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In this paper, we aim to develop distributed continuous-time algorithms over directed graphs to seek the Nash equilibrium in a noncooperative game. Motivated by the recent consensus-based designs, we present a distributed algorithm with a…

最优化与控制 · 数学 2022-04-19 Yutao Tang , Peng Yi , Yanqiong Zhang , Dawei Liu

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, we consider the problem of learning a generalized Nash equilibrium (GNE) in strongly monotone games. First, we propose a novel continuous-time solution algorithm that uses regular projections and first-order information. As…

系统与控制 · 电气工程与系统科学 2020-07-23 Suad Krilašević , Sergio Grammatico

We propose locally convergent Nash equilibrium seeking algorithms for $N$-player noncooperative games, which use distributed event-triggered pseudo-gradient estimates. The proposed approach employs sinusoidal perturbations to estimate the…

最优化与控制 · 数学 2025-05-13 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Tamer Basar

We investigate asynchronous distributed algorithms with delayed information for seeking generalized Nash equilibrium over multi-agent networks. The considered game model has all players' local decisions coupled with a shared affine…

最优化与控制 · 数学 2018-07-26 Peng Yi , Lacra Pavel

We present semi-decentralized and distributed algorithms, designed via a preconditioned forward-backward operator splitting, for solving large-scale, decomposable semidefinite programs (SDPs). We exploit a chordal aggregate sparsity pattern…

最优化与控制 · 数学 2019-11-19 Filippo Fabiani , Sergio Grammatico

Continuous-time gradient-based Nash equilibrium seeking algorithms enjoy a passivity property under a suitable monotonicity assumption. This feature has been exploited to design distributed algorithms that converge to Nash equilibria and…

最优化与控制 · 数学 2018-12-04 Claudio De Persis , Sergio Grammatico

Information compression techniques are majorly employed to address the concern of reducing communication cost over peer-to-peer links. In this paper, we investigate distributed Nash equilibrium (NE) seeking problems in a class of…

多智能体系统 · 计算机科学 2023-09-22 Xiaomeng Chen , Yuchi Wu , Xinlei Yi , Minyi Huang , Ling Shi

This paper considers the distributed strategy design for Nash equilibrium (NE) seeking in multi-cluster games under a partial-decision information scenario. In the considered game, there are multiple clusters and each cluster consists of a…

最优化与控制 · 数学 2022-06-08 Min Meng , Xiuxian Li

In stochastic Nash equilibrium problems (SNEPs), it is natural for players to be uncertain about their complex environments and have multi-dimensional unknown parameters in their models. Among various SNEPs, this paper focuses on locally…

最优化与控制 · 数学 2022-04-06 Yuanhanqing Huang , Jianghai Hu

We study distributed algorithms for expected loss minimization where the datasets are large and have to be stored on different machines. Often we deal with minimizing the average of a set of convex functions where each function is the…

机器学习 · 计算机科学 2019-07-24 Samira Sheikhi

This paper develops a distributed Nash Equilibrium seeking algorithm for heterogeneous multi-robot systems. The algorithm utilises distributed optimisation and output control to achieve the Nash equilibrium by leveraging information shared…

机器人学 · 计算机科学 2025-09-22 Yi Dong , Zhongguo Li , Sarvapali D. Ramchurn , Xiaowei Huang

We consider seeking generalized Nash equilibria (GNE) for noncooperative games with coupled nonlinear constraints over networks. We first revisit a well-known gradientplay dynamics from a passivity-based perspective, and address that the…

最优化与控制 · 数学 2024-08-23 Weijian Li , Lacra Pavel

We design a distributed algorithm to seek generalized Nash equilibria of a robust game with uncertain coupled constraints. Due to the uncertainty of parameters in set constraints, we aim to find a generalized Nash equilibrium in the worst…

最优化与控制 · 数学 2022-04-05 Gehui Xu , Guanpu Chen , Hongsheng Qi

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…

最优化与控制 · 数学 2019-12-03 Dandan Yue , Ziyang Meng

Generalized Nash equilibrium problem (GNEP) is fundamental for practical applications where multiple self-interested agents work together to make optimal decisions. In this work, we study GNEP with shared distributionally robust chance…

系统与控制 · 电气工程与系统科学 2025-09-18 Yixun Wen , Yulong Gao , Boli Chen

This paper presents a new primal-dual method for computing an equilibrium of generalized (continuous) Nash game (referred to as generalized Nash equilibrium problem (GNEP)) where each player's feasible strategy set depends on the other…

计算机科学与博弈论 · 计算机科学 2022-03-04 Jong Gwang Kim

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

最优化与控制 · 数学 2021-05-14 Min Meng , Xiuxian Li , Yiguang Hong , Jie Chen , Long Wang

The symmetric generalized eigenvalue problem (SGEP) is a fundamental concept in numerical linear algebra. It captures the solution of many classical machine learning problems such as canonical correlation analysis, independent components…

机器学习 · 计算机科学 2023-04-26 Ian Gemp , Charlie Chen , Brian McWilliams

This work studies Nash equilibrium seeking for a class of stochastic aggregative games, where each player has an expectation-valued objective function depending on its local strategy and the aggregate of all players' strategies. We propose…

最优化与控制 · 数学 2022-05-17 Tongyu Wang , Peng Yi , Jie Chen