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We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…

Machine Learning · Computer Science 2019-12-18 Eric Mazumdar , Lillian J. Ratliff , Michael I. Jordan , S. Shankar Sastry

Securely and efficiently procuring energy balancing services in distribution networks remains challenging, especially within a privacy-preserving environment. This paper proposes a network-constrained demand response game, i.e., a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Xiupeng Chen , Koorosh Shomalzadeh , Jacquelien M. A. Scherpen , Nima Monshizadeh

Game-theoretic approaches and Nash equilibrium have been widely applied across various engineering domains. However, practical challenges such as disturbances, delays, and actuator limitations can hinder the precise execution of Nash…

Computer Science and Game Theory · Computer Science 2026-03-17 Mahdis Rabbani , Navid Mojahed , Shima Nazari

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

Optimization and Control · Mathematics 2026-05-22 Jianing Chen , Sitian Qin , Chuangyin Dang

We consider a class of smooth $N$-player noncooperative games, where player objectives are expectation-valued and potentially nonconvex. In such a setting, we consider the largely open question of efficiently computing a suitably defined…

Optimization and Control · Mathematics 2025-05-23 Zhuoyu Xiao , Uday V. Shanbhag

An open problem in linear quadratic (LQ) games has been characterizing the Nash equilibria. This problem has renewed relevance given the surge of work on understanding the convergence of learning algorithms in dynamic games. This paper…

Computer Science and Game Theory · Computer Science 2025-04-18 Giulio Salizzoni , Reda Ouhamma , Maryam Kamgarpour

Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…

Computer Science and Game Theory · Computer Science 2025-11-18 Jakub Černý , Shuvomoy Das Gupta , Christian Kroer

In this paper, the problem of finding a generalized Nash equilibrium (GNE) of a networked game is studied. Players are only able to choose their decisions from a feasible action set. The feasible set is considered to be a private linear…

Computer Science and Game Theory · Computer Science 2017-03-27 Farzad Salehisadaghiani , Lacra Pavel

Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but not its rivals' types, and Bayesian Nash equilibrium (BNE) is…

Optimization and Control · Mathematics 2025-01-22 Yuan Tao , Huifu Xu

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

Optimization and Control · Mathematics 2022-09-05 Maojiao Ye , Lei Ding , Jizhao Yin

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

In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…

Optimization and Control · Mathematics 2024-12-02 Yuyang Qiu , Farzad Yousefian , Brian Zhang

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

Optimization and Control · Mathematics 2020-04-10 Andrew R Romano , Lacra Pavel

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman

Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…

Computer Science and Game Theory · Computer Science 2017-11-20 Nicola Gatti , Marco Rocco , Tuomas Sandholm

We study the problem of computing an approximate Nash equilibrium of continuous-action game without access to gradients. Such game access is common in reinforcement learning settings, where the environment is typically treated as a black…

Computer Science and Game Theory · Computer Science 2023-08-30 Carlos Martin , Tuomas Sandholm

The dense deployment of small-cell base stations in HetSNets requires efficient resource allocation techniques. More precisely, the problem of associating users to SBSs must be revised and carefully studied. This problem is NP-hard and…

Computer Science and Game Theory · Computer Science 2015-08-04 Zoubeir Mlika , Elmahdi Driouch , Wessam Ajib , Halima Elbiaze

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

Optimization and Control · Mathematics 2022-04-05 Gehui Xu , Guanpu Chen , Hongsheng Qi

In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…

Optimization and Control · Mathematics 2023-09-19 Hanzheng Zhang , Guanpu Chen , Huashu Qin

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

Optimization and Control · Mathematics 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren