Related papers: Stochastic Generalized Dynamic Games with Coupled …
This paper considers a stochastic Nash game in which each player minimizes an expectation valued composite objective. We make the following contributions. (I) Under suitable monotonicity assumptions on the concatenated gradient map, we…
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…
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
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…
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…
The Nash Equilibrium (NE), one of the elegant and fundamental concepts in game theory, plays a crucial part within various fields, including engineering and computer science. However, efficiently computing an NE in normal-form games remains…
In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…
We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…
The study of learning in games typically assumes that each player always has access to all of their actions. However, in many practical scenarios, players' available actions might be restricted due to exogenous stochasticity. To model this…
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…
In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…
The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…
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…
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…
We consider the problem of computing Nash equilibria in potential games where each player's strategy set is subject to private uncoupled constraints. This scenario is frequently encountered in real-world applications like road network…
Dynamic games can be an effective approach to modeling interactive behavior between multiple non-cooperative agents and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In this work, we propose…
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…
We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…
We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman…
In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…