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In this paper, we address the challenge of Nash equilibrium (NE) seeking in non-cooperative convex games with partial-decision information. We propose a distributed algorithm, where each agent refines its strategy through projected-gradient…

Computer Science and Game Theory · Computer Science 2023-09-15 Duong Thuy Anh Nguyen , Mattia Bianchi , Florian Dörfler , Duong Tung Nguyen , Angelia Nedić

We study the convergence to local Nash equilibria of gradient methods for two-player zero-sum differentiable games. It is well-known that such dynamics converge locally when $S \succ 0$ and may diverge when $S=0$, where $S\succeq 0$ is the…

Optimization and Control · Mathematics 2023-11-08 Guillaume Wang , Lénaïc Chizat

Finding Nash equilibria in two-player zero-sum imperfect-information games remains a central challenge in multi-agent reinforcement learning. Recent multi-round regularization methods offer a promising direction, yet existing approaches…

Machine Learning · Computer Science 2026-05-01 Eason Yu , Tzu Hao Liu , Clément L. Canonne , Yunke Wang , Chang Xu , Nguyen H. Tran , Stefano V. Albrecht

We study nonzero-sum stochastic differential games with risk-sensitive ergodic cost criterion. Under certain conditions, using multi-parameter eigenvalue approach, we establish the existence of a Nash equilibrium in the space of stationary…

Optimization and Control · Mathematics 2022-06-27 Mrinal K. Ghosh , K. Suresh Kumar , Chandan Pal , Somnath Pradhan

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

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

Optimization and Control · Mathematics 2012-06-11 Vikas Vikram Singh , N. Hemachandra

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…

Optimization and Control · Mathematics 2025-10-29 Luke Marrinan , Farzad Yousefian , Uday V. Shanbhag

In this paper, a new method is proposed to compute the rolling Nash equilibrium of the time-invariant nonlinear two-person zero-sum differential games. The idea is to discretize the time to transform a differential game into a sequential…

Systems and Control · Electrical Eng. & Systems 2020-11-13 Wei Liao , Xiaohui Wei , Jizhou Lai

Nash equilibrium is a popular solution concept for solving imperfect-information games in practice. However, it has a major drawback: it does not preclude suboptimal play in branches of the game tree that are not reached in equilibrium.…

Computer Science and Game Theory · Computer Science 2017-05-29 Christian Kroer , Gabriele Farina , Tuomas Sandholm

Quantum games with incomplete information can be studied within a Bayesian framework. We analyze games quantized within the EWL framework [Eisert, Wilkens, and Lewenstein, Phys Rev. Lett. 83, 3077 (1999)]. We solve for the Nash equilibria…

Quantum Physics · Physics 2017-03-10 Neal Solmeyer , Radhakrishnan Balu

We study the last-iterate convergence of variance reduction methods for extragradient (EG) algorithms for a class of variational inequalities satisfying error-bound conditions. Previously, last-iterate linear convergence was only known…

Optimization and Control · Mathematics 2024-01-02 Tianlong Nan , Yuan Gao , Christian Kroer

We propose projection-free sequential algorithms for linear-quadratic dynamics games. These policy gradient based algorithms are akin to Stackelberg leadership model and can be extended to model-free settings. We show that if the leader…

Systems and Control · Electrical Eng. & Systems 2019-11-13 Jingjing Bu , Lillian J. Ratliff , Mehran Mesbahi

We show that projected-gradient methods for the distributed computation of generalized Nash equilibria in aggregative games are preconditioned forward-backward splitting methods applied to the KKT operator of the game. Specifically, we…

Optimization and Control · Mathematics 2018-03-29 Giuseppe Belgioioso , Sergio Grammatico

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…

Optimization and Control · Mathematics 2025-08-04 Aloïs Duguet , Margarida Carvalho , Gabriele Dragotto , Sandra Ulrich Ngueveu

We consider a nonzero-sum Markov game on an abstract measurable state space with compact metric action spaces. The goal of each player is to maximize his respective discounted payoff function under the condition that some constraints on a…

Optimization and Control · Mathematics 2021-09-28 François Dufour , Tomás Prieto-Rumeau

Our work focuses on extra gradient learning algorithms for finding Nash equilibria in bilinear zero-sum games. The proposed method, which can be formally considered as a variant of Optimistic Mirror Descent…

Computer Science and Game Theory · Computer Science 2022-03-09 Michail Fasoulakis , Evangelos Markakis , Yannis Pantazis , Constantinos Varsos

We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

This paper establishes the tractability of finding the optimal Nash equilibrium, as well as the optimal social solution, to a discrete congestion game using a gate-model quantum computer. The game is of the type originally posited by…

Quantum Physics · Physics 2020-08-24 Mark Hodson , Brendan Ruck , Hugh Ong , Stefan Dulman , David Garvin

This paper is concerned with complexity theoretic aspects of a general formulation of quantum game theory that models strategic interactions among rational agents that process and exchange quantum information. In particular, we prove that…

Computational Complexity · Computer Science 2022-12-28 John Bostanci , John Watrous

We introduce and study the class of semidefinite games, which generalizes bimatrix games and finite $N$-person games, by replacing the simplex of the mixed strategies for each player by a slice of the positive semidefinite cone in the space…

Optimization and Control · Mathematics 2024-05-21 Constantin Ickstadt , Thorsten Theobald , Elias Tsigaridas
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