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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 considers a stochastic Nash game in which each player minimizes an expectation valued composite objective. We make the following contributions. (I) Under suitable monotonicity assumptions on the concatenated gradient map, we…

最优化与控制 · 数学 2020-05-25 Jinlong Lei , Uday V. Shanbhag

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

数值分析 · 计算机科学 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

最优化与控制 · 数学 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

We introduce a new algorithm for the numerical computation of Nash equilibria of competitive two-player games. Our method is a natural generalization of gradient descent to the two-player setting where the update is given by the Nash…

最优化与控制 · 数学 2020-07-02 Florian Schäfer , Anima Anandkumar

In this work, we study the distributed Nash equilibrium seeking problem for monotone generalized noncooperative games with set constraints and shared affine inequality constraints. A distributed regularized penalty method is proposed. The…

最优化与控制 · 数学 2021-09-28 Chao Sun , Guoqiang Hu

In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games…

最优化与控制 · 数学 2023-02-27 Feng Xiao , Xin Cai , Bo Wei

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 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 consider generalized Nash equilibrium (GNE) problems in games with strongly monotone pseudo-gradients and jointly linear coupling constraints. We establish the convergence rate of a payoff-based approach intended to learn a variational…

最优化与控制 · 数学 2024-11-14 Tatiana Tatarenko , Maryam Kamgarpour

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

Motivated by performance optimization of large-scale graph processing systems that distribute the graph across multiple machines, we consider the balanced graph partitioning problem. Compared to the previous work, we study the…

数据结构与算法 · 计算机科学 2019-02-19 Dmitrii Avdiukhin , Sergey Pupyrev , Grigory Yaroslavtsev

Distributed strategic learning has been getting attention in recent years. As systems become distributed finding Nash equilibria in a distributed fashion is becoming more important for various applications. In this paper, we develop a…

最优化与控制 · 数学 2012-10-02 A. F. Hanif , H. Tembine , M. Assaad , D. Zeghlache

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

最优化与控制 · 数学 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

We consider distributed computation of generalized Nash equilibrium (GNE) over networks, in games with shared coupling constraints. Existing methods require that each player has full access to opponents' decisions. In this paper, we assume…

最优化与控制 · 数学 2024-10-30 Lacra Pavel

In this paper, we study the distributed generalized Nash equilibrium seeking problem of non-cooperative games in dynamic environments. Each player in the game aims to minimize its own time-varying cost function subject to a local action…

最优化与控制 · 数学 2020-04-02 Kaihong Lu , Guangqi Li , Long Wang

In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…

最优化与控制 · 数学 2021-09-28 Chao Sun , Guoqiang Hu

Any individual's preference represents his choice in the set of available options. It is said to be complete if the person can compare any pair of available options. We aim to initiate the notion of projected solutions for the generalized…

最优化与控制 · 数学 2023-05-15 Asrifa Sultana , Shivani Valecha

In this work, we revisit a classical distributed gradient-descent algorithm, introducing an interesting class of perturbed multi-agent systems. The state of each subsystem represents a local estimate of a solution to the global optimization…

最优化与控制 · 数学 2025-09-04 Tarek Bazizi , Mohamed Maghenem , Paolo Frasca , Antonio Lorìa , Elena Panteley

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

机器学习 · 计算机科学 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok