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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 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 the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm based on the preconditioned…

Optimization and Control · Mathematics 2020-02-24 Barbara Franci , Sergio Grammatico

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

Optimization and Control · Mathematics 2021-07-15 Barbara Franci , Sergio Grammatico

We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…

Optimization and Control · Mathematics 2021-11-05 Barbara Franci , Sergio Grammatico

We consider a stochastic generalized Nash equilibrium problem (GNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm by exploiting the forward-backward operator…

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

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

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Angelia Nedić , Sergio Grammatico

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…

Optimization and Control · Mathematics 2020-09-11 Mattia Bianchi , Sergio Grammatico

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 consider the Nash equilibrium problem in a partial-decision information scenario. Specifically, each agent can only receive information from some neighbors via a communication network, while its cost function depends on the strategies of…

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

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

Optimization and Control · Mathematics 2025-11-18 Kaixin Du , Min Meng

In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Yuanhanqing Huang , Jianghai Hu

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

Optimization and Control · Mathematics 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…

Optimization and Control · Mathematics 2020-03-31 Yipeng Pang , Guoqiang Hu

This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…

Computer Science and Game Theory · Computer Science 2024-12-13 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedić

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Sergio Grammatico

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

Optimization and Control · Mathematics 2023-10-25 Tatiana Tatarenko , Angelia Nedich

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

Computer Science and Game Theory · Computer Science 2023-09-15 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić
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