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We evaluate the best-response (BR) algorithm for lattice convex-quadratic games, where the players have nonlinear objectives and unbounded feasible sets. We provide a sufficient condition that if certain interaction matrices (the product of…

Computer Science and Game Theory · Computer Science 2025-03-31 Sriram Sankaranarayanan

In this paper, we revisit the two-player continuous-time infinite-horizon linear quadratic differential game problem, where one of the players can sample the state of the system only intermittently due to a sensing constraint while the…

Optimization and Control · Mathematics 2024-06-11 Shubham Aggarwal , Tamer Başar , Dipankar Maity

We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential function, its formal expression can be unavailable in several…

Optimization and Control · Mathematics 2022-03-31 Filippo Fabiani , Andrea Simonetto , Paul J. Goulart

Many multi-agent interaction scenarios can be naturally modeled as noncooperative games, where each agent's decisions depend on others' future actions. However, deploying game-theoretic planners for autonomous decision-making requires a…

Machine Learning · Computer Science 2026-01-05 Yash Jain , Xinjie Liu , Lasse Peters , David Fridovich-Keil , Ufuk Topcu

Interaction-aware trajectory planning is crucial for closing the gap between autonomous racing cars and human racing drivers. Prior work has applied game theory as it provides equilibrium concepts for non-cooperative dynamic problems. With…

Robotics · Computer Science 2024-02-06 Matthias Rowold , Alexander Langmann , Boris Lohmann , Johannes Betz

We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-07-04 Panayotis Mertikopoulos , Ya-Ping Hsieh , Volkan Cevher

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…

Optimization and Control · Mathematics 2020-06-18 Maojiao Ye , Jizhao Yin , Le Yin

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…

Optimization and Control · Mathematics 2025-04-03 Jingqi Li , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

We study linear-quadratic stochastic differential games on directed chains inspired by the directed chain stochastic differential equations introduced by Detering, Fouque, and Ichiba. We solve explicitly for Nash equilibria with a finite…

Probability · Mathematics 2020-06-02 Yichen Feng , Jean-Pierre Fouque , Tomoyuki Ichiba

We formulate a two-team linear quadratic stochas- tic dynamic game featuring two opposing teams each with decentralized information structures. We introduce the concept of mutual quadratic invariance (MQI), which, analogously to quadratic…

Dynamical Systems · Mathematics 2016-07-20 Marcello Colombino , Roy S. Smith , Tyler H. Summers

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Computer Science and Game Theory · Computer Science 2026-01-29 Daniel Ablin , Alon Cohen

In this paper, the open-loop and closed-loop local and remote stochastic nonzero-sum game (LRSNG) problem is investigated. Different from previous works, the stochastic nonzero-sum game problem under consideration is essentially a special…

Optimization and Control · Mathematics 2022-12-20 Xin Li , Qingyuan Qi , Xinbei Lv

This paper is concerned with an overlapping information linear-quadratic (LQ) Stackelberg stochastic differential game with two leaders and two followers, where the diffusion terms of the state equation contain both the control and state…

Optimization and Control · Mathematics 2024-01-17 Yu Si , Jingtao Shi

We study online optimization methods for zero-sum games, a fundamental problem in adversarial learning in machine learning, economics, and many other domains. Traditional methods approximate Nash equilibria (NE) using either regret-based…

Computer Science and Game Theory · Computer Science 2025-07-16 Taemin Kim , James P. Bailey

In this paper, we consider infinite-horizon linear-quadratic cooperative differential games with output feedback information structure. We first demonstrate that, under output feedback information structure, computing Pareto optimal…

Optimization and Control · Mathematics 2026-05-14 Aniruddha Roy , Pavankumar Tallapragada

In this paper, we propose an equilibrium-seeking algorithm for finding generalized Nash equilibria of non-cooperative monotone convex quadratic games. Specifically, we recast the Nash equilibrium-seeking problem as variational inequality…

Optimization and Control · Mathematics 2024-03-21 Bingqi Liu , Dominic Liao-McPherson

In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic…

Probability · Mathematics 2014-01-20 Qian Lin

This paper aims at investigating the problem of fast convergence to the Nash equilibrium (NE) for N-Player noncooperative differential games. The proposed method is such that the players attain their NE point without steady-state…

Optimization and Control · Mathematics 2023-01-13 Zahra Zahedi , Alireza Khayatian , Mohammad Mehdi Arefi , Shen Yin

We propose projection-free sequential algorithms for linear-quadratic dynamics games. These policy gradient based algorithms are akin to Stackelberg leadership model and can be extended to model-free settings. We show that if the leader…

Systems and Control · Electrical Eng. & Systems 2019-11-13 Jingjing Bu , Lillian J. Ratliff , Mehran Mesbahi

Adversarial training, a special case of multi-objective optimization, is an increasingly prevalent machine learning technique: some of its most notable applications include GAN-based generative modeling and self-play techniques in…

Machine Learning · Statistics 2021-03-17 Gauthier Gidel , David Balduzzi , Wojciech Marian Czarnecki , Marta Garnelo , Yoram Bachrach