Related papers: Distributed Nash Equilibrium Seeking in Non-Monoto…
Equilibria of realistic multiplayer games constitute a key solution concept both in practical applications, such as online advertising auctions and electricity markets, and in analytical frameworks used to study strategic voting in…
In this article, we consider generalized Nash games where the associated constraint map is not necessarily self. The classical Nash equilibrium may not exist for such games and therefore we introduce the notion of best approximate solution…
We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…
Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…
We explore the use of policy approximations to reduce the computational cost of learning Nash equilibria in zero-sum stochastic games. We propose a new Q-learning type algorithm that uses a sequence of entropy-regularized soft policies to…
We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic…
In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…
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…
In Feinstein and Rudloff (2023), it was shown that the set of Nash equilibria for any non-cooperative $N$ player game coincides with the set of Pareto optimal points of a certain vector optimization problem with non-convex ordering cone. To…
Successful algorithms have been developed for computing Nash equilibrium in a variety of finite game classes. However, solving continuous games -- in which the pure strategy space is (potentially uncountably) infinite -- is far more…
In competitive multi-player interactions, simultaneous optimality is a key requirement for establishing strategic equilibria. This property is explicit when the game-theoretic equilibrium is the simultaneously optimal solution of coupled…
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…
This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…
We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…
In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…
We study the computation of approximate pure Nash equilibria in Shapley value (SV) weighted congestion games, introduced in [19]. This class of games considers weighted congestion games in which Shapley values are used as an alternative (to…
In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…
We consider a class of games with continuum of players where equilibria can be obtained by the minimization of a certain functional related to optimal transport as emphasized in [7]. We then use the powerful entropic regularization…
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the…
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…