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This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

Optimization and Control · Mathematics 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

Online gradient descent (OGD) is well known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single-agent setting, it achieves an optimal regret of $\Theta(\log T)$ for strongly convex cost functions; and…

Computer Science and Game Theory · Computer Science 2024-04-01 Michael I. Jordan , Tianyi Lin , Zhengyuan Zhou

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Machine Learning · Statistics 2018-06-07 Xingyu Wang , Diego Klabjan

Cooperatively planning for multiple agents has been proposed as a promising method for strategic and motion planning for automated vehicles. By taking into account the intent of every agent, the ego agent can incorporate future interactions…

Robotics · Computer Science 2021-10-01 Tobias Kessler , Klemens Esterle , Alois Knoll

Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Yixun Wen , Yulong Gao , Boli Chen

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

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

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We propose a novel neural network architecture, called Non-Trainable Modification (NTM), for computing Nash equilibria in stochastic differential games (SDGs) on graphs. These games model a broad class of graph-structured multi-agent…

Machine Learning · Computer Science 2025-09-17 Ruimeng Hu , Jihao Long , Haosheng Zhou

This paper addresses the problem of distributed online generalized Nash equilibrium (GNE) learning for multi-cluster games with delayed feedback information. Specifically, each agent in the game is assumed to be informed a sequence of local…

Optimization and Control · Mathematics 2024-07-08 Bingqian Liu , Guanghui Wen , Xiao Fang , Tingwen Huang , Guanrong Chen

In this paper, we present a method for finding approximate Nash equilibria in a broad class of reachability games. These games are often used to formulate both collision avoidance and goal satisfaction. Our method is computationally…

Systems and Control · Electrical Eng. & Systems 2021-03-23 David Fridovich-Keil , Claire J. Tomlin

A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic…

Optimization and Control · Mathematics 2022-08-31 Shicong Cen , Fan Chen , Yuejie Chi

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

We study robust Markov games (RMG) with $s$-rectangular uncertainty. We show a general equivalence between computing a robust Nash equilibrium (RNE) of a $s$-rectangular RMG and computing a Nash equilibrium (NE) of an appropriately…

Computer Science and Game Theory · Computer Science 2024-06-14 Jeremy McMahan , Giovanni Artiglio , Qiaomin Xie

Computational complexity has been a major challenge in game-theoretic model predictive control (GT-MPC), as real-time solutions to a game (e.g., Nash equilibria (NEs)) have to be computed at each sampling instant of an MPC. This challenge…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Shaoqing Liu , Mushuang Liu

In many real-world large-scale decision problems, self-interested agents have individual dynamics and optimize their own long-term payoffs. Important examples include the competitive access to shared resources (e.g., roads, energy, or…

Optimization and Control · Mathematics 2024-06-05 Ezzat Elokda , Saverio Bolognani , Andrea Censi , Florian Dörfler , Emilio Frazzoli

Multi-time scale techniques, such as singular perturbations and averaging theory, have played an essential role in the development of distributed Nash equilibrium-seeking algorithms for network systems. Such techniques intrinsically rely on…

Optimization and Control · Mathematics 2022-12-07 Daniel E. Ochoa , Jorge I. Poveda

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

Optimization and Control · Mathematics 2026-05-27 Lei Qin , Michael Cantoni , Ye Pu

Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…

Computer Science and Game Theory · Computer Science 2024-05-07 Xinrun Wang , Chang Yang , Shuxin Li , Pengdeng Li , Xiao Huang , Hau Chan , Bo An

We study the performance of the gradient play algorithm for stochastic games (SGs), where each agent tries to maximize its own total discounted reward by making decisions independently based on current state information which is shared…

Machine Learning · Computer Science 2023-12-08 Runyu Zhang , Zhaolin Ren , Na Li