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We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…

Probability · Mathematics 2018-08-24 Rene Carmona , Peiqi Wang

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

Noticing that physical limitations are ubiquitous in practical engineering systems, this paper considers Nash equilibrium seeking for games in systems where the control inputs are bounded. More specifically, first-order integrator-type…

Optimization and Control · Mathematics 2020-09-29 Maojiao Ye

We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…

Computer Science and Game Theory · Computer Science 2024-02-13 Nikolas Patris , Stelios Stavroulakis , Fivos Kalogiannis , Rose Zhang , Ioannis Panageas

In this note, we study a class of deterministic finite-horizon linear-quadratic difference games with coupled affine inequality constraints involving both state and control variables. We show that the necessary conditions for the existence…

Optimization and Control · Mathematics 2025-10-06 Partha Sarathi Mohapatra , Puduru Viswanadha Reddy

We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize…

Optimization and Control · Mathematics 2022-06-24 Mattia Bianchi , Sergio Grammatico

We study the computation of Nash equilibria in a two-player normal form game from the perspective of parameterized complexity. Recent results proved hardness for a number of variants, when parameterized by the support size. We complement…

Computational Complexity · Computer Science 2010-06-11 Danny Hermelin , Chien-Chung Huang , Stefan Kratsch , Magnus Wahlstrom

When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…

Computer Science and Game Theory · Computer Science 2025-06-03 Mel Krusniak , Forrest Laine

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

We study techniques to incentivize self-interested agents to form socially desirable solutions in scenarios where they benefit from mutual coordination. Towards this end, we consider coordination games where agents have different intrinsic…

Computer Science and Game Theory · Computer Science 2014-04-21 Elliot Anshelevich , Shreyas Sekar

Computational aspects of solution notions such as Nash equilibrium have been extensively studied, including settings where the ultimate goal is to find an equilibrium that possesses some additional properties. Furthermore, in order to…

Computational Complexity · Computer Science 2023-05-09 Bruce M. Kapron , Koosha Samieefar

This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…

Computer Science and Game Theory · Computer Science 2024-11-05 Ian Gemp

We propose a novel method to find Nash equilibria in games with binary decision variables by including compensation payments and incentive-compatibility constraints from non-cooperative game theory directly into an optimization framework in…

Optimization and Control · Mathematics 2017-10-10 Daniel Huppmann , Sauleh Siddiqui

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Sergio Grammatico

We study generalized Nash equilibrium problems (GNEPs) such that objectives are polynomial functions, and each player's constraints are linear in their own strategy. For such GNEPs, the KKT sets can be represented as unions of simpler sets…

Optimization and Control · Mathematics 2024-05-30 Jiyoung Choi , Jiawang Nie , Xindong Tang , Suhan Zhong

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We analyse the computational complexity of finding Nash equilibria in stochastic multiplayer games with $\omega$-regular objectives. While the existence of an equilibrium whose payoff falls into a certain interval may be undecidable, we…

Computer Science and Game Theory · Computer Science 2010-06-24 Michael Ummels , Dominik Wojtczak

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

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

Nash equilibrium is a central solution concept for reasoning about self-interested agents. We address the problem of synthesizing Nash equilibria in two-player deterministic games on graphs, where players have private, partially-ordered…

Computer Science and Game Theory · Computer Science 2025-10-29 Caleb Probine , Abhishek Kulkarni , Ufuk Topcu