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In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

Systems and Control · Electrical Eng. & Systems 2021-10-07 Suad Krilašević , Sergio Grammatico

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

Learning at the edges has become increasingly important as large quantities of data are continually generated locally. Among others, this paradigm requires algorithms that are simple (so that they can be executed by local devices), robust…

Machine Learning · Computer Science 2024-02-06 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

We study a variant of the stochastic $K$-armed bandit problem, which we call "bandits with delayed, aggregated anonymous feedback". In this problem, when the player pulls an arm, a reward is generated, however it is not immediately…

Machine Learning · Statistics 2018-06-14 Ciara Pike-Burke , Shipra Agrawal , Csaba Szepesvari , Steffen Grunewalder

We obtain essentially tight upper bounds for a strengthened notion of regret in the stochastic linear bandits framework. The strengthening -- referred to as Nash regret -- is defined as the difference between the (a priori unknown) optimum…

Machine Learning · Computer Science 2023-10-04 Ayush Sawarni , Soumybrata Pal , Siddharth Barman

This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…

Optimization and Control · Mathematics 2024-05-27 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

We study repeated multi-player vector-valued games in which a player observes a payoff vector each round and evaluates outcomes through linear scalarizations of those vectors. Different from most prior works, the choice of scalarization is…

Computer Science and Game Theory · Computer Science 2026-05-12 Ehsan Asadollahi , Calvin Hawkins , Matthew Hale

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

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

This paper addresses the distributed online control problem over a network of linear time-invariant (LTI) systems (with possibly unknown dynamics) in the presence of adversarial perturbations. There exists a global network cost that is…

Optimization and Control · Mathematics 2023-10-06 Ting-Jui Chang , Shahin Shahrampour

This paper explores distributed aggregative games in multi-agent systems. Current methods for finding distributed Nash equilibrium require players to send original messages to their neighbors, leading to communication burden and privacy…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Wei Huo , Xiaomeng Chen , Kemi Ding , Subhrakanti Dey , Ling Shi

This paper considers the distributed bandit convex optimization problem with time-varying inequality constraints over a network of agents, where the goal is to minimize network regret and cumulative constraint violation. Existing…

Optimization and Control · Mathematics 2024-06-21 Kunpeng Zhang , Xinlei Yi , Guanghui Wen , Ming Cao , Karl H. Johansson , Tianyou Chai , Tao Yang

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

The distributed computation of a Nash equilibrium in aggregative games is gaining increased traction in recent years. Of particular interest is the mediator-free scenario where individual players only access or observe the decisions of…

Computer Science and Game Theory · Computer Science 2023-06-26 Yongqiang Wang , Angelia Nedich

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Optimization and Control · Mathematics 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

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…

Optimization and Control · Mathematics 2024-04-24 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

Correlated equilibrium generalizes Nash equilibrium by allowing a central coordinator to guide players' actions through shared recommendations, similar to how routing apps guide drivers. We investigate how a coordinator can learn a…

Computer Science and Game Theory · Computer Science 2025-09-16 Zhenlong Fang , Aryan Deshwal , Yue Yu

This paper investigates the privacy-preserving distributed Nash equilibrium seeking problem for aggregative games. A novel differential privacy mechanism is designed by incorporating stochastic event-triggering with stochastic quantization,…

Optimization and Control · Mathematics 2026-05-27 Qingtan Meng , Qian Ma

In this paper, the mixed equilibrium problem with coupled inequality constraints in dynamic environments is solved by employing a multi-agent system, where each agent only has access to its own bifunction, its own constraint function, and…

Systems and Control · Electrical Eng. & Systems 2024-12-30 Hang Xu , Kaihong Lu , Yu-Long Wang , Qixin Zhu

In this paper, we investigate a prescribed-time and fully distributed Nash Equilibrium (NE) seeking problem for continuous-time noncooperative games. By exploiting pseudo-gradient play and consensus-based schemes, various distributed NE…

Systems and Control · Electrical Eng. & Systems 2020-09-25 Zhi Feng , Guoqiang Hu