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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

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

Computer Science and Game Theory · Computer Science 2020-04-10 Farzad Salehisadaghiani , Lacra Pavel

In this tutorial, we present a computational overview on computing Nash equilibria in Integer Programming Games ($IPG$s), $i.e.$, how to compute solutions for a class of non-cooperative and nonconvex games where each player solves a…

Optimization and Control · Mathematics 2023-06-13 Margarida Carvalho , Gabriele Dragotto , Andrea Lodi , Sriram Sankaranarayanan

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Computer Science and Game Theory · Computer Science 2021-02-19 Sam Ganzfried

In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalised Nash equilibrium problems (GNEP). In the Dynkin game this reveals novel equilibria of threshold type…

Probability · Mathematics 2022-08-09 Randall Martyr , John Moriarty

Variational inequality problems allow for capturing an expansive class of problems, including convex optimization problems, convex Nash games and economic equilibrium problems, amongst others. Yet in most practical settings, such problems…

Optimization and Control · Mathematics 2017-02-17 Uma V. Ravat , Uday V. Shanbhag

We study the computational complexity of Nash equilibria in concurrent games with limit-average objectives. In particular, we prove that the existence of a Nash equilibrium in randomised strategies is undecidable, while the existence of a…

Computer Science and Game Theory · Computer Science 2011-09-29 Michael Ummels , Dominik Wojtczak

Generalized Nash equilibria are used in multi-agent control applications to model strategic interactions between agents that are coupled in the cost, dynamics, and constraints, and provide the foundations for game-theoretic MPC (Receding…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Sophie Hall , Florian Dörfler , Timm Faulwasser

We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg , Martin Weigt

This paper studies two fundamental problems in regularized Graphon Mean-Field Games (GMFGs). First, we establish the existence of a Nash Equilibrium (NE) of any $\lambda$-regularized GMFG (for $\lambda\geq 0$). This result relies on weaker…

Computer Science and Game Theory · Computer Science 2023-10-13 Fengzhuo Zhang , Vincent Y. F. Tan , Zhaoran Wang , Zhuoran Yang

We study natural improvement dynamics in weighted congestion games with polynomial latencies of maximum degree $d\geq 1$. We focus on two problems regarding the existence and efficiency of approximate pure Nash equilibria, with a reasonable…

Computer Science and Game Theory · Computer Science 2020-11-09 Ioannis Caragiannis , Angelo Fanelli

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

One of the natural objectives of the field of the social networks is to predict agents' behaviour. To better understand the spread of various products through a social network arXiv:1105.2434 introduced a threshold model, in which the nodes…

Computer Science and Game Theory · Computer Science 2013-04-09 Sunil Simon , Krzysztof R. Apt

We analyse the computational complexity of finding Nash equilibria in turn-based stochastic multiplayer games with omega-regular objectives. We show that restricting the search space to equilibria whose payoffs fall into a certain interval…

Computer Science and Game Theory · Computer Science 2015-07-01 Michael Ummels , Dominik Wojtczak

Equilibrium solution concepts of normal-form games, such as Nash equilibria, correlated equilibria, and coarse correlated equilibria, describe the joint strategy profiles from which no player has incentive to unilaterally deviate. They are…

Computer Science and Game Theory · Computer Science 2023-04-21 Luke Marris , Ian Gemp , Georgios Piliouras

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

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…

Optimization and Control · Mathematics 2024-10-28 Xin Cai , Feng Xiao , Bo Wei , Mei Yu , Fang Fang

We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained games, along with a necessary and sufficient condition for…

Optimization and Control · Mathematics 2025-09-16 Zachary Feinstein , Andreas Löhne , Birgit Rudloff

In this paper we consider strong Nash equilibria, in mixed strategies, for finite games. Any strong Nash equilibrium outcome is Pareto efficient for each coalition. First, we analyze the two--player setting. Our main result, in its simplest…

Optimization and Control · Mathematics 2015-03-02 Eleonora Braggion , Nicola Gatti , Roberto Lucchetti , Tuomas Sandholm