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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

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Peng Yi , Yiguang Hong

In this paper, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As…

Systems and Control · Electrical Eng. & Systems 2020-07-23 Suad Krilašević , Sergio Grammatico

The problem of the distributed Nash equilibrium seeking for aggregative games has been studied over strongly connected and weight-balanced static networks and every time strongly connected and weight-balanced switching networks. In this…

Optimization and Control · Mathematics 2024-05-14 Zhaocong Liu , Jie Huang

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…

Optimization and Control · Mathematics 2021-06-02 Barbara Franci , Sergio Grammatico

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

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

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…

Optimization and Control · Mathematics 2022-06-14 Wicak Ananduta , Sergio Grammatico

This paper develops a distributed Nash Equilibrium seeking algorithm for heterogeneous multi-robot systems. The algorithm utilises distributed optimisation and output control to achieve the Nash equilibrium by leveraging information shared…

Robotics · Computer Science 2025-09-22 Yi Dong , Zhongguo Li , Sarvapali D. Ramchurn , Xiaowei Huang

With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is…

Optimization and Control · Mathematics 2022-10-06 Yongkai Xie , Zhaojian Wang , John Z. F. Pang , Bo Yang , Xinping Guan

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

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

The decision making and management of many engineering networks involves multiple parties with conflicting interests, while each party is constituted with multiple agents. Such problems can be casted as a multi-cluster game. Each cluster is…

Computer Science and Game Theory · Computer Science 2022-05-25 Yue Chen , Peng Yi

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

Optimization and Control · Mathematics 2025-07-18 Tatiana Tatarenko , Angelia Nedich

We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a…

Optimization and Control · Mathematics 2020-08-14 Dian Gadjov , Lacra Pavel

In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…

Optimization and Control · Mathematics 2021-08-30 Gehui Xu , Guanpu Chen , Hongsheng Qi , Yiguang Hong

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…

Optimization and Control · Mathematics 2022-05-17 Tongyu Wang , Peng Yi , Jie Chen

Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…

Optimization and Control · Mathematics 2025-12-10 Stuart M. Harwood , Dimitri J. Papageorgiou

The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…

Optimization and Control · Mathematics 2025-08-19 Shota Matsuo , Keita Kume , Isao Yamada

We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to…

Computational Engineering, Finance, and Science · Computer Science 2018-07-23 Lorenzo Nespoli , Matteo Salani , Vasco Medici

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