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We propose the first loss function for approximate Nash equilibria of normal-form games that is amenable to unbiased Monte Carlo estimation. This construction allows us to deploy standard non-convex stochastic optimization techniques for…

Computer Science and Game Theory · Computer Science 2024-04-16 Ian Gemp , Luke Marris , Georgios Piliouras

In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Yuanhanqing Huang , Jianghai Hu

This paper considers a stochastic Nash game in which each player minimizes an expectation valued composite objective. We make the following contributions. (I) Under suitable monotonicity assumptions on the concatenated gradient map, we…

Optimization and Control · Mathematics 2020-05-25 Jinlong Lei , Uday V. Shanbhag

This paper proposes the first fully distributed algorithm for finding the Generalized Nash Equilibrium (GNE) of a non-cooperative game with shared coupling constraints and general cost coupling at a user-prescribed finite time T. As a…

Optimization and Control · Mathematics 2026-03-24 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…

Computer Science and Game Theory · Computer Science 2017-05-29 Christian Kroer , Gabriele Farina , Tuomas Sandholm

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

Optimization and Control · Mathematics 2023-08-17 Tatiana Tatarenko , Maryam Kamgarpour

We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few…

Computer Science and Game Theory · Computer Science 2024-04-10 Tobias Harks , Julian Schwarz

We consider the dynamic behavior of several variants of the Network Creation Game, introduced by Fabrikant et al. [PODC'03]. Equilibrium networks in these models have desirable properties like low social cost and small diameter, which makes…

Computer Science and Game Theory · Computer Science 2013-05-29 Bernd Kawald , Pascal Lenzner

This paper considers a conjecture-based distributed learning approach that enables autonomous nodes to independently optimize their transmission probabilities in random access networks. We model the interaction among multiple…

Computer Science and Game Theory · Computer Science 2009-12-09 Yi Su , Mihaela van der Schaar

We present a framework for computing approximate mixed-strategy Nash equilibria of continuous-action games. It is a modification of the traditional double oracle algorithm, extended to multiple players and continuous action spaces. Unlike…

Computer Science and Game Theory · Computer Science 2024-06-14 Carlos Martin , Tuomas Sandholm

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

We consider a class of targeted intervention problems in dynamic network and graphon games. First, we study a general dynamic network game in which players interact over a graph and maximize their heterogeneous, concave goal functionals,…

Optimization and Control · Mathematics 2025-07-02 Eyal Neuman , Sturmius Tuschmann

In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…

Optimization and Control · Mathematics 2024-10-30 Dian Gadjov , Lacra Pavel

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a…

Computer Science and Game Theory · Computer Science 2021-07-28 Tatiana Tatarenko , Jan Zimmermann , Jürgen Adamy

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 considers a class of reinforcement-learning that belongs to the family of Learning Automata and provides a stochastic-stability analysis in strategic-form games. For this class of dynamics, convergence to pure Nash equilibria has…

Computer Science and Game Theory · Computer Science 2017-02-28 Georgios C. Chasparis

This paper studies the existence of pure Nash equilibria in resource graph games, which are a general class of strategic games used to succinctly represent the players' private costs. There is a finite set of resources and the strategy set…

Computer Science and Game Theory · Computer Science 2020-07-20 Tobias Harks , Max Klimm , Jannik Matuschke

The state of the art in solving nonconvex nonsmooth games under uncertainty remains in its infancy. Existing studies primarily rely on stringent growth conditions or local convexity-like properties, making the development of alternative…

Optimization and Control · Mathematics 2026-03-09 Zhuoyu Xiao