Dynamical Systems · Mathematics 2010-01-12 Iasson Karafyllis , Zhong-Ping Jiang , George Athanasiou

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

This paper considers a networked aggregative game (NAG) where the players are distributed over a communication network. By only communicating with a subset of players, the goal of each player in the NAG is to minimize an individual cost…

Optimization and Control · Mathematics 2021-05-13 Rongping Zhu , Jiaqi Zhang , Keyou You

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

Computer Science and Game Theory · Computer Science 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

Optimization and Control · Mathematics 2025-07-18 Georgios Pantazis , Reza Rahimi Baghbadorani , Sergio Grammatico

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…

Optimization and Control · Mathematics 2022-10-13 Sihan Zeng , Thinh T. Doan , Justin Romberg

A distributed Nash equilibrium seeking algorithm is presented for networked games. We assume an incomplete information available to each player about the other players' actions. The players communicate over a strongly connected digraph to…

Systems and Control · Computer Science 2019-12-10 Farzad Salehisadaghiani , Lacra Pavel

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yan Chen , Tao Li

A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

Optimization and Control · Mathematics 2020-01-23 Sören Christensen , Kristoffer Lindensjö