中文
相关论文

相关论文: Continuous-time integral dynamics for monotone agg…

200 篇论文

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

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

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…

最优化与控制 · 数学 2017-03-28 Maojiao Ye , Guoqiang Hu

We investigate the convergence of symmetric stochastic differential games with interactions via control, where the volatility terms of both idiosyncratic and common noises are controlled. We apply the stochastic maximum principle, following…

概率论 · 数学 2026-02-19 Erhan Bayraktar , Hiroaki Horikawa

In this paper, we provide exponential rates of convergence to the interior Nash equilibrium for continuous-time dual-space game dynamics such as mirror descent (MD) and actor-critic (AC). We perform our analysis in $N$-player continuous…

最优化与控制 · 数学 2022-02-04 Bolin Gao , Lacra Pavel

This paper explores aggregative games in a network of general linear systems subject to external disturbances. To deal with external disturbances, distributed strategy-updating rules based on internal model are proposed for the case with…

最优化与控制 · 数学 2024-10-28 Xin Cai , Feng Xiao , Bo Wei , Mei Yu , Fang Fang

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

系统与控制 · 电气工程与系统科学 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

We study natural strategic games on directed graphs, which capture the idea of coordination in the absence of globally common strategies. We show that these games do not need to have a pure Nash equilibrium and that the problem of…

计算机科学与博弈论 · 计算机科学 2016-06-27 Krzysztof R. Apt , Sunil Simon , Dominik Wojtczak

We consider evolutionary dynamics for population games in which players have a continuum of strategies at their disposal. Models in this setting amount to infinite-dimensional differential equations evolving on the manifold of probability…

动力系统 · 数学 2025-04-23 Brendon G. Anderson , Jingqi Li , Somayeh Sojoudi , Murat Arcak

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

最优化与控制 · 数学 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

The multi-cluster games are addressed in this paper, where all players team up with the players in the cluster that they belong to, and compete against the players in other clusters to minimize the cost function of their own cluster. The…

系统与控制 · 电气工程与系统科学 2023-06-19 Zhenhua Deng , Yan Zhao

This paper investigates online stochastic aggregative games subject to local set constraints and time-varying coupled inequality constraints, where each player possesses a time-varying expectation-valued cost function relying on not only…

最优化与控制 · 数学 2025-11-18 Kaixin Du , Min Meng

In this paper, we propose an equilibrium-seeking algorithm for finding generalized Nash equilibria of non-cooperative monotone convex quadratic games. Specifically, we recast the Nash equilibrium-seeking problem as variational inequality…

最优化与控制 · 数学 2024-03-21 Bingqi Liu , Dominic Liao-McPherson

This work considers stochastic differential games with a large number of players, whose costs and dynamics interact through the empirical distribution of both their states and their controls. We develop a new framework to prove convergence…

概率论 · 数学 2022-03-24 Mathieu Laurière , Ludovic Tangpi

Computing an equilibrium in congestion games can be challenging when the number of players is large. Yet, it is a problem to be addressed in practice, for instance to forecast the state of the system and be able to control it. In this work,…

计算机科学与博弈论 · 计算机科学 2018-10-04 Cheng Wan , Paulin Jacquot , Olivier Beaude , Nadia Oudjane

The problem of the distributed Nash equilibrium seeking for aggregative games has been studied over strongly connected and weight-balanced static networks and every time strongly connected and weight-balanced switching networks. In this…

最优化与控制 · 数学 2024-05-14 Zhaocong Liu , Jie Huang

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

系统与控制 · 电气工程与系统科学 2021-10-07 Suad Krilašević , Sergio Grammatico

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

经济学 · 定量金融 2017-03-22 Maojiao Ye , Guoqiang Hu

We prove that differential Nash equilibria are generic amongst local Nash equilibria in continuous zero-sum games. That is, there exists an open-dense subset of zero-sum games for which local Nash equilibria are non-degenerate differential…

计算机科学与博弈论 · 计算机科学 2020-02-05 Eric Mazumdar , Lillian Ratliff

We consider generalized Nash equilibrium problems (GNEPs) with linear coupling constraints affected by both local (i.e., agent-wise) and global (i.e., shared resources) disturbances taking values in polyhedral uncertainty sets. By making…

系统与控制 · 电气工程与系统科学 2023-04-07 Marta Fochesato , Filippo Fabiani , John Lygeros