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This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Seyed Shahram Yadollahi , Hamed Kebriaei , Sadegh Soudjani

Nash equilibria provide a principled framework for modeling interactions in multi-agent decision-making and control. However, many equilibrium-seeking methods implicitly assume that each agent has access to the other agents' objectives and…

Computer Science and Game Theory · Computer Science 2026-03-19 Mahdis Rabbani , Navid Mojahed , Shima Nazari

In this paper, we investigate a prescribed-time and fully distributed Nash Equilibrium (NE) seeking problem for continuous-time noncooperative games. By exploiting pseudo-gradient play and consensus-based schemes, various distributed NE…

Systems and Control · Electrical Eng. & Systems 2020-09-25 Zhi Feng , Guoqiang Hu

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…

Computer Science and Game Theory · Computer Science 2026-02-06 Mahdis Rabbani , Navid Mojahed , Shima Nazari

We study a class of dynamic decision problems of mean field type with time inconsistent cost functionals, and derive a stochastic maximum principle to characterize subgame perfect Nash equilibrium points. Subsequently, this approach is…

Optimization and Control · Mathematics 2014-03-26 Boualem Djehiche , Minyi Huang

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

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…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…

Dynamical Systems · Mathematics 2025-04-23 Brendon G. Anderson , Jingqi Li , Somayeh Sojoudi , Murat Arcak

We propose a new dynamics for equilibrium selection of finite player discrete strategy games. The dynamics is motivated by optimal transportation, and models individual players' myopicity, greedy and uncertainty when making decisions. The…

Optimization and Control · Mathematics 2017-07-26 Shui-Nee Chow , Wuchen Li , Jun Lu , Haomin Zhou

In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach possibly different goals) associated to linear partial differential equations and show…

Optimization and Control · Mathematics 2019-09-02 Angel Manuel Ramos

This paper investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…

Optimization and Control · Mathematics 2019-12-03 Dandan Yue , Ziyang Meng

In this paper, we consider distributed Nash equilibrium seeking in monotone and hypomonotone games. We first assume that each player has knowledge of the opponents' decisions and propose a passivity-based modification of the standard…

Optimization and Control · Mathematics 2021-04-23 Dian Gadjov , Lacra Pavel

Towards characterizing the optimization landscape of games, this paper analyzes the stability of gradient-based dynamics near fixed points of two-player continuous games. We introduce the quadratic numerical range as a method to…

Computer Science and Game Theory · Computer Science 2021-01-15 Benjamin J. Chasnov , Daniel Calderone , Behçet Açıkmeşe , Samuel A. Burden , Lillian J. Ratliff

We construct Nash equilibria in feedback form for a class of two-person stochastic games of singular control with absorption, arising from a stylized model for corporate finance. More precisely, the paper focusses on a strategic dynamic…

Optimization and Control · Mathematics 2025-07-04 Tiziano De Angelis , Fabien Gensbittel , Stéphane Villeneuve

Nash Equilibrium and its robust counterpart, Distributionally Robust Nash Equilibrium (DRNE), are fundamental problems in game theory with applications in economics, engineering, and machine learning. This paper addresses the problem of…

Optimization and Control · Mathematics 2025-10-21 Zeinab Alizadeh , Azadeh Farsi , Afrooz Jalilzadeh

We consider coalition formation among players in an n-player finite strategic game over infinite horizon. At each time a randomly formed coalition makes a joint deviation from a current action profile such that at new action profile all…

Computer Science and Game Theory · Computer Science 2015-06-11 Konstantin Avrachenkov , Vikas Vikram Singh

This paper deals with the complexity of the problem of computing a pure Nash equilibrium for discrete preference games and network coordination games beyond $O(\log n)$-treewidth and tree metric spaces. First, we estimate the number of…

Computer Science and Game Theory · Computer Science 2022-07-05 Takashi Ishizuka , Naoyuki Kamiyama

We study constrained bi-matrix games, with a particular focus on low-rank games. Our main contribution is a framework that reduces low-rank games to smaller, equivalent constrained games, along with a necessary and sufficient condition for…

Optimization and Control · Mathematics 2025-09-16 Zachary Feinstein , Andreas Löhne , Birgit Rudloff

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

Optimization and Control · Mathematics 2025-11-04 Weijian Li , Yutao Tang
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