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We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…

Machine Learning · Computer Science 2023-03-23 S. Rasoul Etesami

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Optimization and Control · Mathematics 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

We study a subclass of $n$-player stochastic games, namely, stochastic games with independent chains and unknown transition matrices. In this class of games, players control their own internal Markov chains whose transitions do not depend…

Computer Science and Game Theory · Computer Science 2023-12-05 Tiancheng Qin , S. Rasoul Etesami

In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…

Optimization and Control · Mathematics 2024-10-30 Dian Gadjov , Lacra Pavel

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

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

This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…

Optimization and Control · Mathematics 2024-11-07 Sichen Qian

We solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

Optimization and Control · Mathematics 2021-07-15 Barbara Franci , Sergio Grammatico

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

In this paper, the generalized Nash equilibrium (GNE) seeking problem for continuous games with coupled affine inequality constraints is investigated in a partial-decision information scenario, where each player can only access its…

Computer Science and Game Theory · Computer Science 2022-07-29 Min Meng , Xiuxian Li

We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…

Optimization and Control · Mathematics 2019-07-17 Tatiana Tatarenko , Angelia Nedich

We study the complexity of computing stationary Nash equilibrium (NE) in n-player infinite-horizon general-sum stochastic games. We focus on the problem of computing NE in such stochastic games when each player is restricted to choosing a…

Computer Science and Game Theory · Computer Science 2022-11-30 Yujia Jin , Vidya Muthukumar , Aaron Sidford

Contemporary applications of machine learning in two-team e-sports and the superior expressivity of multi-agent generative adversarial networks raise important and overlooked theoretical questions regarding optimization in two-team games.…

Computer Science and Game Theory · Computer Science 2023-04-18 Fivos Kalogiannis , Ioannis Panageas , Emmanouil-Vasileios Vlatakis-Gkaragkounis

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

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…

Systems and Control · Electrical Eng. & Systems 2023-06-19 Zhenhua Deng , Yan Zhao

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

Optimization and Control · Mathematics 2022-04-06 Yuanhanqing Huang , Jianghai Hu

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

Computer Science and Game Theory · Computer Science 2026-05-06 Mukesh Ghimire , Zhe Xu , Yi Ren

Wide machine learning tasks can be formulated as non-convex multi-player games, where Nash equilibrium (NE) is an acceptable solution to all players, since no one can benefit from changing its strategy unilaterally. Attributed to the…

Computer Science and Game Theory · Computer Science 2023-01-20 Guanpu Chen , Gehui Xu , Fengxiang He , Yiguang Hong , Leszek Rutkowski , Dacheng Tao

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…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu