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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 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…

Optimization and Control · Mathematics 2025-05-13 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Tamer Basar

We consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational…

Optimization and Control · Mathematics 2024-11-14 Tatiana Tatarenko , Maryam Kamgarpour

Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…

Computer Science and Game Theory · Computer Science 2022-10-20 Denizalp Goktas , Amy Greenwald

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Computer Science and Game Theory · Computer Science 2022-02-07 Ian Gemp , Rahul Savani , Marc Lanctot , Yoram Bachrach , Thomas Anthony , Richard Everett , Andrea Tacchetti , Tom Eccles , János Kramár

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

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

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…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Marta Fochesato , Filippo Fabiani , John Lygeros

We address differential privacy for fully distributed aggregative games with shared coupling constraints. By co-designing the generalized Nash equilibrium (GNE) seeking mechanism and the differential-privacy noise injection mechanism, we…

Computer Science and Game Theory · Computer Science 2024-07-17 Yongqiang Wang

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

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis

In this paper, we investigate a prescribed-time and fully distributed Nash Equilibrium (NE) seeking problem for continuous-time noncooperative games. By exploiting pseudo-gradient play and consensus-based schemes, various distributed NE…

Systems and Control · Electrical Eng. & Systems 2020-09-25 Zhi Feng , Guoqiang Hu

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…

Optimization and Control · Mathematics 2020-07-02 Florian Schäfer , Anima Anandkumar

Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but not its rivals' types, and Bayesian Nash equilibrium (BNE) is…

Optimization and Control · Mathematics 2025-01-22 Yuan Tao , Huifu Xu

This paper explores distributed Nash equilibrium seeking problems for games in which the players have limited knowledge on other players' actions. In particular, the involved players are considered to be high-order integrators with their…

Optimization and Control · Mathematics 2021-08-17 Maojiao Ye , Lei Ding , Shengyuan Xu

Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…

Computer Science and Game Theory · Computer Science 2019-10-29 Zehao Dou , Xiang Yan , Dongge Wang , Xiaotie Deng

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

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

Save for some special cases, current training methods for Generative Adversarial Networks (GANs) are at best guaranteed to converge to a `local Nash equilibrium` (LNE). Such LNEs, however, can be arbitrarily far from an actual Nash…

Machine Learning · Computer Science 2019-11-19 Frans A. Oliehoek , Rahul Savani , Jose Gallego , Elise van der Pol , Roderich Groß

Data mining and knowledge discovery are two important growing research fields in the last two decades due to the abundance of data collected from various sources. The exponentially growing volumes of generated data urge the development of…

Computer Science and Game Theory · Computer Science 2020-07-13 Dalila Kessira , Mohand-Tahar Kechadi
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