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This work examines a stochastic formulation of the generalized Nash equilibrium problem (GNEP) where agents are subject to randomness in the environment of unknown statistical distribution. We focus on fully-distributed online learning by…

计算机科学与博弈论 · 计算机科学 2017-06-28 Chung-Kai Yu , Mihaela van der Schaar , Ali H. Sayed

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

Multi-agent games are becoming an increasing prevalent formalism for the study of electronic commerce and auctions. The speed at which transactions can take place and the growing complexity of electronic marketplaces makes the study of…

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

This paper aims to design a distributed coordination algorithm for solving a multi-agent decision problem with a hierarchical structure. The primary goal is to search the Nash equilibrium of a noncooperative game such that each player has…

最优化与控制 · 数学 2022-05-17 Xiaoyu Ma , Jinlong Lei , Peng Yi , Jie Chen

We analyze the stability of a nonlinear dynamical model describing the noncooperative strategic interactions among the agents of a finite collection of populations. Each agent selects one strategy at a time and revises it repeatedly…

系统与控制 · 电气工程与系统科学 2020-10-21 Murat Arcak , Nuno C. Martins

Building upon the results in [Hinterm\"uller et al., SIAM J. Optim, '15], generalized Nash equilibrium problems are considered, in which the feasible set of each player is influenced by the decisions of their competitors. This is realized…

最优化与控制 · 数学 2021-10-22 Steven-Marian Stengl

The Nash equilibrium problem is a widely used tool to model non-cooperative games. Many solution methods have been proposed in the literature to compute solutions of Nash equilibrium problems with continuous strategy sets, but, besides some…

最优化与控制 · 数学 2015-12-03 Simone Sagratella

This paper addresses the distributed Nash Equilibrium seeking problem for aggregative games, where legitimate players' decisions are affected by potential malicious players. To describe players' behavior, we introduce a novel heterogeneous…

系统与控制 · 电气工程与系统科学 2025-12-01 Kai-Yuan Guo , Yan-Wu Wang , Xiao-Kang Liu , Zhi-Wei Liu

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 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 proposes a novel approach for local convergence to Nash equilibrium in quadratic noncooperative games based on a distributed Lie-bracket extremum seeking control scheme. This is the first instance of noncooperative games being…

最优化与控制 · 数学 2025-01-22 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Tamer Basar

We address the generalized Nash equilibrium seeking problem for a population of agents playing aggregative games with affine coupling constraints. We focus on semi-decentralized communication architectures, where there is a central…

最优化与控制 · 数学 2022-06-16 Giuseppe Belgioioso , Sergio Grammatico

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

Nash equilibrium is one of the most influential solution concepts in game theory. With the development of computer science and artificial intelligence, there is an increasing demand on Nash equilibrium computation, especially for Internet…

计算机科学与博弈论 · 计算机科学 2023-12-19 Hanyu Li , Wenhan Huang , Zhijian Duan , David Henry Mguni , Kun Shao , Jun Wang , Xiaotie Deng

We develop a scheme based on active learning to compute equilibria in a generalized Nash equilibrium problem (GNEP). Specifically, an external observer (or entity), with little knowledge on the multi-agent process at hand, collects sensible…

最优化与控制 · 数学 2025-05-08 Barbara Franci , Filippo Fabiani , Alberto Bemporad

Demand response has been a promising solution for accommodating renewable energy in power systems. In this study, we consider a demand response scheme within a distribution network facing an energy supply deficit. The utility company…

系统与控制 · 电气工程与系统科学 2024-04-02 Xiupeng Chen , Jacquelien M. A. Scherpen , Nima Monshizadeh

We study generalized Nash equilibrium (GNE) problems in games with quadratic costs and individual linear equality constraints. Departing from approaches that require strong monotonicity and/or shared constraints, we reformulate the KKT…

最优化与控制 · 数学 2025-12-23 Tatiana Tatarenko , Lucas Wey Hacker

Existing settings of decentralized learning either require players to have full information or the system to have certain special structure that may be hard to check and hinder their applicability to practical systems. To overcome this, we…

系统与控制 · 电气工程与系统科学 2023-05-17 Yan Jiang , Wenqi Cui , Baosen Zhang , Jorge Cortés

This paper investigates a distributed robust Nash Equilibrium (NE) seeking problem for second-order players subject to external disturbances and uncertain dynamics while communicating via semi-Markov switching topologies. To accommodate the…

最优化与控制 · 数学 2026-05-22 Jianing Chen , Sitian Qin , Chuangyin Dang

This paper addresses the problem of distributed online generalized Nash equilibrium (GNE) learning for multi-cluster games with delayed feedback information. Specifically, each agent in the game is assumed to be informed a sequence of local…

最优化与控制 · 数学 2024-07-08 Bingqian Liu , Guanghui Wen , Xiao Fang , Tingwen Huang , Guanrong Chen