English
Related papers

Related papers: Learning generalized Nash equilibria from pairwise…

200 papers

We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…

Machine Learning · Computer Science 2023-03-23 S. Rasoul Etesami

We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash…

Machine Learning · Computer Science 2019-01-30 Asish Ghoshal , Jean Honorio

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

Examining the behavior of multi-agent systems is vitally important to many emerging distributed applications - game theory has emerged as a powerful tool set in which to do so. The main approach of game-theoretic techniques is to model…

Computer Science and Game Theory · Computer Science 2024-06-03 Rohit Konda , Rahul Chandan , Jason Marden

Game theory is a very profound study on distributed decision-making behavior and has been extensively developed by many scholars. However, many existing works rely on certain strict assumptions such as knowing the opponent's private…

Computer Science and Game Theory · Computer Science 2020-04-21 Kuo Chun Tsai , Zhu Han

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…

Optimization and Control · Mathematics 2021-06-02 Barbara Franci , Sergio Grammatico

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…

Optimization and Control · Mathematics 2020-04-10 Peng Yi , Lacra Pavel

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the…

Optimization and Control · Mathematics 2022-06-16 Giuseppe Belgioioso , Angelia Nedić , Sergio Grammatico

Nash equilibrium is a central concept in game theory. Several Nash solvers exist, yet none scale to normal-form games with many actions and many players, especially those with payoff tensors too big to be stored in memory. In this work, we…

Computer Science and Game Theory · Computer Science 2022-02-07 Ian Gemp , Rahul Savani , Marc Lanctot , Yoram Bachrach , Thomas Anthony , Richard Everett , Andrea Tacchetti , Tom Eccles , János Kramár

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

Optimization and Control · Mathematics 2020-04-10 Andrew R Romano , Lacra Pavel

We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize…

Optimization and Control · Mathematics 2022-06-24 Mattia Bianchi , Sergio Grammatico

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

Optimization and Control · Mathematics 2021-09-28 Chao Sun , Guoqiang Hu

Computing equilibria of games is a central task in computer science. A large number of results are known for \emph{Nash equilibrium} (NE). However, these can be adopted only when coalitions are not an issue. When instead agents can form…

Computer Science and Game Theory · Computer Science 2017-11-20 Nicola Gatti , Marco Rocco , Tuomas Sandholm

This paper studies the problem of Nash equilibrium approximation in large-scale heterogeneous mean-field games under communication and computation constraints. A deterministic mean-field game is considered in which the non-linear utility…

Optimization and Control · Mathematics 2017-09-20 Ehsan Nekouei , Tansu Alpcan , Girish Nair

Shared-constraint games are noncooperative $N$-player games where players are coupled through a common coupling constraint. It is known that such games admit two kinds of equilibria -- generalized Nash equilibria (GNE) and variational…

Computer Science and Game Theory · Computer Science 2019-08-05 Ankur A. Kulkarni

Finding Nash equilibrial policies for two-player differential games requires solving Hamilton-Jacobi-Isaacs (HJI) PDEs. Self-supervised learning has been used to approximate solutions of such PDEs while circumventing the curse of…

Machine Learning · Computer Science 2023-02-28 Lei Zhang , Mukesh Ghimire , Wenlong Zhang , Zhe Xu , Yi Ren

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

Optimization and Control · Mathematics 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

We study the query complexity of approximate notions of Nash equilibrium in games with a large number of players $n$. Our main result states that for $n$-player binary-action games and for constant $\varepsilon$, the query complexity of an…

Computer Science and Game Theory · Computer Science 2014-07-21 Yakov Babichenko

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…

Computer Science and Game Theory · Computer Science 2024-11-05 Ian Gemp

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical…

Machine Learning · Computer Science 2020-02-21 Eric Mazumdar , Lillian J. Ratliff , S. Shankar Sastry