Related papers: Stochastic generalized Nash equilibrium seeking un…
This paper is concerned with a non-zero sum differential game problem of an anticipated forward-backward stochastic differential delayed equation under partial information. We establish a necessary maximum principle and sufficient…
In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…
Nash equilibrium is a central solution concept for reasoning about self-interested agents. We address the problem of synthesizing Nash equilibria in two-player deterministic games on graphs, where players have private, partially-ordered…
This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…
In this paper, the problem of finding a generalized Nash equilibrium (GNE) of a networked game is studied. Players are only able to choose their decisions from a feasible action set. The feasible set is considered to be a private linear…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…
We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman…
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…
We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…
Distributed power control for parallel Gaussian interference channels recently draws great interests. However, all existing works only studied this problem under deterministic communication channels and required certain perfect information…
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…
We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…
In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the…
In this paper a consensus has been constructed in a social network which is modeled by a stochastic differential game played by agents of that network. Each agent independently minimizes a cost function which represents their motives. A…
We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…
This paper studies an $N$-coalition non-cooperative game problem, where the players in the same coalition cooperatively minimize the sum of their local cost functions under a directed communication graph, while collectively acting as a…
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 investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be potential. As may happen in practical cases, however, we envision…
To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we extend the Tikhonov method for equilibrium selection in…