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In this paper a distribution-free methodology is presented for providing robustness guarantees for Nash equilibria (NE) of multi-agent games. Leveraging recent a posteriori developments of the so called scenario approach (Campi et al.,…

Optimization and Control · Mathematics 2020-03-26 George Pantazis , Filiberto Fele , Kostas Margellos

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

Evolutionary anti-coordination games on networks capture real-world strategic situations such as traffic routing and market competition. In such games, agents maximize their utility by choosing actions that differ from their neighbors'…

Computer Science and Game Theory · Computer Science 2024-04-02 Zirou Qiu , Chen Chen , Madhav V. Marathe , S. S. Ravi , Daniel J. Rosenkrantz , Richard E. Stearns , Anil Vullikanti

Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…

Optimization and Control · Mathematics 2023-03-01 Yipeng Pang , Guoqiang Hu

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

Computational complexity has been a major challenge in game-theoretic model predictive control (GT-MPC), as real-time solutions to a game (e.g., Nash equilibria (NEs)) have to be computed at each sampling instant of an MPC. This challenge…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Shaoqing Liu , Mushuang Liu

The theory of learning in games has extensively studied situations where agents respond dynamically to each other by optimizing a fixed utility function. However, in real situations, the strategic environment varies as a result of past…

Computer Science and Game Theory · Computer Science 2022-07-15 Brandon C. Collins , Shouhuai Xu , Philip N. Brown

A recent theory shows that a multi-player decentralized partially observable Markov decision process can be transformed into an equivalent single-player game, enabling the application of \citeauthor{bellman}'s principle of optimality to…

Computer Science and Game Theory · Computer Science 2025-01-03 Johan Peralez , Aurélien Delage , Olivier Buffet , Jilles S. Dibangoye

Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…

Computer Science and Game Theory · Computer Science 2019-10-29 Zehao Dou , Xiang Yan , Dongge Wang , Xiaotie Deng

Traditional solvable game theory and mean-field-type game theory (risk-aware games) predominantly focus on quadratic costs due to their analytical tractability. Nevertheless, they often fail to capture critical non-linearities inherent in…

Optimization and Control · Mathematics 2025-05-09 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine

Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…

Computer Science and Game Theory · Computer Science 2021-02-19 Sam Ganzfried

Multi-agent reinforcement learning (MARL) addresses sequential decision-making problems with multiple agents, where each agent optimizes its own objective. In many real-world instances, the agents may not only want to optimize their…

Machine Learning · Computer Science 2023-06-14 Pragnya Alatur , Giorgia Ramponi , Niao He , Andreas Krause

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

In this letter, we study dynamic game optimal control with imperfect state observations and introduce an iterative method to find a local Nash equilibrium. The algorithm consists of an iterative procedure combining a backward recursion…

Optimization and Control · Mathematics 2022-06-24 Armand Jordana , Bilal Hammoud , Justin Carpentier , Ludovic Righetti

An open problem in linear quadratic (LQ) games has been characterizing the Nash equilibria. This problem has renewed relevance given the surge of work on understanding the convergence of learning algorithms in dynamic games. This paper…

Computer Science and Game Theory · Computer Science 2025-04-18 Giulio Salizzoni , Reda Ouhamma , Maryam Kamgarpour

We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential function, its formal expression can be unavailable in several…

Optimization and Control · Mathematics 2022-03-31 Filippo Fabiani , Andrea Simonetto , Paul J. Goulart

We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…

Machine Learning · Computer Science 2019-12-18 Eric Mazumdar , Lillian J. Ratliff , Michael I. Jordan , S. Shankar Sastry

In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…

Optimization and Control · Mathematics 2018-11-09 Veronika Karl , Frank Pörner

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

Feedback Nash equilibrium strategies in multi-agent dynamic games require availability of all players' state information to compute control actions. However, in real-world scenarios, sensing and communication limitations between agents make…

Computer Science and Game Theory · Computer Science 2025-04-10 Xinjie Liu , Jingqi Li , Filippos Fotiadis , Mustafa O. Karabag , Jesse Milzman , David Fridovich-Keil , Ufuk Topcu