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相关论文: Decentralized Nash Equilibria Learning for Online …

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In this paper, we propose a numerical methodology for finding the closed-loop Nash equilibrium of stochastic delay differential games through deep learning. These games are prevalent in finance and economics where multi-agent interaction…

最优化与控制 · 数学 2023-07-14 Robert Balkin , Hector D. Ceniceros , Ruimeng Hu

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

机器学习 · 计算机科学 2022-06-02 Tianyi Lin , Aldo Pacchiano , Yaodong Yu , Michael I. Jordan

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

This paper addresses the challenge of solving the generalized Nash Equilibrium seeking problem for decentralized stochastic online multi-cluster games amidst Byzantine agents. During the game process, each honest agent is influenced by both…

最优化与控制 · 数学 2025-07-31 Bingqian Liu , Guanghui Wen , Liyuan Chen , Yiguang Hong

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 considers a game-theoretic framework for distributed machine learning problems over networks where the information acquisition at a node is modeled as a rational choice of a player. In the proposed game, players decide both the…

计算机科学与博弈论 · 计算机科学 2022-10-28 Shutian Liu , Tao Li , Quanyan Zhu

The multi-cluster games are addressed in this paper, where all players team up with the players in the cluster that they belong to, and compete against the players in other clusters to minimize the cost function of their own cluster. The…

系统与控制 · 电气工程与系统科学 2023-06-19 Zhenhua Deng , Yan Zhao

This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…

系统与控制 · 电气工程与系统科学 2025-04-25 Kunpeng Zhang , Lei Xu , Xinlei Yi , Guanghui Wen , Lihua Xie , Tianyou Chai , Tao Yang

This paper investigates Nash equilibrium (NE) seeking problems for noncooperative games over multi-players networks with finite bandwidth communication. A distributed quantized algorithm is presented, which consists of local gradient play,…

分布式、并行与集群计算 · 计算机科学 2021-11-16 Ziqin Chen , Ji Ma , Shu Liang , Li Li

In this paper, a multi-cluster game with high-order players is investigated. Different from the well-known multi-cluster games, the dynamics of players are taken into account in our problem. Due to the high-order dynamics of players,…

系统与控制 · 电气工程与系统科学 2021-06-28 Zhenhua Deng , Yangyang Liu

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

In this paper, we study a distributed continuous-time design for aggregative games with coupled constraints in order to seek the generalized Nash equilibrium by a group of agents via simple local information exchange. To solve the problem,…

最优化与控制 · 数学 2022-06-14 Shu Liang , Peng Yi , Yiguang Hong

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

系统与控制 · 计算机科学 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

Distributed Nash equilibrium seeking of aggregative games is investigated and a continuous-time algorithm is proposed. The algorithm is designed by virtue of projected gradient play dynamics and distributed average tracking dynamics, and is…

最优化与控制 · 数学 2021-12-07 Shu Liang , Peng Yi , Yiguang Hong , Kaixiang Peng

One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

计算机科学与博弈论 · 计算机科学 2024-09-04 Di Zhang , Wei Gu , Qing Jin

Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…

计算机科学与博弈论 · 计算机科学 2025-04-29 David Sychrovský , Christopher Solinas , Revan MacQueen , Kevin Wang , James R. Wright , Nathan R. Sturtevant , Michael Bowling

This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environments where the agents may not even know they are playing a…

计算机科学与博弈论 · 计算机科学 2018-10-05 Mario Bravo , David S. Leslie , Panayotis Mertikopoulos

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 introduce a novel online learning framework that unifies and generalizes pre-established models, such as delayed and corrupted feedback, to encompass adversarial environments where action feedback evolves over time. In this setting, the…

机器学习 · 计算机科学 2024-05-28 Yogev Bar-On , Yishay Mansour

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