Related papers: Contractivity of Distributed Optimization and Nash…
We study the issues of existence and inefficiency of pure Nash equilibria in linear congestion games with altruistic social context, in the spirit of the model recently proposed by de Keijzer {\em et al.} \cite{DSAB13}. In such a framework,…
In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…
Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…
We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an…
Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…
Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…
In this two-parts paper we propose a decentralized strategy, based on a game-theoretic formulation, to find out the optimal precoding/multiplexing matrices for a multipoint-to-multipoint communication system composed of a set of wideband…
Nash`s classical bargaining solution suggests that n players in a non-cooperative bargaining situation should find a solution that maximizes the product of each player's utility functions. We consider a special case: Suppose that the…
This paper investigates a resilient distributed Nash equilibrium (NE) seeking problem on a directed communication network subject to malicious cyber-attacks. The considered attacks, named as Denial-of-Service (DoS) attacks, are allowed to…
Efficient dynamic spectrum access mechanism is crucial for improving the spectrum utilization. In this paper, we consider the dynamic spectrum access mechanism design with both complete and incomplete network information. When the network…
Bargaining networks model the behavior of a set of players that need to reach pairwise agreements for making profits. Nash bargaining solutions are special outcomes of such games that are both stable and balanced. Kleinberg and Tardos…
In this second part of our work, we study the steady state of the population and the social utility for the three dynamics SSD, NBRD and NRPM; which were introduced in the first part. We provide sufficient conditions on the network based on…
This paper develops a novel methodology to study robust stability properties of Nash equilibrium points in dynamic games. Small-gain techniques in modern mathematical control theory are used for the first time to derive conditions…
A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…
In this paper we consider the problem of finding a Nash equilibrium (NE) via zeroth-order feedback information in games with merely monotone pseudogradient mapping. Based on hybrid system theory, we propose a novel extremum 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…
We consider a distributed stochastic approximation (SA) scheme for computing an equilibrium of a stochastic Nash game. Standard SA schemes employ diminishing steplength sequences that are square summable but not summable. Such requirements…
Zero-sum stochastic games are easy to solve as they can be cast as simple Markov decision processes. This is however not the case with general-sum stochastic games. A fairly general optimization problem formulation is available for…
In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…
In this paper we consider a recently developed distributed optimization algorithm based on gradient tracking. We propose a system theory framework to analyze its structural properties on a preliminary, quadratic optimization set-up.…