Related papers: Social Optimization in Noncooperative Games under …
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…
Multiplayer games with selfish agents naturally occur in the design of distributed and embedded systems. As the goals of selfish agents are usually neither equivalent nor antagonistic to each other, such games are non zero-sum games. We…
How can a social planner adaptively incentivize selfish agents who are learning in a strategic environment to induce a socially optimal outcome in the long run? We propose a two-timescale learning dynamics to answer this question in both…
This paper investigates a class of mixed stochastic linear-quadratic-Gaussian (LQG) social optimization and Nash game in the context of a large scale system. Two types of interactive agents are involved: a major agent and a large number of…
Global cooperation often falters despite shared objectives, as misaligned interests and unequal incentives undermine collective efforts, such as those in international climate change collaborations. To tackle this issue, this paper…
A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…
Many distributed systems can be modeled as network games: a collection of selfish players that communicate in order to maximize their individual utilities. The performance of such games can be evaluated through the costs of the system…
We study multiplayer turn-based games played on a finite directed graph such that each player aims at satisfying an omega-regular Boolean objective. Instead of the well-known notions of Nash equilibrium (NE) and subgame perfect equilibrium…
This paper investigates the discrete-time asynchronous games in which noncooperative agents seek to minimize their individual cost functions. Building on the assumption of partial asynchronism, i.e., each agent updates at least once within…
This paper investigates a class of stochastic bilevel optimization problems where the upper-level function is nonconvex with potentially unbounded smoothness and the lower-level problem is strongly convex. These problems have significant…
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…
In this paper, we consider the problem of minimizing the sum of nonconvex and possibly nonsmooth functions over a connected multi-agent network, where the agents have partial knowledge about the global cost function and can only access the…
We study a class of cooperative multi-agent optimization problems, where each agent is associated with a local action vector and a local cost, and the goal is to cooperatively find the joint action profile that minimizes the average of the…
Many real-world systems are composed of interdependent networks that rely on one another. Such networks are typically designed and operated by different entities, who aim at maximizing their own payoffs. There exists a game among these…
In this paper, we study the problem of cooperative interference management in an OFDMA two-tier small cell network. In particular, we propose a novel approach for allowing the small cells to cooperate, so as to optimize their sum-rate,…
Bilevel optimization is an important class of optimization problems where one optimization problem is nested within another. While various methods have emerged to address unconstrained general bilevel optimization problems, there has been a…
This paper considers convex games involving multiple agents that aim to minimize their own cost functions using locally available information. A common assumption in the study of such games is that the agents are symmetric, meaning that…
Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…
This paper formulates a Stackelberg game between a coordination agent and participating homes to control the overall load consumption of a residential neighborhood. Each home optimizes a comfort-cost trade off to determine a load schedule…
It is well known that bilevel optimization problems are hard to solve both in theory and practice. In this paper, we highlight a further computational difficulty when it comes to solving bilevel problems with continuous but nonconvex lower…