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Recent advances at the intersection of dense large graph limits and mean field games have begun to enable the scalable analysis of a broad class of dynamical sequential games with large numbers of agents. So far, results have been largely…

计算机科学与博弈论 · 计算机科学 2022-02-21 Kai Cui , Heinz Koeppl

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

We introduce Cut-and-Play, a practically-efficient algorithm for computing Nash equilibria in simultaneous non-cooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff…

最优化与控制 · 数学 2024-05-06 Margarida Carvalho , Gabriele Dragotto , Andrea Lodi , Sriram Sankaranarayanan

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

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the…

计算机科学与博弈论 · 计算机科学 2021-12-07 Kai Wang , Lily Xu , Andrew Perrault , Michael K. Reiter , Milind Tambe

In this paper, we consider distributed Nash equilibrium seeking in monotone and hypomonotone games. We first assume that each player has knowledge of the opponents' decisions and propose a passivity-based modification of the standard…

最优化与控制 · 数学 2021-04-23 Dian Gadjov , Lacra Pavel

In this paper, we aim to design a distributed approximate algorithm for seeking Nash equilibria of an aggregative game. Due to the local set constraints of each player, projectionbased algorithms have been widely employed for solving such…

最优化与控制 · 数学 2021-08-30 Gehui Xu , Guanpu Chen , Hongsheng Qi , Yiguang Hong

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

机器学习 · 计算机科学 2022-08-08 Dongsheng Ding , Chen-Yu Wei , Kaiqing Zhang , Mihailo R. Jovanović

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

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…

In this paper, we consider stochastic monotone Nash games where each player's strategy set is characterized by possibly a large number of explicit convex constraint inequalities. Notably, the functional constraints of each player may depend…

最优化与控制 · 数学 2023-08-25 Zeinab Alizadeh , Afrooz Jalilzadeh , Farzad Yousefian

In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…

系统与控制 · 电气工程与系统科学 2021-01-11 Yutao Tang , Peng Yi

This paper presents a new distributed algorithm that leverages heavy-ball momentum and a consensus-based gradient method to find a Nash equilibrium (NE) in a class of non-cooperative convex games with unconstrained action sets. In this…

计算机科学与博弈论 · 计算机科学 2023-06-06 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedich

The equilibrium selection problem in the variational Generalized Nash Equilibrium Problem (v-GNEP) has been reported as an optimization problem defined over the solution set of v-GNEP, called in this paper the lower-level v-GNEP. However,…

最优化与控制 · 数学 2025-08-19 Shota Matsuo , Keita Kume , Isao Yamada

In this work, we study stochastic non-cooperative games, where only noisy black-box function evaluations are available to estimate the cost function for each player. Since each player's cost function depends on both its own decision…

计算机科学与博弈论 · 计算机科学 2025-11-18 Haidong Li , Anzhi Sheng , Yijie Peng , Long Wang

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

最优化与控制 · 数学 2022-09-05 Maojiao Ye , Lei Ding , Jizhao Yin

Generative Adversarial Networks (GANs) learn an implicit generative model from data samples through a two-player game. In this paper, we study the existence of Nash equilibrium of the game which is consistent as the number of data samples…

机器学习 · 统计学 2022-09-13 Sixin Zhang

In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…

机器人学 · 计算机科学 2025-11-07 Mark Pustilnik , Francesco Borrelli

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

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…

系统与控制 · 电气工程与系统科学 2022-03-16 Emilio Benenati , Wicak Ananduta , Sergio Grammatico