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Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…
We develop an accelerated gradient descent algorithm on the Grassmann manifold to compute the subspace spanned by a number of leading eigenvectors of a symmetric positive semi-definite matrix. This has a constant cost per iteration and a…
The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…
We consider a class of smooth $N$-player noncooperative games, where player objectives are expectation-valued and potentially nonconvex. In such a setting, we consider the largely open question of efficiently computing a suitably defined…
Performative prediction captures the phenomenon where deploying a predictive model shifts the underlying data distribution. While simple retraining dynamics are known to converge linearly when the performative effects are weak ($\rho < 1$),…
We provide a complete characterization for the computational complexity of finding approximate equilibria in two-action graphical games. We consider the two most well-studied approximation notions: $\varepsilon$-Nash equilibria…
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…
We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…
Momentum methods, including heavy-ball~(HB) and Nesterov's accelerated gradient~(NAG), are widely used in training neural networks for their fast convergence. However, there is a lack of theoretical guarantees for their convergence and…
Surveillance-Evasion (SE) games form an important class of adversarial trajectory-planning problems. We consider time-dependent SE games, in which an Evader is trying to reach its target while minimizing the cumulative exposure to a moving…
Policy gradient methods enjoy strong practical performance in numerous tasks in reinforcement learning. Their theoretical understanding in multiagent settings, however, remains limited, especially beyond two-player competitive and potential…
We consider the computation of an equilibrium of a stochastic Nash equilibrium problem, where the player objectives are assumed to be $L_0$-Lipschitz continuous and convex given rival decisions with convex and closed player-specific…
In this paper, we investigate the seeking of Nash equilibrium (NE) in a non-cooperative quadratic game where all agents exchange their delayed strategy information with their neighbors. To extend best-response algorithms to the delayed…
Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…
This article introduces a class of $Nash$ games among $Stackelberg$ players ($NASPs$), namely, a class of simultaneous non-cooperative games where the players solve sequential Stackelberg games. Specifically, each player solves a…
We study the complexity of computing stationary Nash equilibrium (NE) in n-player infinite-horizon general-sum stochastic games. We focus on the problem of computing NE in such stochastic games when each player is restricted to choosing a…
Neural-ODE parameterize a differential equation using continuous depth neural network and solve it using numerical ODE-integrator. These models offer a constant memory cost compared to models with discrete sequence of hidden layers in which…
We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…
In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…
The Nash equilibrium is an important benchmark for behaviour in systems of strategic autonomous agents. Polymatrix games are a succinct and expressive representation of multiplayer games that model pairwise interactions between players. The…