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We design a distributed algorithm for learning Nash equilibria over time-varying communication networks in a partial-decision information scenario, where each agent can access its own cost function and local feasible set, but can only…

Optimization and Control · Mathematics 2020-09-11 Mattia Bianchi , Sergio Grammatico

We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost…

Systems and Control · Computer Science 2017-10-18 Francesca Parise , Basilio Gentile , John Lygeros

Iterated regret minimization has been introduced recently by J.Y. Halpern and R. Pass in classical strategic games. For many games of interest, this new solution concept provides solutions that are judged more reasonable than solutions…

Computer Science and Game Theory · Computer Science 2015-05-18 Emmanuel Filiot , Tristan Le Gall , Jean-François Raskin

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

Network congestion games are a convenient model for reasoning about routing problems in a network: agents have to move from a source to a target vertex while avoiding congestion, measured as a cost depending on the number of players using…

Computer Science and Game Theory · Computer Science 2022-07-05 Aline Goeminne , Nicolas Markey , Ocan Sankur

The connection between games and no-regret algorithms has been widely studied in the literature. A fundamental result is that when all players play no-regret strategies, this produces a sequence of actions whose time-average is a…

Computer Science and Game Theory · Computer Science 2020-09-15 Zhe Feng , Guru Guruganesh , Christopher Liaw , Aranyak Mehta , Abhishek Sethi

This paper mainly investigates a class of distributed Variational Generalized Nash Equilibrium (VGNE) seeking problems for both online noncooperative games and online aggregative games with time-varying coupling inequality constraints. Two…

Optimization and Control · Mathematics 2026-04-13 Jianing Chen , Sichen Qian , Chuangyin Dang , Sitian Qin

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

Machine Learning · Computer Science 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a…

Computer Science and Game Theory · Computer Science 2021-07-28 Tatiana Tatarenko , Jan Zimmermann , Jürgen Adamy

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

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 distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about…

Optimization and Control · Mathematics 2019-11-13 Yan Zhang , Robert J. Ravier , Michael M. Zavlanos , Vahid Tarokh

In this paper, the problem of online distributed zeroth-order optimization subject to a set constraint is studied via a multi-agent network, where each agent can communicate with its immediate neighbors via a time-varying directed graph.…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Yanfu Qin , Kaihong Lu

In this paper, online game is studied, where at each time, a group of players aim at selfishly minimizing their own time-varying cost function simultaneously subject to time-varying coupled constraints and local feasible set constraints.…

Computer Science and Game Theory · Computer Science 2023-06-29 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

This paper considers the distributed strategy design for Nash equilibrium (NE) seeking in multi-cluster games under a partial-decision information scenario. In the considered game, there are multiple clusters and each cluster consists of a…

Optimization and Control · Mathematics 2022-06-08 Min Meng , Xiuxian Li

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

Optimization and Control · Mathematics 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully-distributed online learning by…

Computer Science and Game Theory · Computer Science 2017-06-28 Chung-Kai Yu , Mihaela van der Schaar , Ali H. Sayed

This paper addresses safe distributed online optimization over an unknown set of linear safety constraints. A network of agents aims at jointly minimizing a global, time-varying function, which is only partially observable to each…

Optimization and Control · Mathematics 2023-02-27 Ting-Jui Chang , Sapana Chaudhary , Dileep Kalathil , Shahin Shahrampour

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of…

Computer Science and Game Theory · Computer Science 2023-01-24 Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun
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