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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 the context of large population symmetric games, approximate Nash equilibria are introduced through equilibrium solutions of the corresponding mean field game in the sense that the individual gain from optimal unilateral deviation under…

Computer Science and Game Theory · Computer Science 2026-01-30 Mao Fabrice Djete , Nizar Touzi

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 prove that in a normal form n-player game with m actions for each player, there exists an approximate Nash equilibrium where each player randomizes uniformly among a set of O(log(m) + log(n)) pure strategies. This result induces an…

Computer Science and Game Theory · Computer Science 2013-07-19 Yakov Babichenko , Ron Peretz

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

Systems and Control · Electrical Eng. & Systems 2024-04-04 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

This paper considers a class of generalized convex games where each player is associated with a convex objective function, a convex inequality constraint and a convex constraint set. The players aim to compute a Nash equilibrium through…

Optimization and Control · Mathematics 2015-09-23 Minghui Zhu , Emilio Frazzoli

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

Optimization and Control · Mathematics 2022-09-05 Maojiao Ye , Lei Ding , Jizhao Yin

Zero-sum games arise in a wide variety of problems, including robust optimization and adversarial learning. However, algorithms deployed for finding a local Nash equilibrium in these games often converge to non-Nash stationary points. This…

Computer Science and Game Theory · Computer Science 2025-09-30 Kushagra Gupta , Xinjie Liu , Ross Allen , Ufuk Topcu , David Fridovich-Keil

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

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

This paper introduces a new method to achieve stable convergence to Nash equilibrium in duopoly noncooperative games. Inspired by the recent fixed-time Nash Equilibrium seeking (NES) as well as prescribed-time extremum seeking (ES) and…

Optimization and Control · Mathematics 2024-05-27 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stochastic Nash games characterized by a possibly nonconvex…

Optimization and Control · Mathematics 2019-08-05 Jinlong Lei , Uday V. Shanbhag

In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

Computer Science and Game Theory · Computer Science 2023-09-15 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…

Optimization and Control · Mathematics 2014-11-11 Lillian J. Ratliff , Samuel A. Burden , S. Shankar Sastry

We describe a new complete algorithm for computing Nash equilibrium in multiplayer general-sum games, based on a quadratically-constrained feasibility program formulation. We demonstrate that the algorithm runs significantly faster than the…

Computer Science and Game Theory · Computer Science 2023-01-18 Sam Ganzfried

We present an algorithm that computes approximate pure Nash equilibria in a broad class of constraint satisfaction games that generalize the well-known cut and party affiliation games. Our results improve previous ones by Bhalgat et al.~(EC…

Computer Science and Game Theory · Computer Science 2014-02-17 Ioannis Caragiannis , Angelo Fanelli , Nick Gravin

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…

Theoretical Economics · Economics 2024-07-02 Florian Brandl , Felix Brandt

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

Machine Learning · Computer Science 2019-01-28 Eric V. Mazumdar , Michael I. Jordan , S. Shankar Sastry

The problem of the distributed Nash equilibrium seeking for aggregative games has been studied over strongly connected and weight-balanced static networks and every time strongly connected and weight-balanced switching networks. In this…

Optimization and Control · Mathematics 2024-05-14 Zhaocong Liu , Jie Huang

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

Optimization and Control · Mathematics 2025-11-18 Kaixin Du , Min Meng