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This paper studies a class of network games with linear-quadratic payoffs and externalities exerted through a strictly concave interaction function. This class of game is motivated by the diminishing marginal effects with peer influences.…

最优化与控制 · 数学 2024-06-04 Jiamin Cai , Chenyue Zhang , Hoi-To Wai

This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this…

计算机科学与博弈论 · 计算机科学 2023-06-06 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

In this paper we focus on noncooperative games with uncertain constraints coupling the agents' decisions. We consider a setting where bounded deviations of agents' decisions from the equilibrium are possible, and uncertain constraints are…

最优化与控制 · 数学 2023-11-28 George Pantazis , Filiberto Fele , Kostas Margellos

We study the problem of fairly allocating a set of indivisible goods among agents with additive valuations. The extent of fairness of an allocation is measured by its Nash social welfare, which is the geometric mean of the valuations of the…

计算机科学与博弈论 · 计算机科学 2018-07-23 Siddharth Barman , Sanath Kumar Krishnamurthy , Rohit Vaish

We consider network aggregative games to model and study multi-agent populations in which each rational agent is influenced by the aggregate behavior of its neighbors, as specified by an underlying network. Specifically, we examine systems…

系统与控制 · 计算机科学 2015-06-26 Francesca Parise , Sergio Grammatico , Basilio Gentile , John Lygeros

We explore the computational complexity of computing pure Nash equilibria for a new class of strategic games called integer programming games with difference of piecewise linear convex payoffs. Integer programming games are games where…

计算机科学与博弈论 · 计算机科学 2017-01-03 Matthias Köppe , Christopher Thomas Ryan , Maurice Queyranne

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

机器学习 · 计算机科学 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

The property of the communication network and the constraints on the strategic space are two factors that determine the complexity of the distributed Nash equilibrium (DNE) seeking problem. The DNE seeking problem of aggregative games has…

最优化与控制 · 数学 2025-02-26 Zhaocong Liu , Jie Huang

We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…

最优化与控制 · 数学 2018-10-24 Tatiana Tatarenko , Wei Shi , Angelia Nedich

Adaptive momentum methods have recently attracted a lot of attention for training of deep neural networks. They use an exponential moving average of past gradients of the objective function to update both search directions and learning…

最优化与控制 · 数学 2021-04-27 Babak Barazandeh , Davoud Ataee Tarzanagh , George Michailidis

Min-max saddle point games have recently been intensely studied, due to their wide range of applications, including training Generative Adversarial Networks (GANs). However, most of the recent efforts for solving them are limited to special…

最优化与控制 · 数学 2021-08-10 Babak Barazandeh , Tianjian Huang , George Michailidis

This work studies Stackelberg network interdiction games -- an important class of games in which a defender first allocates (randomized) defense resources to a set of critical nodes on a graph while an adversary chooses its path to attack…

最优化与控制 · 数学 2023-01-31 Tien Mai , Avinandan Bose , Arunesh Sinha , Thanh H. Nguyen

We study connections between optimistic bilevel programming problems and Generalized Nash Equilibrium Problems (GNEP)s. We remark that, when addressing bilevel problems, we consider the general case in which the lower level program is not…

最优化与控制 · 数学 2016-09-16 Lorenzo Lampariello , Simone Sagratella

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

最优化与控制 · 数学 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We study combinatorial auctions where each item is sold separately but simultaneously via a second price auction. We ask whether it is possible to efficiently compute in this game a pure Nash equilibrium with social welfare close to the…

计算机科学与博弈论 · 计算机科学 2015-06-10 Shahar Dobzinski , Hu Fu , Robert Kleinberg

We study the game modification problem, where a benevolent game designer or a malevolent adversary modifies the reward function of a zero-sum Markov game so that a target deterministic or stochastic policy profile becomes the unique Markov…

计算机科学与博弈论 · 计算机科学 2024-08-27 Young Wu , Jeremy McMahan , Yiding Chen , Yudong Chen , Xiaojin Zhu , Qiaomin Xie

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

计算机科学与博弈论 · 计算机科学 2024-02-13 Huaqing Li , Liang Ran , Lifeng Zheng , Zhe Li , Jinhui Hu , Jun Li , Tingwen Huang

We develop an efficient method for solving non-convex constrained optimization problems that are pervasive in economics. The optimal solution to these problems often involves randomization. We employ a Lagrangian framework and prove that…

理论经济学 · 经济学 2026-05-07 Chengfeng Shen , Felix Kübler , Yucheng Yang , Zhennan Zhou

Dynamic nonzero sum games are widely used to model multi agent decision making in control, economics, and related fields. Classical methods for computing Nash equilibria, especially in linear quadratic settings, rely on strong structural…

神经与进化计算 · 计算机科学 2026-01-07 Alireza Rezaee

We settle a long-standing open question in algorithmic game theory. We prove that Bimatrix, the problem of finding a Nash equilibrium in a two-player game, is complete for the complexity class PPAD Polynomial Parity Argument, Directed…

计算机科学与博弈论 · 计算机科学 2007-05-23 Xi Chen , Xiaotie Deng , Shang-Hua Teng