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Generalized Nash Equilibrium Problems (GNEPs) arise in many applications, including non-cooperative multi-agent control problems. Although many methods exist for finding generalized Nash equilibria, most of them rely on assuming knowledge…

Computer Science and Game Theory · Computer Science 2026-03-19 Pablo Krupa , Alberto Bemporad

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

Optimization and Control · Mathematics 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

The approximation of mixed Nash equilibria (MNE) for zero-sum games with mean-field interacting players has recently raised much interest in machine learning. In this paper we propose a mean-field gradient descent dynamics for finding the…

Optimization and Control · Mathematics 2025-05-13 Yulong Lu , Pierre Monmarché

The equilibrium selection problem in the generalized Nash equilibrium problem (GNEP) has recently been studied as an optimization problem, defined over the set of all variational equilibria achievable through a lower-level non-cooperative…

Optimization and Control · Mathematics 2025-01-28 Shota Matsuo , Keita Kume , Isao Yamada

This paper proposes the first fully distributed algorithm for finding the Generalized Nash Equilibrium (GNE) of a non-cooperative game with shared coupling constraints and general cost coupling at a user-prescribed finite time T. As a…

Optimization and Control · Mathematics 2026-03-24 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

Machine Learning · Computer Science 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

Concurrent multi-player games with $\omega$-regular objectives are a standard model for systems that consist of several interacting components, each with its own objective. The standard solution concept for such games is Nash Equilibrium,…

Computer Science and Game Theory · Computer Science 2022-09-28 Shaull Almagor , Shai Guendelman

This paper studies convex Generalized Nash Equilibrium Problems (GNEPs) that are given by polynomials. We use rational and parametric expressions for Lagrange multipliers to formulate efficient polynomial optimization for computing…

Optimization and Control · Mathematics 2021-11-09 Jiawang Nie , Xindong Tang

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

Computer Science and Game Theory · Computer Science 2021-02-25 Linan Huang , Quanyan Zhu

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…

Optimization and Control · Mathematics 2024-04-24 Zachary Feinstein , Niklas Hey , Birgit Rudloff

We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…

Optimization and Control · Mathematics 2021-03-18 Yuanhanqing Huang , Jianghai Hu

In this work, we focus on the concept of projected solutions for generalized Nash equilibrium problems. We present new existence results by considering sets of strategies that are not necessarily compact. The relationship between projected…

Optimization and Control · Mathematics 2023-07-26 Calderón Carlos , Cotrina John

Sensor network localization (SNL) problems require determining the physical coordinates of all sensors in a network. This process relies on the global coordinates of anchors and the available measurements between non-anchor and anchor…

Optimization and Control · Mathematics 2024-03-26 Gehui Xu , Guanpu Chen , Yiguang Hong , Baris Fidan , Thomas Parisini , Karl H. Johansson

The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…

Optimization and Control · Mathematics 2025-08-19 Shota Matsuo , Keita Kume , Isao Yamada

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

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

Nash equilibrium is the most commonly-used notion of equilibrium in game theory. However, it suffers from numerous problems. Some are well known in the game theory community; for example, the Nash equilibrium of repeated prisoner's dilemma…

Computer Science and Game Theory · Computer Science 2008-12-18 Joseph Y. Halpern

In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games…

Optimization and Control · Mathematics 2023-02-27 Feng Xiao , Xin Cai , Bo Wei

Nash equilibrium serves as a fundamental mathematical tool in economics and game theory. However, it classically assumes knowledge of player utilities, whereas economics generally regards preferences as more fundamental. To leverage…

Computer Science and Game Theory · Computer Science 2026-05-11 Ian Gemp , Crystal Qian , Marc Lanctot , Kate Larson

This paper addresses the problem of distributed online generalized Nash equilibrium (GNE) learning for multi-cluster games with delayed feedback information. Specifically, each agent in the game is assumed to be informed a sequence of local…

Optimization and Control · Mathematics 2024-07-08 Bingqian Liu , Guanghui Wen , Xiao Fang , Tingwen Huang , Guanrong Chen