Related papers: Generalized open-loop Nash equilibria in linear-qu…
Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…
In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…
In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…
Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…
The multi-cluster games are addressed in this paper, where all players team up with the players in the cluster that they belong to, and compete against the players in other clusters to minimize the cost function of their own cluster. The…
For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed open-loop strategies to solutions of the mean field game in…
In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional…
In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of…
This paper is concerned with a new class of mean-field games which involve a finite number of agents. Necessary and sufficient conditions are obtained for the existence of the decentralized open-loop Nash equilibrium in terms of…
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…
This paper develops a predictive compensation framework for finite-horizon, discrete-time linear quadratic dynamic games subject to Gauss-Markov execution deviations from feedback Nash strategies. One player's control is corrupted by…
We deal with the generalized Nash game proposed by Rosen, which is a game with strategy sets that are coupled across players through a shared constraint. A reduction to a classical game is shown, and as a consequence, Rosen's result can be…
We define generalized quantum games by introducing the coherent payoff operators and propose a simple scheme to illustrate it. The scheme is implemented with a single spin qubit system and two entangled qubit system. The Nash Equilibrium…
This work studies Nash equilibria for games where a mixture of coordinating and anti-coordinating agents, with possibly heterogeneous thresholds, coexist and interact through an all-to-all network. Whilst games with only coordinating or…
We study the problem of computing all Nash equilibria of a subclass of finite normal form games. With algebraic characterization of the games, we present a method for computing all its Nash equilibria. Further, we present a method for…
We investigate complexity issues related to pure Nash equilibria of strategic games. We show that, even in very restrictive settings, determining whether a game has a pure Nash Equilibrium is NP-hard, while deciding whether a game has a…
We propose and analyze a broad family of games played by resource-constrained players, which are characterized by the following central features: 1) each user has a multi-dimensional action space, subject to a single sum resource…
Aggregative games have many industrial applications, and computing an equilibrium in those games is challenging when the number of players is large. In the framework of atomic aggregative games with coupling constraints, we show that…
We study a general class of fully coupled backward-forward stochastic differential equations of mean-field type (MF-BFSDE). We derive existence and uniqueness results for such a system under weak monotonicity assumptions and without the…
We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…