Related papers: NashOpt - A Python Library for Computing Generaliz…
We present a method to compute explicit solutions of parametric Generalized Nash Equilibrium (GNE) problems with convex quadratic cost functions and linear coupling and local constraints. Assuming the parameters only enter the linear terms…
In this paper, we investigate distributed generalized Nash equilibrium (GNE) computation of monotone games with affine coupling constraints. Each player can only utilize its local objective function, local feasible set and a local block of…
In this tutorial, we present a computational overview on computing Nash equilibria in Integer Programming Games ($IPG$s), $i.e.$, how to compute solutions for a class of non-cooperative and nonconvex games where each player solves a…
Any individual's preference represents his choice in the set of available options. It is said to be complete if the person can compare any pair of available options. We aim to initiate the notion of projected solutions for the generalized…
Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…
We consider generalized Nash equilibrium problems (GNEPs) with non-convex strategy spaces and non-convex cost functions. This general class of games includes the important case of games with mixed-integer variables for which only a few…
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…
Dynamic games can be an effective approach for modeling interactive behavior between multiple competitive agents in autonomous racing and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In…
We study Nash equilibrium problems with mixed-integer variables in which each player solves a mixed-integer optimization problem parameterized by the rivals' strategies. We distinguish between standard Nash equilibrium problems (NEPs),…
In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…
We propose a framework to compute approximate Nash equilibria in integer programming games with nonlinear payoffs, i.e., simultaneous and non-cooperative games where each player solves a parametrized mixed-integer nonlinear program. We…
Non-cooperative dynamic game theory provides a principled approach to modeling sequential decision-making among multiple noncommunicative agents. A key focus has been on finding Nash equilibria in two-agent zero-sum dynamic games under…
The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…
Nash Equilibrium (NE) is the canonical solution concept of game theory, which provides an elegant tool to understand the rationalities. Though mixed strategy NE exists in any game with finite players and actions, computing NE in two- or…
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…
This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…
In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…
This paper studies generalized Nash equilibrium problems that are given by rational functions. The optimization problems are not assumed to be convex. Rational expressions for Lagrange multipliers and feasible extensions of KKT points are…
In this paper, we propose a distributed primal-dual algorithm for computation of a generalized Nash equilibrium (GNE) in noncooperative games over network systems. In the considered game, not only each player's local objective function…
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…