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We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…

Optimization and Control · Mathematics 2025-07-29 Georgios Pantazis , Barbara Franci , Sergio Grammatico

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

This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…

Computer Science and Game Theory · Computer Science 2024-12-13 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedić

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

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

We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. In our formulation, heterogeneous Wasserstein ball…

Optimization and Control · Mathematics 2025-12-08 Zifan Wang , Georgios Pantazis , Sergio Grammatico , Michael M. Zavlanos , Karl H. Johansson

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

Optimization and Control · Mathematics 2025-11-18 Kaixin Du , Min Meng

This paper considers the problem of Nash equilibrium (NE) seeking in aggregative games, where the payoff function of each player depends on an aggregate of all players' actions. We present a distributed continuous time algorithm such that…

Optimization and Control · Mathematics 2019-11-04 Mehran Shakarami , Claudio De Persis , Nima Monshizadeh

Inspired by the recent work by Shapiro et al. [45], we propose a Bayesian distributionally robust Nash equilibrium (BDRNE) model where each player lacks complete information on the true probability distribution of the underlying uncertainty…

Optimization and Control · Mathematics 2025-08-18 Jian Liu , Ziheng Su , Huifu Xu

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

Nash Equilibrium and its robust counterpart, Distributionally Robust Nash Equilibrium (DRNE), are fundamental problems in game theory with applications in economics, engineering, and machine learning. This paper addresses the problem of…

Optimization and Control · Mathematics 2025-10-21 Zeinab Alizadeh , Azadeh Farsi , Afrooz Jalilzadeh

In this paper, we focus on the stochastic generalized Nash equilibrium problem (SGNEP) which is an important and widely-used model in many different fields. In this model, subject to certain global resource constraints, a set of…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Yuanhanqing Huang , Jianghai Hu

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

Optimization and Control · Mathematics 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

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

In this paper, we study the problem of consensus-based distributed Nash equilibrium (NE) seeking where a network of players, abstracted as a directed graph, aim to minimize their own local cost functions non-cooperatively. Considering the…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Wei Huo , Kam Fai Elvis Tsang , Yamin Yan , Karl Henrik Johansson , Ling Shi

We study the robust Nash equilibrium (RNE) for a class of games in communications systems and networks where the impact of users on each other is an additive function of their strategies. Each user measures this impact, which may be…

Computer Science and Game Theory · Computer Science 2011-09-21 Saeedeh Parsaeefard , Ahmad R. Sharafat , Mihaela van der Schaar

We study distributionally robust Markov games (DR-MGs) with the average-reward criterion, a framework for multi-agent decision-making under uncertainty over extended horizons. In average reward DR-MGs, agents aim to maximize their…

Multiagent Systems · Computer Science 2025-12-12 Zachary Roch , Yue Wang

This paper considers the distributed strategy design for Nash equilibrium (NE) seeking in multi-cluster games under a partial-decision information scenario. In the considered game, there are multiple clusters and each cluster consists of a…

Optimization and Control · Mathematics 2022-06-08 Min Meng , Xiuxian Li

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

Optimization and Control · Mathematics 2022-06-14 Shu Liang , Peng Yi , Yiguang Hong

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

The Stackelberg game model, where a leader commits to a strategy and the follower best responds, has found widespread application, particularly to security problems. In the security setting, the goal is for the leader to compute an optimal…

Computer Science and Game Theory · Computer Science 2022-09-19 Sai Mali Ananthanarayanan , Christian Kroer
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