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We study policy optimization algorithms for computing correlated equilibria in multi-player general-sum Markov Games. Previous results achieve $O(T^{-1/2})$ convergence rate to a correlated equilibrium and an accelerated $O(T^{-3/4})$…

机器学习 · 计算机科学 2024-05-03 Yang Cai , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Control problems not admitting the dynamic programming principle are known as time-inconsistent. The game-theoretic approach is to interpret such problems as intrapersonal dynamic games and look for subgame perfect Nash equilibria. A…

最优化与控制 · 数学 2020-05-04 Kristoffer Lindensjö

We present an index theory of equilibria for extensive form games. This requires developing an index theory for games where the strategy sets of players are general polytopes and their payoff functions are multiaffine in the product of…

理论经济学 · 经济学 2023-07-04 Lucas Pahl

We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…

最优化与控制 · 数学 2026-01-19 Alberto Domínguez Corella , Onésimo Hernández-Lerma

Motivated by the complex dynamics of cooperative and competitive interactions within networked agent systems, multi-cluster games provide a framework for modeling the interconnected goals of self-interested clusters of agents. For this…

We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by…

最优化与控制 · 数学 2020-05-20 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

A semi-discretization in time, according to a full implicit Euler scheme, for a 2D dissipative quasi geostrophic equation, is studied. We prove existence, uniqueness and regularity results of the solution to the predicted discretization, in…

数值分析 · 数学 2011-06-28 Maithem Moalla-Trabelsi , Ezzeddine Zahrouni

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

This paper investigates a fully distributed adaptive Nash equilibrium (NE) seeking algorithm for constrained noncooperative games with prescribed-time stability. On the one hand, prescribed-time stability for the proposed NE seeking…

最优化与控制 · 数学 2024-11-07 Sichen Qian

No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the…

计算机科学与博弈论 · 计算机科学 2025-11-05 Asrin Efe Yorulmaz , Tamer Başar

We show by counterexample that policy-gradient algorithms have no guarantees of even local convergence to Nash equilibria in continuous action and state space multi-agent settings. To do so, we analyze gradient-play in N-player general-sum…

机器学习 · 计算机科学 2019-12-18 Eric Mazumdar , Lillian J. Ratliff , Michael I. Jordan , S. Shankar Sastry

Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

数值分析 · 数学 2020-06-29 Diego Zabaljauregui

Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…

最优化与控制 · 数学 2023-03-01 Yipeng Pang , Guoqiang Hu

We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…

计算机科学与博弈论 · 计算机科学 2026-05-28 Bharat Gangwani , Arunesh Sinha

Finding equilibrium points in continuous minmax games has become a key problem within machine learning, in part due to its connection to the training of generative adversarial networks and reinforcement learning. Because of existence and…

机器学习 · 统计学 2025-11-12 Viktor Nilsson , Pierre Nyquist

This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of heterogeneous agents distributed across an asymptotically infinite network, where each…

最优化与控制 · 数学 2026-04-28 Tian Chen , Minyi Huang

Solving feedback Stackelberg games with nonlinear dynamics and coupled constraints, a common scenario in practice, presents significant challenges. This work introduces an efficient method for computing approximate local feedback…

最优化与控制 · 数学 2025-04-03 Jingqi Li , Somayeh Sojoudi , Claire Tomlin , David Fridovich-Keil

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

最优化与控制 · 数学 2020-04-10 Andrew R Romano , Lacra Pavel

In this paper, we investigate the noncooperative games of multi-agent systems. Different from existing noncooperative games, our formulation involves the high-order nonlinear dynamics of players, and the communication topologies among…

系统与控制 · 电气工程与系统科学 2021-12-17 Zhenhua Deng , Jin Luo

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