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相关论文: Finite Convergence Criteria for Normalized Nash Eq…

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Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…

最优化与控制 · 数学 2022-12-12 Zachary Feinstein , Birgit Rudloff

We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…

最优化与控制 · 数学 2018-10-16 Tatiana Tatarenko , Maryam Kamgarpour

We characterize Nash equilibrium by postulating coherent behavior across varying games. Nash equilibrium is the only solution concept that satisfies the following axioms: (i) strictly dominant actions are played with positive probability,…

理论经济学 · 经济学 2024-07-02 Florian Brandl , Felix Brandt

In Feinstein and Rudloff (2023), it was shown that the set of Nash equilibria for any non-cooperative $N$ player game coincides with the set of Pareto optimal points of a certain vector optimization problem with non-convex ordering cone. To…

最优化与控制 · 数学 2024-04-24 Zachary Feinstein , Niklas Hey , Birgit Rudloff

Many models from a variety of areas involve the computation of an equilibrium or fixed point of some kind. Examples include Nash equilibria in games; market equilibria; computing optimal strategies and the values of competitive games…

计算复杂性 · 计算机科学 2008-02-21 Mihalis Yannakakis

We study Markov perfect equilibria in continuous-time dynamic games with finitely many symmetric players. The corresponding Nash system reduces to the Nash-Lasry-Lions equation for the common value function, also known as the master…

最优化与控制 · 数学 2025-07-29 Felix Höfer , Mathieu Laurière , H. Mete Soner , Qinxin Yan

This work proposes a novel distributed approach for computing a Nash equilibrium in convex games with merely monotone and restricted strongly monotone pseudo-gradients. By leveraging the idea of the centralized operator extrapolation method…

最优化与控制 · 数学 2025-07-18 Tatiana Tatarenko , Angelia Nedich

We consider (i) the problem of finding a (possibly mixed) Nash equilibrium in congestion games, and (ii) the problem of finding an (exponential precision) fixed point of the gradient descent dynamics of a smooth function $f:[0,1]^n…

计算复杂性 · 计算机科学 2021-03-24 Yakov Babichenko , Aviad Rubinstein

We study the problem of computing all Nash equilibria of a subclass of finite normal form games. With algebraic characterization of the games, we present a method for computing all its Nash equilibria. Further, we present a method for…

计算机科学与博弈论 · 计算机科学 2010-01-28 Samaresh Chatterji , Ratnik Gandhi

The aim of this paper is to study first order Mean field games subject to a linear controlled dynamics on $\mathbb R^{d}$. For this kind of problems, we define Nash equilibria (called Mean Field Games equilibria), as Borel probability…

最优化与控制 · 数学 2019-12-11 Piermarco Cannarsa , Cristian Mendico

We consider a general-sum N-player linear-quadratic game with stochastic dynamics over a finite horizon and prove the global convergence of the natural policy gradient method to the Nash equilibrium. In order to prove the convergence of the…

最优化与控制 · 数学 2022-08-16 Ben Hambly , Renyuan Xu , Huining Yang

Congestion games offer a primary model in the study of pure Nash equilibria in non-cooperative games, and a number of generalized models have been proposed in the literature. One line of generalization includes weighted congestion games, in…

计算机科学与博弈论 · 计算机科学 2024-01-09 Kenjiro Takazawa

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

The preferences of players in non-cooperative games represent their choice in the set of available options, which meet the completeness property if players are able to compare any pair of available options. In the existing literature, the…

最优化与控制 · 数学 2023-02-20 Asrifa Sultana , Shivani Valecha

This paper presents a general closed graph property for (randomized strategy) Nash equilibrium correspondence in large games. In particular, we show that for any large game with a convergent sequence of fiinite-player games, the limit of…

最优化与控制 · 数学 2024-10-30 Enxian Chen , Bin Wu , Hanping Xu

We consider payoff-based learning of a generalized Nash equilibrium (GNE) in multi-agent systems. Our focus is on games with jointly convex constraints of a linear structure and strongly monotone pseudo-gradients. We present a convergent…

最优化与控制 · 数学 2025-07-18 Tatiana Tatarenko , Maryam Kamgarpour

We address the problem of assessing the robustness of the equilibria in uncertain, multi-agent games. Specifically, we focus on generalized Nash equilibrium problems in aggregative form subject to linear coupling constraints affected by…

最优化与控制 · 数学 2020-05-20 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

In dynamic games with shared constraints, Generalized Nash Equilibria (GNE) are often computed using the normalized solution concept, which assumes identical Lagrange multipliers for shared constraints across all players. While widely used,…

机器人学 · 计算机科学 2025-04-10 Mark Pustilnik , Antonio Loquercio , Francesco Borrelli

For generalized Nash equilibrium problems (GNEP) with shared constraints we focus on the notion of normalized Nash equilibrium in the nonconvex setting. The property of nondegeneracy for normalized Nash equilibria is introduced.…

最优化与控制 · 数学 2022-05-30 Vladimir Shikhman

A fundamental shortcoming of the concept of Nash equilibrium is its computational intractability: approximating Nash equilibria in normal-form games is PPAD-hard. In this paper, inspired by the ideas of smoothed analysis, we introduce a…

计算机科学与博弈论 · 计算机科学 2024-07-23 Constantinos Daskalakis , Noah Golowich , Nika Haghtalab , Abhishek Shetty