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With the proliferation of distributed generations, traditional passive consumers in distribution networks are evolving into "prosumers", which can both produce and consume energy. Energy trading with the main grid or between prosumers is…

Optimization and Control · Mathematics 2022-10-06 Yongkai Xie , Zhaojian Wang , John Z. F. Pang , Bo Yang , Xinping Guan

We propose a learning-based approach for approximating solution mappings of multiparametric generalized Nash equilibrium problems (GNEPs) with coupling in both objectives and constraints. Rather than solving a standard regression problem on…

Optimization and Control · Mathematics 2026-05-28 A. Bemporad , T. Tatarenko

While multi-agent reinforcement learning (MARL) has produced numerous algorithms that converge to Nash or related equilibria, such equilibria are often non-unique and can exhibit widely varying efficiency. This raises a fundamental…

Computer Science and Game Theory · Computer Science 2026-01-29 Runyu Zhang , Gioele Zardini , Asuman Ozdaglar , Jeff Shamma , Na Li

Traditional methods for computing equilibria in auctions become computationally intractable as auction complexity increases, particularly in multi-item and dynamic auctions. This paper introduces a self-play based reinforcement learning…

General Economics · Economics 2024-10-21 Pranjal Rawat

This work is dedicated to the algorithm design in a competitive framework, with the primary goal of learning a stable equilibrium. We consider the dynamic price competition between two firms operating within an opaque marketplace, where…

Computer Science and Game Theory · Computer Science 2023-05-30 Mengzi Amy Guo , Donghao Ying , Javad Lavaei , Zuo-Jun Max Shen

The augmentation of algorithms with predictions of the optimal solution, such as from a machine-learning algorithm, has garnered significant attention in recent years, particularly in facility location problems. Moving beyond the…

Computer Science and Game Theory · Computer Science 2026-02-05 Haris Aziz , Yuhang Guo , Alexander Lam , Houyu Zhou

This paper introduces a model for coordinating prosumers with heterogeneous distributed energy resources (DERs), participating in the local energy market (LEM) that interacts with the market-clearing entity. The proposed LEM scheme utilizes…

To facilitate effective, safe deployment in the real world, individual robots must reason about interactions with other agents, which often occur without explicit communication. Recent work has identified game theory, particularly the…

Robotics · Computer Science 2025-12-30 Avishav Engle , Andrey Zhitnikov , Oren Salzman , Omer Ben-Porat , Kiril Solovey

In day-ahead electricity markets based on uniform marginal pricing, small variations in the offering and bidding curves may substantially modify the resulting market outcomes. In this work, we deal with the problem of finding the optimal…

Applications · Statistics 2024-07-01 António Alcántara , Carlos Ruiz

We reconsider the training objective of Generative Adversarial Networks (GANs) from the mixed Nash Equilibria (NE) perspective. Inspired by the classical prox methods, we develop a novel algorithmic framework for GANs via an…

Machine Learning · Computer Science 2018-11-07 Ya-Ping Hsieh , Chen Liu , Volkan Cevher

This paper presents a multi-agent reinforcement learning algorithm to represent strategic bidding behavior in freight transport markets. Using this algorithm, we investigate whether feasible market equilibriums arise without any central…

Machine Learning · Computer Science 2021-02-19 Wouter van Heeswijk

In response to the increasing complexity of electricity markets due to low-carbon requirements and the integration of sustainable energy sources, this paper proposes a dynamic quantum computing enhanced bilevel optimization model for…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Shuyang Zhu , Ziqing Zhu

Energy-based models (EBM) have become increasingly popular within computer vision. EBMs bring a probabilistic approach to training deep neural networks (DNN) and have been shown to enhance performance in areas such as calibration,…

Machine Learning · Computer Science 2023-04-05 Jacob Piland , Christopher Sweet , Priscila Saboia , Charles Vardeman , Adam Czajka

We consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational…

Optimization and Control · Mathematics 2024-11-14 Tatiana Tatarenko , Maryam Kamgarpour

This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully-distributed online learning by…

Computer Science and Game Theory · Computer Science 2017-06-28 Chung-Kai Yu , Mihaela van der Schaar , Ali H. Sayed

A Nash Equilibrium (NE) is a strategy profile resilient to unilateral deviations, and is predominantly used in the analysis of multiagent systems. A downside of NE is that it is not necessarily stable against deviations by coalitions. Yet,…

Computer Science and Game Theory · Computer Science 2014-01-16 Michal Feldman , Tami Tamir

Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Xiupeng Chen , Jacquelien M. A. Scherpen , Nima Monshizadeh

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

Optimization and Control · Mathematics 2026-05-22 Jianing Chen , Sitian Qin , Chuangyin Dang

With the proliferation of distributed generators and energy storage systems, traditional passive consumers in power systems have been gradually evolving into the so-called "prosumers", i.e., proactive consumers, which can both produce and…

Systems and Control · Electrical Eng. & Systems 2020-04-10 Zhaojian Wang , Feng Liu , Zhiyuan Ma , Yue Chen , Mengshuo Jia , Wei Wei , Qiuwei Wu

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Optimization and Control · Mathematics 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang