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We consider the stochastic generalized Nash equilibrium problem (SGNEP) with joint feasibility constraints and expected-value cost functions. We propose a distributed stochastic projected reflected gradient algorithm and show its almost…

最优化与控制 · 数学 2021-03-22 Barbara Franci , Sergio Grammatico

In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…

最优化与控制 · 数学 2024-12-02 Yuyang Qiu , Farzad Yousefian , Brian Zhang

Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but not its rivals' types, and Bayesian Nash equilibrium (BNE) is…

最优化与控制 · 数学 2025-01-22 Yuan Tao , Huifu Xu

Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…

计算机科学与博弈论 · 计算机科学 2022-10-20 Denizalp Goktas , Amy Greenwald

Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…

系统与控制 · 电气工程与系统科学 2025-09-18 Yixun Wen , Yulong Gao , Boli Chen

We investigate the sensitivity of the Nash equilibrium of constrained network aggregative games to changes in exogenous parameters affecting the cost function of the players. This setting is motivated by two applications. The first is the…

计算机科学与博弈论 · 计算机科学 2017-06-28 Francesca Parise , Asuman Ozdaglar

We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…

最优化与控制 · 数学 2025-07-18 Tatiana Tatarenko , Maryam Kamgarpour

In this work, we present a novel characterization of approximate Nash equilibria in a class of convex games over the simplex. To achieve this, we regularize the utility functions using the Shannon entropy term, connect the solutions to the…

最优化与控制 · 数学 2025-07-18 Tatiana Tatarenko , S. Rasoul Etesami

We propose locally convergent Nash equilibrium seeking algorithms for $N$-player noncooperative games, which use distributed event-triggered pseudo-gradient estimates. The proposed approach employs sinusoidal perturbations to estimate the…

最优化与控制 · 数学 2025-05-13 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Tamer Basar

In current power distribution systems, one of the most challenging operation tasks is to coordinate the network- wide distributed energy resources (DERs) to maintain the stability of voltage magnitude of the system. This voltage control…

系统与控制 · 计算机科学 2018-04-04 Kaiqing Zhang , Wei Shi , Hao Zhu , Tamer Başar

This paper investigates stochastic generalized dynamic games with coupling chance constraints, where agents have incomplete information about uncertainties satisfying a concentration of measure property. This problem, in general, is…

系统与控制 · 电气工程与系统科学 2026-02-06 Seyed Shahram Yadollahi , Hamed Kebriaei , Sadegh Soudjani

We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…

计算机科学与博弈论 · 计算机科学 2022-05-10 Veerle Tan-Timmermans , Tobias Harks

Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed…

最优化与控制 · 数学 2025-08-20 Zhun Gou , Nan-Jing Huang , Jian-Hao Kang , Jen-Chih Yao

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…

最优化与控制 · 数学 2020-09-29 Maojiao Ye , Shengyuan Xu , Jizhao Yin

Decision-making in multi-player games can be extremely challenging, particularly under uncertainty. In this work, we propose a new sample-based approximation to a class of stochastic, general-sum, pure Nash games, where each player has an…

This paper investigates the privacy-preserving distributed Nash equilibrium seeking problem for aggregative games. A novel differential privacy mechanism is designed by incorporating stochastic event-triggering with stochastic quantization,…

最优化与控制 · 数学 2026-05-27 Qingtan Meng , Qian Ma

NashOpt is an open-source Python library for computing and designing generalized Nash equilibria (GNEs) in noncooperative games with shared constraints and real-valued decision variables. The library exploits the joint Karush-Kuhn-Tucker…

系统与控制 · 电气工程与系统科学 2026-03-19 Alberto Bemporad

This paper investigates the distributed Nash equilibrium seeking problem for two-network zero-sum games with set constraints, where the two networks have the opposite nonsmooth cost functions. The interaction of the agents in each network…

最优化与控制 · 数学 2019-12-03 Dandan Yue , Ziyang Meng

This paper addresses the challenge of solving the generalized Nash Equilibrium seeking problem for decentralized stochastic online multi-cluster games amidst Byzantine agents. During the game process, each honest agent is influenced by both…

最优化与控制 · 数学 2025-07-31 Bingqian Liu , Guanghui Wen , Liyuan Chen , Yiguang Hong

Continuous-time gradient-based Nash equilibrium seeking algorithms enjoy a passivity property under a suitable monotonicity assumption. This feature has been exploited to design distributed algorithms that converge to Nash equilibria and…

最优化与控制 · 数学 2018-12-04 Claudio De Persis , Sergio Grammatico