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相关论文: Projected-gradient algorithms for generalized equi…

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We present two distributed algorithms for the computation of a generalized Nash equilibrium in monotone games. The first algorithm follows from a forward-backward-forward operator splitting, while the second, which requires the…

最优化与控制 · 数学 2020-02-17 Barbara Franci , Mathias Staudigl , Sergio Grammatico

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…

最优化与控制 · 数学 2021-06-02 Barbara Franci , Sergio Grammatico

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…

最优化与控制 · 数学 2022-06-16 Giuseppe Belgioioso , Angelia Nedić , Sergio Grammatico

We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm based on the preconditioned…

最优化与控制 · 数学 2020-02-24 Barbara Franci , Sergio Grammatico

We consider a stochastic generalized Nash equilibrium problem (GNEP) with expected-value cost functions. Inspired by Yi and Pavel (Automatica, 2019), we propose a distributed GNE seeking algorithm by exploiting the forward-backward operator…

最优化与控制 · 数学 2020-02-17 Barbara Franci , Sergio Grammatico

In this paper we propose a new operator splitting algorithm for distributed Nash equilibrium seeking under stochastic uncertainty, featuring relaxation and inertial effects. Our work is inspired by recent deterministic operator splitting…

最优化与控制 · 数学 2021-03-25 Shisheng Cui , Barbara Franci , Sergio Grammatico , Uday V. Shanbhag , Mathias Staudigl

We propose fully-distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, (i) the projected…

系统与控制 · 电气工程与系统科学 2024-04-04 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

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…

最优化与控制 · 数学 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

最优化与控制 · 数学 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

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 solve the stochastic generalized Nash equilibrium (SGNE) problem in merely monotone games with expected value cost functions. Specifically, we present the first distributed SGNE seeking algorithm for monotone games that requires one…

最优化与控制 · 数学 2021-07-15 Barbara Franci , Sergio Grammatico

In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper…

计算机科学与博弈论 · 计算机科学 2024-12-20 Carlo Cenedese , Giuseppe Belgioioso , Sergio Grammatico , Ming Cao

In this paper, we investigate a prescribed-time and fully distributed Nash Equilibrium (NE) seeking problem for continuous-time noncooperative games. By exploiting pseudo-gradient play and consensus-based schemes, various distributed NE…

系统与控制 · 电气工程与系统科学 2020-09-25 Zhi Feng , Guoqiang Hu

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

最优化与控制 · 数学 2022-06-16 Giuseppe Belgioioso , Sergio Grammatico

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…

最优化与控制 · 数学 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

This paper proposes the first fully distributed algorithm for finding the Generalized Nash Equilibrium (GNE) of a non-cooperative game with shared coupling constraints and general cost coupling at a user-prescribed finite time T. As a…

最优化与控制 · 数学 2026-03-24 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

In this paper, we propose a distributed primal-dual algorithm for computation of a generalized Nash equilibrium (GNE) in noncooperative games over network systems. In the considered game, not only each player's local objective function…

最优化与控制 · 数学 2019-12-10 Peng Yi , Lacra Pavel

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

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method presented in [4] to…

最优化与控制 · 数学 2023-10-25 Tatiana Tatarenko , Angelia Nedich

We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…

最优化与控制 · 数学 2021-11-05 Barbara Franci , Sergio Grammatico
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