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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

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

In this paper we present an averaging technique applicable to the design of zeroth-order Nash equilibrium seeking algorithms. First, we propose a multi-timescale discrete-time averaging theorem that requires only that the equilibrium is…

最优化与控制 · 数学 2023-02-10 Suad Krilašević , Sergio Grammatico

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

计算机科学与博弈论 · 计算机科学 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

We introduce a relaxed inertial forward-backward-forward (RIFBF) splitting algorithm for approaching the set of zeros of the sum of a maximally monotone operator and a single-valued monotone and Lipschitz continuous operator. This work aims…

最优化与控制 · 数学 2020-03-24 Radu Ioan Bot , Michael Sedlmayer , Phan Tu Vuong

In this paper, we address \ac{SGNEP} seeking with risk-neutral agents. Our main contribution lies the development of a stochastic variance-reduced gradient (SVRG) technique, modified to contend with general sample spaces, within a…

In this paper, we consider game problems played by (multi)-integrator agents, subject to external disturbances. We propose Nash equilibrium seeking dynamics based on gradient-play, augmented with a dynamic internal-model based component,…

最优化与控制 · 数学 2020-04-10 Andrew R Romano , Lacra Pavel

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

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

The design of Nash equilibrium seeking strategies for games in which the involved players are of second-order integrator-type dynamics is investigated in this paper. Noticing that velocity signals are usually noisy or not available for…

最优化与控制 · 数学 2020-06-18 Maojiao Ye , Jizhao Yin , Le Yin

Nash equilibrium has long been a desired solution concept in multi-player games, especially for those on continuous strategy spaces, which have attracted a rapidly growing amount of interests due to advances in research applications such as…

计算机科学与博弈论 · 计算机科学 2019-10-29 Zehao Dou , Xiang Yan , Dongge Wang , Xiaotie Deng

In this paper, we consider the problem of finding a Nash equilibrium in a multi-player game over generally connected networks. This model differs from a conventional setting in that players have partial information on the actions of their…

最优化与控制 · 数学 2019-12-10 Farzad Salehisadaghiani , Wei Shi , Lacra Pavel

We are concerned with finding Nash Equilibria in agent-based multi-cluster games, where agents are separated into distinct clusters. While the agents inside each cluster collaborate to achieve a common goal, the clusters are considered to…

系统与控制 · 电气工程与系统科学 2021-02-19 Jan Zimmermann , Tatiana Tatarenko , Volker Willert , Jürgen Adamy

This paper proposes a new differentially private distributed Nash equilibrium seeking algorithm for aggregative games under time-varying unbalanced directed communication graphs. Random independent Laplace noises are injected into the…

计算机科学与博弈论 · 计算机科学 2025-07-30 Ying Chen , Qian Ma

This paper extends split variational inclusion problems to dynamic, stochastic, and multi-agent systems in Banach spaces. We propose novel iterative algorithms to handle stochastic noise, time-varying operators, and coupled variational…

最优化与控制 · 数学 2025-05-13 Saeed Hashemi Sababe , Ehsan Lotfali Ghasab

We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased…

最优化与控制 · 数学 2021-02-18 Nguyen Van Dung , Bang Cong Vu

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

多智能体系统 · 计算机科学 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

The goal of this paper is to present two algorithms for solving systems of inclusion problems, with all component of the systems being a sum of two maximal monotone operators. The algorithms are variants of the forward-backward splitting…

最优化与控制 · 数学 2018-05-28 R. Díaz Millán

We study a distributed approach for seeking a Nash equilibrium in $n$-cluster games with strictly monotone mappings. Each player within each cluster has access to the current value of her own smooth local cost function estimated by a…

计算机科学与博弈论 · 计算机科学 2021-07-28 Tatiana Tatarenko , Jan Zimmermann , Jürgen Adamy

Inspired by a paper of R. W. Rosenthal, we investigate generalized Nash-equilibria of integer programming games. We show that generalized Nash-equilibria always exist and are related to an optimal solution of a so-called N-fold integer…

最优化与控制 · 数学 2009-03-27 Raymond Hemmecke , Shmuel Onn , Robert Weismantel