Related papers: A Jacobi-type Newton method for Nash equilibrium p…

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…

This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse…

We introduce, to our knowledge, the first direct second-order method for computing Nash equilibria in two-player zero-sum games. To do so, we construct a Douglas-Rachford-style splitting formulation, which we then solve with a semi-smooth…

This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

We study pure-strategy Nash equilibria in multi-player concurrent deterministic games, for a variety of preference relations. We provide a novel construction, called the suspect game, which transforms a multi-player concurrent game into a…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…

We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of…

Distributed Nash equilibrium seeking for games in uncertain networked systems without a prior knowledge about control directions is explored in this paper. More specifically, the dynamics of the players are supposed to be first-order or…

This paper introduces two fundamentally new concepts to game theory: multilateral Nash equilibria and families of games. Starting with non-cooperative games, we show how these notions together seamlessly integrate into and naturally extend…

In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…

In this paper, a Nash-type fictitious game framework is introduced to handle a time-inconsistent linear-quadratic optimal control. The Nash-type game in this framework is called fictitious as it is between the decision maker (called real…

We study the problem of computing an approximate Nash equilibrium of a game whose strategy space is continuous without access to gradients of the utility function. Such games arise, for example, when players' strategies are represented by…

For the iterated Prisoner's Dilemma, there exist Markov strategies which solve the problem when we restrict attention to the long term average payoff. When used by both players these assure the cooperative payoff for each of them. Neither…

When a physical system is modeled by a nonlinear function, the unknown parameters can be estimated by fitting experimental observations by a least-squares approach. Newton's method and its variants are often used to solve problems of this…

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…

Dynamic games are powerful tools to model multi-agent decision-making, yet computing Nash (generalized Nash) equilibria remains a central challenge in such settings. Complexity arises from tightly coupled optimality conditions, nested…

We consider constrained linear-quadratic dynamic games arising in autonomous vehicle platooning, intersection crossing and other cooperative driving scenarios. Infinite-horizon Nash equilibria are reformulated as receding-horizon affine…