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This paper considers a stochastic Nash game in which each player minimizes an expectation valued composite objective. We make the following contributions. (I) Under suitable monotonicity assumptions on the concatenated gradient map, we…

Optimization and Control · Mathematics 2020-05-25 Jinlong Lei , Uday V. Shanbhag

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…

Optimization and Control · Mathematics 2023-02-23 Jiawang Nie , Xindong Tang , Suhan Zhong

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…

Computer Science and Game Theory · Computer Science 2019-10-29 Zehao Dou , Xiang Yan , Dongge Wang , Xiaotie Deng

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 consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…

Multiagent Systems · Computer Science 2014-02-18 Minghui Zhu , Michael Otte , Pratik Chaudhari , Emilio Frazzoli

Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…

Optimization and Control · Mathematics 2021-10-22 Steven-Marian Stengl

We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a…

Computer Science and Game Theory · Computer Science 2021-07-28 Tatiana Tatarenko , Jan Zimmermann , Jürgen Adamy

Mechanism design for fully strategic agents commonly assumes broadcast nature of communication between agents of the system. Moreover, for mechanism design, the stability of Nash equilibrium (NE) is demonstrated by showing convergence of…

Computer Science and Game Theory · Computer Science 2017-04-05 Abhinav Sinha , Achilleas Anastasopoulos

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

Computer Science and Game Theory · Computer Science 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

This paper explores distributed aggregative games in multi-agent systems. Current methods for finding distributed Nash equilibrium require players to send original messages to their neighbors, leading to communication burden and privacy…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Wei Huo , Xiaomeng Chen , Kemi Ding , Subhrakanti Dey , Ling Shi

We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an…

Optimization and Control · Mathematics 2016-06-10 Jayash Koshal , Angelia Nedić , Uday V. Shanbhag

Current research in distributed Nash equilibrium (NE) seeking in the partial information setting assumes that information is exchanged between agents that are "truthful". However, in general noncooperative games agents may consider sending…

Optimization and Control · Mathematics 2021-11-30 Dian Gadjov , Lacra Pavel

We present a new, distributed method to compute approximate Nash equilibria in bimatrix games. In contrast to previous approaches that analyze the two payoff matrices at the same time (for example, by solving a single LP that combines the…

Computer Science and Game Theory · Computer Science 2018-10-12 Artur Czumaj , Argyrios Deligkas , Michail Fasoulakis , John Fearnley , Marcin Jurdziński , Rahul Savani

Distributed Nash equilibrium seeking for games in uncertain networked systems without a prior knowledge about control directions is explored in this paper. More specifically, the dynamics of the players are supposed to be first-order or…

Optimization and Control · Mathematics 2020-09-29 Maojiao Ye , Shengyuan Xu , Jizhao Yin

We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…

Computer Science and Game Theory · Computer Science 2023-07-26 Duong Nguyen , Langford White , Hung Nguyen

We consider the problem of distributed channel allocation in large networks under the frequency-selective interference channel. Performance is measured by the weighted sum of achievable rates. Our proposed algorithm is a modified Fictitious…

Information Theory · Computer Science 2018-11-13 Ilai Bistritz , Amir Leshem

We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

Machine Learning · Computer Science 2024-10-04 Sarah Sachs , Hedi Hadiji , Tim van Erven , Mathias Staudigl

We use co-evolutionary genetic algorithms to model the players' learning process in several Cournot models, and evaluate them in terms of their convergence to the Nash Equilibrium. The "social-learning" versions of the two co-evolutionary…

Computer Science and Game Theory · Computer Science 2010-05-13 Mattheos K. Protopapas , Elias B. Kosmatopoulos , Francesco Battaglia

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…

Optimization and Control · Mathematics 2022-05-17 Tongyu Wang , Peng Yi , Jie Chen

We consider a gossip approach for finding a Nash equilibrium in a distributed multi-player network game. We extend previous results on Nash equilibrium seeking to the case when the players' cost functions may be affected by the actions of…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel
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