Related papers: A priori data-driven robustness guarantees on stra…
We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…
We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. In our formulation, heterogeneous Wasserstein ball…
This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…
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…
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…
Ensuring robust decision-making in multi-agent systems is challenging when agents have distinct, possibly conflicting objectives and lack full knowledge of each other's strategies. This is apparent in safety-critical applications such as…
We propose a game-theoretic model of the reliability of decentralised systems based on Varian's model of system reliability, to which we add a new normalised total effort case that models \textit{decentralisation conscious players} who…
In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…
Game-theoretic techniques and equilibria analysis facilitate the design and verification of competitive systems. While algorithmic complexity of equilibria computation has been extensively studied, practical implementation and application…
Nash equilibrium is a key concept in game theory fundamental for elucidating the equilibrium state of strategic interactions, finding applications in diverse fields such as economics, political science, and biology. However, the Nash…
We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
We propose a novel framework for robust dynamic games with nonlinear dynamics corrupted by state-dependent additive noise, and nonlinear agent-specific and shared constraints. Leveraging system-level synthesis (SLS), each agent designs a…
Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that…
This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
We propose locally convergent Nash equilibrium seeking algorithms for $N$-player noncooperative games, which use distributed event-triggered pseudo-gradient estimates. The proposed approach employs sinusoidal perturbations to estimate the…
Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…
Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…