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Nash Equilibrium and its robust counterpart, Distributionally Robust Nash Equilibrium (DRNE), are fundamental problems in game theory with applications in economics, engineering, and machine learning. This paper addresses the problem of…

最优化与控制 · 数学 2025-10-21 Zeinab Alizadeh , Azadeh Farsi , Afrooz Jalilzadeh

This paper investigates when one can efficiently recover an approximate Nash Equilibrium (NE) in offline congestion games. The existing dataset coverage assumption in offline general-sum games inevitably incurs a dependency on the number of…

计算机科学与博弈论 · 计算机科学 2024-10-07 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

We present necessary conditions for linear noncooperative N-player delta dynamic games on a generic time scale. Necessary conditions for an open-loop Nash-equilibrium and for a memoryless perfect state Nash-equilibrium are proved.

最优化与控制 · 数学 2012-09-18 Natalia Martins , Delfim F. M. Torres

Dynamic games can be an effective approach to modeling interactive behavior between multiple non-cooperative agents and they provide a theoretical framework for simultaneous prediction and control in such scenarios. In this work, we propose…

系统与控制 · 电气工程与系统科学 2022-09-19 Edward L. Zhu , Francesco Borrelli

We provide a distributed algorithm to learn a Nash equilibrium in a class of non-cooperative games with strongly monotone mappings and unconstrained action sets. Each player has access to her own smooth local cost function and can…

最优化与控制 · 数学 2019-07-17 Tatiana Tatarenko , Angelia Nedich

We study the equilibrium computation problem for two classical resource allocation games: atomic splittable congestion games and multimarket Cournot oligopolies. For atomic splittable congestion games with singleton strategies and…

计算机科学与博弈论 · 计算机科学 2022-05-10 Veerle Tan-Timmermans , Tobias Harks

Offline Reinforcement Learning (RL) enables policy improvement from fixed datasets without online interactions, making it highly suitable for real-world applications lacking efficient simulators. Despite its success in the single-agent…

多智能体系统 · 计算机科学 2025-10-15 Jingxiao Chen , Weiji Xie , Weinan Zhang , Yong yu , Ying Wen

A wide array of modern machine learning applications - from adversarial models to multi-agent reinforcement learning - can be formulated as non-cooperative games whose Nash equilibria represent the system's desired operational states.…

计算机科学与博弈论 · 计算机科学 2023-12-29 Iosif Sakos , Emmanouil-Vasileios Vlatakis-Gkaragkounis , Panayotis Mertikopoulos , Georgios Piliouras

In this tutorial, we provide an introduction to machine learning methods for finding Nash equilibria in games with large number of agents. These types of problems are important for the operations research community because of their…

最优化与控制 · 数学 2024-06-18 Gokce Dayanikli , Mathieu Lauriere

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

Multi-time scale techniques, such as singular perturbations and averaging theory, have played an essential role in the development of distributed Nash equilibrium-seeking algorithms for network systems. Such techniques intrinsically rely on…

最优化与控制 · 数学 2022-12-07 Daniel E. Ochoa , Jorge I. Poveda

In interactive multi-agent settings, decision-making and planning are challenging mainly due to the agents' interconnected objectives. Dynamic game theory offers a formal framework for analyzing such intricacies. Yet, solving constrained…

机器人学 · 计算机科学 2025-03-24 Maulik Bhatt , Yixuan Jia , Negar Mehr

This paper proposes a novel approach for locally stable convergence to Nash equilibrium in duopoly noncooperative games based on a distributed event-triggered control scheme. The proposed approach employs extremum seeking, with sinusoidal…

最优化与控制 · 数学 2024-04-12 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Tamer Başar

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

We study generalized games with full row rank equality constraints and we provide a strikingly simple proof of strong monotonicity of the associated KKT operator. This allows us to show linear convergence to a variational equilibrium of the…

最优化与控制 · 数学 2023-04-20 Mattia Bianchi , Emilio Benenati , Sergio Grammatico

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

机器学习 · 计算机科学 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

This paper proposes a unifying design framework for dynamic feedback controllers that track solution trajectories of time-varying generalized equations, such as local minimizers of nonlinear programs or competitive equilibria (e.g., Nash)…

Generalized Nash equilibrium (GNE) is a solution concept for complete information games, in which each player's objective function and feasible region depend on other players' actions. While numerical methods for finding GNE when players…

最优化与控制 · 数学 2025-12-10 Stuart M. Harwood , Dimitri J. Papageorgiou

This paper proposes a general framework for constructing feedback controllers that drive complex dynamical systems to "efficient" steady-state (or slowly varying) operating points. Efficiency is encoded using generalized equations which can…

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

最优化与控制 · 数学 2023-03-20 Yuanhanqing Huang , Jianghai Hu