Related papers: Equilibrium modeling and solution approaches inspi…
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…
We propose an augmented Lagrangian-type algorithm for the solution of generalized Nash equilibrium problems (GNEPs). Specifically, we discuss the convergence properties with regard to both feasibility and optimality of limit points. This is…
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…
We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…
Signaling game problems investigate communication scenarios where encoder(s) and decoder(s) have misaligned objectives due to the fact that they either employ different cost functions or have inconsistent priors. This problem has been…
Disjointly constrained multilinear programming concerns the problem of maximizing a multilinear function on the product of finitely many disjoint polyhedra. While maximizing a linear function on a polytope (linear programming) is known to…
Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…
In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
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…
We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…
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…
We consider Nash-Cournot oligopolistic equilibrium models involving separable concave cost functions. In contrast to the models with linear and convex cost functions, in these models a local equilibrium point may not be a global one. We…
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…
We study the convergence to local Nash equilibria of gradient methods for two-player zero-sum differentiable games. It is well-known that such dynamics converge locally when $S \succ 0$ and may diverge when $S=0$, where $S\succeq 0$ is the…
Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the…
We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…
Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…
We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…
Nash equilibrium} (NE) can be stated as a formal theorem on a multilinear form, free of game theory terminology. On the other hand, inspired by this formalism, we state and prove a {\it multilinear minimax theorem}, a generalization of von…