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This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…

Computer Science and Game Theory · Computer Science 2024-11-05 Ian Gemp

Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…

Computer Science and Game Theory · Computer Science 2019-10-29 Zehao Dou , Xiang Yan , Dongge Wang , Xiaotie Deng

In this paper, we consider a linear quadratic stochastic two-person nonzero-sum differential game. Open-loop and closed-loop Nash equilibria are introduced. The existence of the former is characterized by the solvability of a system of…

Optimization and Control · Mathematics 2016-07-18 Jingrui Sun , Jiongmin Yong

This paper develops a distributed Nash Equilibrium seeking algorithm for heterogeneous multi-robot systems. The algorithm utilises distributed optimisation and output control to achieve the Nash equilibrium by leveraging information shared…

Robotics · Computer Science 2025-09-22 Yi Dong , Zhongguo Li , Sarvapali D. Ramchurn , Xiaowei Huang

This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…

Optimization and Control · Mathematics 2024-10-28 Xin Cai , Feng Xiao , Bo Wei , Mei Yu , Fang Fang

Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…

Optimization and Control · Mathematics 2023-03-01 Yipeng Pang , Guoqiang Hu

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Angelia Nedić , Sergio Grammatico

We introduce a novel class of Nash equilibrium seeking dynamics for non-cooperative games with a finite number of players, where the convergence to the Nash equilibrium is bounded by a KL function with a settling time that can be upper…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic , Tamer Basar

In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Kaichen Jiang , Yuyue Yan , Mingda Yue , Yuhu Wu

This work investigates a problem of simultaneous global cost minimization and Nash equilibrium seeking, which commonly exists in $N$-cluster non-cooperative games. Specifically, the agents in the same cluster collaborate to minimize a…

Optimization and Control · Mathematics 2022-03-18 Yipeng Pang , Guoqiang Hu

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 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

We investigate the convergence of symmetric stochastic differential games with interactions via control, where the volatility terms of both idiosyncratic and common noises are controlled. We apply the stochastic maximum principle, following…

Probability · Mathematics 2026-02-19 Erhan Bayraktar , Hiroaki Horikawa

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

Optimization and Control · Mathematics 2024-11-05 Jie Huang

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

Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…

Computer Science and Game Theory · Computer Science 2017-05-29 Christian Kroer , Gabriele Farina , Tuomas Sandholm

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…

Computer Science and Game Theory · Computer Science 2024-07-23 Constantinos Daskalakis , Noah Golowich , Nika Haghtalab , Abhishek Shetty

We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…

Machine Learning · Computer Science 2021-06-29 Yue Guan , Qifan Zhang , Panagiotis Tsiotras

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Yan Chen , Tao Li

We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…

Optimization and Control · Mathematics 2021-11-05 Barbara Franci , Sergio Grammatico