Related papers: Rational Generalized Nash Equilibrium Problems
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with joint feasibility constraints and expected-value cost functions. We propose a distributed stochastic projected reflected gradient algorithm and show its almost…
In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…
This paper presents algorithms that upper-bound the peak value of a state function along trajectories of a continuous-time system with rational dynamics. The finite-dimensional but nonconvex peak estimation problem is cast as a convex…
We propose a learning-based approach for approximating solution mappings of multiparametric generalized Nash equilibrium problems (GNEPs) with coupling in both objectives and constraints. Rather than solving a standard regression problem on…
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…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…
Stability and error analysis remain challenging for problems that lack regularity properties near solutions, are subject to large perturbations, and might be infinite dimensional. We consider nonconvex optimization and generalized equations…
We present multilinear and mixed-integer multilinear programs to find a Nash equilibrium in multi-player noncooperative games. We compare the formulations to common algorithms in Gambit, and conclude that a multilinear feasibility program…
We introduce a new solution concept for bounded rational agents in finite normal-form general-sum games called Generalized Quantal Response Equilibrium (GQRE) which generalizes Quantal Response Equilibrium~\citep{mckelvey1995quantal}. In…
This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…
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…
Generalized Nash equilibrium problems (GNEPs) arise in various applications where multiple players minimize individual cost functions subject to coupled constraints. A relatively unexplored approach to solving such problems is via a…
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…
Correlated equilibria arise naturally when agents communicate or rely on intermediaries such as recommendation systems. We study when a given Nash equilibrium can be improved within the set of correlated equilibria for general objectives.…
We define generalized quantum games by introducing the coherent payoff operators and propose a simple scheme to illustrate it. The scheme is implemented with a single spin qubit system and two entangled qubit system. The Nash Equilibrium…
This work proposes a policy learning algorithm for seeking generalised feedback Nash equilibria (GFNE) in $N_P$-player noncooperative dynamic games. We consider linear-quadratic games with stochastic dynamics and design a best-response…
In this paper, we present three distributed algorithms to solve a class of generalized Nash equilibrium (GNE) seeking problems in strongly monotone games. The first one (SD-GENO) is based on synchronous updates of the agents, while the…
This work leverages tools from evolutionary game theory to solve unconstrained nonconvex optimization problems. Specifically, we lift such a problem to an optimization over probability measures, whose minimizers exactly correspond to the…