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This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

Optimization and Control · Mathematics 2025-04-01 Jiaxu Liu , Song Chen , Shengze Cai , Chao Xu , Jian Chu

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 are concerned with a distributed approach to solve multi-cluster games arising in multi-agent systems. In such games, agents are separated into distinct clusters. The agents belonging to the same cluster cooperate with each other to…

Systems and Control · Electrical Eng. & Systems 2022-03-14 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general and no exact solution theory is known. We introduce an algorithmic framework in which…

Computer Science and Game Theory · Computer Science 2023-05-10 Martin Bichler , Maximilian Fichtl , Matthias Oberlechner

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

Computer Science and Game Theory · Computer Science 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function $f_i+r_i$, $f_i$ is a smooth expectation-valued function dependent on its own strategy…

Optimization and Control · Mathematics 2024-06-28 Jinlong Lei , Uday V. Shanbhag , Jie Chen

We consider multi-agent decision making, where each agent optimizes its cost function subject to constraints. Agents' actions belong to a compact convex Euclidean space and the agents' cost functions are coupled. We propose a distributed…

Optimization and Control · Mathematics 2016-12-01 Tatiana Tatarenko , Maryam Kamgarpour

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

Economics · Quantitative Finance 2017-03-22 Maojiao Ye , Guoqiang Hu

This paper considers the privacy-preserving Nash equilibrium seeking strategy design for a class of networked aggregative games, in which the players' objective functions are considered to be sensitive information to be protected. In…

Optimization and Control · Mathematics 2019-11-26 Maojiao Ye , Guoqiang Hu , Lihua Xie , Shengyuan Xu

We consider the problem of computing mixed Nash equilibria of two-player zero-sum games with continuous sets of pure strategies and with first-order access to the payoff function. This problem arises for example in game-theory-inspired…

Optimization and Control · Mathematics 2025-09-04 Guillaume Wang , Lénaïc Chizat

Graphical games are a useful framework for modeling the interactions of (selfish) agents who are connected via an underlying topology and whose behaviors influence each other. They have wide applications ranging from computer science to…

Computer Science and Game Theory · Computer Science 2021-04-27 Juho Hirvonen , Laura Schmid , Krishnendu Chatterjee , Stefan Schmid

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

Optimization and Control · Mathematics 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

We consider aggregative games with affine coupling constraints, where agents have partial information on the aggregate value and can only communicate with neighbouring agents. We propose a single-layer distributed algorithm that reaches a…

Optimization and Control · Mathematics 2020-08-14 Dian Gadjov , Lacra Pavel

We propose a framework for two-player infinite-dimensional games with cooperative or competitive structure. These games take the form of coupled partial differential equations in which players optimize over a space of measures, driven by…

Analysis of PDEs · Mathematics 2025-02-11 Lauren Conger , Franca Hoffmann , Eric Mazumdar , Lillian J. Ratliff

We study the complexity of computing equilibria in binary public goods games on undirected graphs. In such a game, players correspond to vertices in a graph and face a binary choice of performing an action, or not. Each player's decision…

Computer Science and Game Theory · Computer Science 2023-05-22 Max Klimm , Maximilian J. Stahlberg

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

This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this…

Computer Science and Game Theory · Computer Science 2023-06-06 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

Motivated by the omnipresence of hierarchical structures in many real-world applications, this study delves into the intricate realm of bi-level games, with a specific focus on exploring local Stackelberg equilibria as a solution concept.…

Systems and Control · Electrical Eng. & Systems 2024-02-23 Marko Maljkovic , Gustav Nilsson , Nikolas Geroliminis

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Computer Science and Game Theory · Computer Science 2022-02-07 Ian Gemp , Rahul Savani , Marc Lanctot , Yoram Bachrach , Thomas Anthony , Richard Everett , Andrea Tacchetti , Tom Eccles , János Kramár

Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Xiupeng Chen , Jacquelien M. A. Scherpen , Nima Monshizadeh