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We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm

Stochastic differential games have been used extensively to model agents' competitions in Finance, for instance, in P2P lending platforms from the Fintech industry, the banking system for systemic risk, and insurance markets. The recently…

Optimization and Control · Mathematics 2021-03-23 Jiequn Han , Ruimeng Hu , Jihao Long

This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…

Optimization and Control · Mathematics 2024-04-12 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…

Optimization and Control · Mathematics 2023-09-15 Hanzheng Zhang , Guanpu Chen , Yiguang Hong

We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all players' local decisions coupled with a shared affine…

Optimization and Control · Mathematics 2018-07-26 Peng Yi , Lacra Pavel

A key tool for building differentially private systems is adding Gaussian noise to the output of a function evaluated on a sensitive dataset. Unfortunately, using a continuous distribution presents several practical challenges. First and…

Data Structures and Algorithms · Computer Science 2024-11-19 Clément L. Canonne , Gautam Kamath , Thomas Steinke

This work investigates a problem of simultaneous global cost minimization and Nash equilibrium seeking, which commonly exists in $N$-cluster non-cooperative games. Specifically, the agents in the same cluster collaborate to minimize a…

Optimization and Control · Mathematics 2022-03-18 Yipeng Pang , Guoqiang Hu

In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Wei Huo , Kam Fai Elvis Tsang , Yamin Yan , Karl Henrik Johansson , Ling Shi

We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a…

Optimization and Control · Mathematics 2020-08-14 Dian Gadjov , Lacra Pavel

This paper aims to reduce the communication and computation costs of the Nash equilibrium seeking strategy for the $N$-coalition noncooperative games proposed in [1]. The objective is achieved in two manners: 1. An interference graph is…

Optimization and Control · Mathematics 2019-06-05 Maojiao Ye , Guoqiang Hu , Frank L. Lewis , Lihua Xie

We study a protocol for distributed computation called shuffled check-in, which achieves strong privacy guarantees without requiring any further trust assumptions beyond a trusted shuffler. Unlike most existing work, shuffled check-in…

Machine Learning · Computer Science 2023-07-06 Seng Pei Liew , Satoshi Hasegawa , Tsubasa Takahashi

This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this…

Computer Science and Game Theory · Computer Science 2023-06-06 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

Public blockchains, though renowned for their transparency and immutability, suffer from significant privacy concerns. Network-level analysis and long-term observation of publicly available transactions can often be used to infer user…

Cryptography and Security · Computer Science 2026-01-19 Boutaina Jebari , Khalil Ibrahimi , Hamidou Tembine , Mounir Ghogho

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

There has been significant recent progress in algorithms for approximation of Nash equilibrium in large two-player zero-sum imperfect-information games and exact computation of Nash equilibrium in multiplayer strategic-form games. While…

Computer Science and Game Theory · Computer Science 2025-10-01 Sam Ganzfried

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Sergio Grammatico

Current research in distributed Nash equilibrium (NE) seeking in the partial information setting assumes that information is exchanged between agents that are "truthful". However, in general noncooperative games agents may consider sending…

Optimization and Control · Mathematics 2021-11-30 Dian Gadjov , Lacra Pavel

Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…

Computer Science and Game Theory · Computer Science 2021-06-02 Sam Ganzfried

This paper deals with the complexity of the problem of computing a pure Nash equilibrium for discrete preference games and network coordination games beyond $O(\log n)$-treewidth and tree metric spaces. First, we estimate the number of…

Computer Science and Game Theory · Computer Science 2022-07-05 Takashi Ishizuka , Naoyuki Kamiyama

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu
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