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

We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…

We study infinite-horizon discounted two-player zero-sum Markov games, and develop a decentralized algorithm that provably converges to the set of Nash equilibria under self-play. Our algorithm is based on running an Optimistic Gradient…

We consider a repeatedly played generalized Nash equilibrium game. This induces a multi-agent online learning problem with joint constraints. An important challenge in this setting is that the feasible set for each agent depends on the…

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…

The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

In this paper, we introduce a notion of generalized potential games that is inspired by a newly developed theory on generalized gradient flows. More precisely, a game is called generalized potential if the simultaneous gradient of the loss…

We apply the generalized conditional gradient algorithm to potential mean field games and we show its well-posedeness. It turns out that this method can be interpreted as a learning method called fictitious play. More precisely, each step…

A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…

We reconsider the training objective of Generative Adversarial Networks (GANs) from the mixed Nash Equilibria (NE) perspective. Inspired by the classical prox methods, we develop a novel algorithmic framework for GANs via an…

Efficient distributed spectrum sharing mechanism is crucial for improving the spectrum utilization. The spatial aspect of spectrum sharing, however, is less understood than many other aspects. In this paper, we generalize a recently…

We introduce a generalization of zero-sum network multiagent matrix games and prove that alternating gradient descent converges to the set of Nash equilibria at rate $O(1/T)$ for this set of games. Alternating gradient descent obtains this…

This paper focuses on a kind of linear quadratic non-zero sum differential game driven by backward stochastic differential equation with asymmetric information, which is a natural continuation of Wang and Yu [IEEE TAC (2010) 55: 1742-1747,…

In this paper, we consider a continuous-type Bayesian Nash equilibrium (BNE) seeking problem in subnetwork zero-sum games, which is a generalization of deterministic subnetwork zero-sum games and discrete-type Bayesian zero-sum games. In…

In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…

In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic…

This paper introduces a consensus-based generalized multi-population aggregative game coordination approach with application to electric vehicles charging under transmission line constraints. The algorithm enables agents to seek an…

We address differential privacy for fully distributed aggregative games with shared coupling constraints. By co-designing the generalized Nash equilibrium (GNE) seeking mechanism and the differential-privacy noise injection mechanism, we…

In this paper we present optimization problems with biconvex objective function and linear constraints such that the set of global minima of the optimization problems is the same as the set of Nash equilibria of a n-player general-sum…

Continuous games are multiplayer games in which strategy sets are compact and utility functions are continuous. These games typically have a highly complicated structure of Nash equilibria, and numerical methods for the equilibrium…