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In this paper, we investigate a prescribed-time and fully distributed Nash Equilibrium (NE) seeking problem for continuous-time noncooperative games. By exploiting pseudo-gradient play and consensus-based schemes, various distributed NE…

Systems and Control · Electrical Eng. & Systems 2020-09-25 Zhi Feng , Guoqiang Hu

We introduce a new solution concept for bounded rational agents in finite normal-form general-sum games called Generalized Quantal Response Equilibrium (GQRE) which generalizes Quantal Response Equilibrium~\citep{mckelvey1995quantal}. In…

Computer Science and Game Theory · Computer Science 2025-07-15 Apurv Shukla , Vijay Subramanian , Andy Zhao , Rahul Jain

Games with incomplete preferences are an important model for studying rational decision-making in scenarios where players face incomplete information about their preferences and must contend with incomparable outcomes. We study the problem…

Computer Science and Game Theory · Computer Science 2024-08-13 Abhishek N. Kulkarni , Jie Fu , Ufuk Topcu

The property of the communication network and the constraints on the strategic space are two factors that determine the complexity of the distributed Nash equilibrium (DNE) seeking problem. The DNE seeking problem of aggregative games has…

Optimization and Control · Mathematics 2025-02-26 Zhaocong Liu , Jie Huang

In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Yuanhanqing Huang , Jianghai Hu

The classical game theory models rational players and proposes Nash equilibrium (NE) as the solution. However, real-world scenarios rarely feature rational players; instead, players make inconsistent and irrational decisions. Often,…

Computer Science and Game Theory · Computer Science 2024-06-07 Khushboo Agarwal , Konstantin Avrachenkov , Veeraruna Kavitha , Raghupati Vyas

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

Optimization and Control · Mathematics 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

Computing a Nash equilibrium (NE) is a central task in computer science. An NE is a particularly appropriate solution concept for two-agent settings because coalitional deviations are not an issue. However, even in this case, finding an NE…

Computer Science and Game Theory · Computer Science 2012-10-19 Nicola Gatti , Giorgio Patrini , Marco Rocco , Tuomas Sandholm

Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the…

Machine Learning · Computer Science 2019-05-16 Arvind U. Raghunathan , Anoop Cherian , Devesh K. Jha

Nash equilibrium (NE) is a central concept in game theory. Here we prove formally a published theorem on existence of an NE in two proof assistants, Coq and Isabelle: starting from a game with finitely many outcomes, one may derive a game…

Computer Science and Game Theory · Computer Science 2017-09-08 Stéphane Le Roux , Érik Martin-Dorel , Jan-Georg Smaus

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…

Optimization and Control · Mathematics 2019-07-17 Tatiana Tatarenko , Angelia Nedich

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…

Optimization and Control · Mathematics 2022-06-14 Wicak Ananduta , Sergio Grammatico

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…

Computer Science and Game Theory · Computer Science 2024-04-04 Sarah H. Q. Li , Yue Yu , Florian Dörfler , John Lygeros

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

Optimization and Control · Mathematics 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…

Systems and Control · Computer Science 2014-01-21 Abhishek Gupta , Ashutosh Nayyar , Cedric Langbort , Tamer Basar

The recently defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer…

Computer Science and Game Theory · Computer Science 2023-04-25 Margarida Carvalho , Andrea Lodi , João Pedro Pedroso

Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…

Computational Complexity · Computer Science 2008-02-21 Mihalis Yannakakis

Data-driven modeling increasingly requires to find a Nash equilibrium in multi-player games, e.g. when training GANs. In this paper, we analyse a new extra-gradient method for Nash equilibrium finding, that performs gradient extrapolations…

We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…

Optimization and Control · Mathematics 2021-05-05 Mattia Bianchi , Sergio Grammatico

We study multiplayer quantitative reachability games played on a finite directed graph, where the objective of each player is to reach his target set of vertices as quickly as possible. Instead of the well-known notion of Nash equilibrium…

Computer Science and Game Theory · Computer Science 2023-06-22 Thomas Brihaye , Véronique Bruyère , Aline Goeminne , Jean-François Raskin , Marie van den Bogaard