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We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

Optimization and Control · Mathematics 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

We study public goods games played on networks with possibly non-reciprocal relationships between players. Examples for this type of interactions include one-sided relationships, mutual but unequal relationships, and parasitism. It is well…

Computer Science and Game Theory · Computer Science 2021-01-12 Péter Bayer , György Kozics , Nóra Gabriella Szőke

In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…

Optimization and Control · Mathematics 2022-04-05 Asrifa Sultana , Shivani Valecha

We study the problem of stochastic stability for evolutionary dynamics under the logit choice rule. We consider general classes of coordination games, symmetric or asymmetric, with an arbitrary number of strategies, which satisfies the…

Computer Science and Game Theory · Computer Science 2021-01-13 Sung-Ha Hwang , Luc Rey-Bellet

This paper addresses a class of Nash equilibrium (NE) seeking problems in coalition games involving both local and coupling constraints for multiple Euler-Lagrange (EL) systems subject to disturbances of unknown bounds. Within each…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Cheng Yuwen , Jialing Zhou , Meng Luan , Guanghui Wen , Tingwen Huang

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis

We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…

Optimization and Control · Mathematics 2025-07-29 Georgios Pantazis , Barbara Franci , Sergio Grammatico

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

Min-max saddle point games appear in a wide range of applications in machine leaning and signal processing. Despite their wide applicability, theoretical studies are mostly limited to the special convex-concave structure. While some recent…

Optimization and Control · Mathematics 2020-03-19 Babak Barazandeh , Meisam Razaviyayn

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

We study a distributionally robust optimization formulation (i.e., a min-max game) for two representative problems in Bayesian nonparametric estimation: Gaussian process regression and, more generally, linear inverse problems. Our…

Optimization and Control · Mathematics 2025-01-14 Xuhui Zhang , Jose Blanchet , Youssef Marzouk , Viet Anh Nguyen , Sven Wang

The note considers the problem of computing pure Nash equilibrium (NE) strategies in distributed (i.e., network-based) settings. The paper studies a class of inertial best response dynamics based on the fictitious play (FP) algorithm. It is…

Systems and Control · Computer Science 2018-04-04 Brian Swenson , Ceyhun Eksin , Soummya Kar , Alejandro Ribeiro

The distributed task allocation problem, as one of the most interesting distributed optimization challenges, has received considerable research attention recently. Previous works mainly focused on the task allocation problem in a population…

Computer Science and Game Theory · Computer Science 2023-08-22 Chunxia Liu , Kaihong Lu , Xiaojie Chen , Attila Szolnoki

We consider a one-sided assignment market or exchange network with transferable utility and propose a model for the dynamics of bargaining in such a market. Our dynamical model is local, involving iterative updates of 'offers' based on…

Computer Science and Game Theory · Computer Science 2015-03-14 Mohsen Bayati , Christian Borgs , Jennifer Chayes , Yashodhan Kanoria , Andrea Montanari

This paper proposes a new differentially private distributed Nash equilibrium seeking algorithm for aggregative games under time-varying unbalanced directed communication graphs. Random independent Laplace noises are injected into the…

Computer Science and Game Theory · Computer Science 2025-07-30 Ying Chen , Qian Ma

In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…

Optimization and Control · Mathematics 2023-02-27 Xin Cai , Feng Xiao , Bo Wei

We consider seeking generalized Nash equilibria (GNE) for noncooperative games with coupled nonlinear constraints over networks. We first revisit a well-known gradientplay dynamics from a passivity-based perspective, and address that the…

Optimization and Control · Mathematics 2024-08-23 Weijian Li , Lacra Pavel

Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…

Optimization and Control · Mathematics 2022-12-12 Zachary Feinstein , Birgit Rudloff

We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…

Optimization and Control · Mathematics 2014-11-11 Lillian J. Ratliff , Samuel A. Burden , S. Shankar Sastry