中文
相关论文

相关论文: A Distributed Iterative Tikhonov Method for Networ…

200 篇论文

In this paper, we consider two-player zero-sum matrix and stochastic games and develop learning dynamics that are payoff-based, convergent, rational, and symmetric between the two players. Specifically, the learning dynamics for matrix…

机器学习 · 计算机科学 2024-09-06 Zaiwei Chen , Kaiqing Zhang , Eric Mazumdar , Asuman Ozdaglar , Adam Wierman

We consider for the first time a stochastic generalized Nash equilibrium problem, i.e., with expected-value cost functions and joint feasibility constraints, under partial-decision information, meaning that the agents communicate only with…

最优化与控制 · 数学 2021-06-02 Barbara Franci , Sergio Grammatico

We propose a fully asynchronous networked aggregative game (Asy-NAG) where each player minimizes a cost function that depends on its local action and the aggregate of all players' actions. In sharp contrast to the existing NAGs, each player…

最优化与控制 · 数学 2021-01-25 Rongping Zhu , Jiaqi Zhang , Keyou You , Tamer Başar

We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost…

系统与控制 · 计算机科学 2017-10-18 Francesca Parise , Basilio Gentile , John Lygeros

A class of nonzero-sum stochastic dynamic games with imperfect information structure is investigated. The game involves an arbitrary number of players, modeled as homogeneous Markov decision processes, aiming to find a sequential Nash…

最优化与控制 · 数学 2019-12-17 Jalal Arabneydi , Amir G. Aghdam

The distributed computation of Nash equilibria is assuming growing relevance in engineering where such problems emerge in the context of distributed control. Accordingly, we present schemes for computing equilibria of two classes of static…

最优化与控制 · 数学 2017-10-17 Hao Jiang , Uday V. Shanbhag , Sean P. Meyn

In this paper, we explore aggregative games over networks of multi-integrator agents with coupled constraints. To reach the general Nash equilibrium of an aggregative game, a distributed strategy-updating rule is proposed by a combination…

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

In this paper, we consider a distributed learning problem in a subnetwork zero-sum game, where agents are competing in different subnetworks. These agents are connected through time-varying graphs where each agent has its own cost function…

最优化与控制 · 数学 2021-08-05 Shijie Huang , Jinlong Lei , Yiguang Hong , Uday V. Shanbhag , Jie Chen

We present a fully-distributed algorithm for Nash equilibrium seeking in aggregative games over networks. The proposed scheme endows each agent with a gradient-based scheme equipped with a tracking mechanism to locally reconstruct the…

系统与控制 · 电气工程与系统科学 2025-05-28 Guido Carnevale , Filippo Fabiani , Filiberto Fele , Kostas Margellos , Giuseppe Notarstefano

We address the Nash equilibrium problem in a partial-decision information scenario, where each agent can only observe the actions of some neighbors, while its cost possibly depends on the strategies of other agents. Our main contribution is…

最优化与控制 · 数学 2021-05-07 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

In this paper, we consider a large class of constrained non-cooperative stochastic Markov games with countable state spaces and discounted cost criteria. In one-player case, i.e., constrained discounted Markov decision models, it is…

最优化与控制 · 数学 2021-12-16 Anna Jaśkiewicz , Andrzej S. Nowak

A strategy profile in a multi-player game is a Nash equilibrium if no player can unilaterally deviate to achieve a strictly better payoff. A profile is an $\epsilon$-Nash equilibrium if no player can gain more than $\epsilon$ by…

计算机科学与博弈论 · 计算机科学 2026-01-27 Ali Asadi , Léonard Brice , Krishnendu Chatterjee , K. S. Thejaswini

We consider the problem of distributed channel allocation in large networks under the frequency-selective interference channel. Performance is measured by the weighted sum of achievable rates. Our proposed algorithm is a modified Fictitious…

信息论 · 计算机科学 2018-11-13 Ilai Bistritz , Amir Leshem

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

In practical applications, decision-makers with heterogeneous dynamics may be engaged in the same decision-making process. This motivates us to study distributed Nash equilibrium seeking for games in which players are mixed-order (first-…

最优化与控制 · 数学 2022-09-05 Maojiao Ye , Lei Ding , Jizhao Yin

We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a large family of convex sets. We propose a method that combines…

最优化与控制 · 数学 2017-03-03 Alfredo Iusem , Alejandro Jofré , Philip Thompson

We study finite-player dynamic stochastic games with heterogeneous interactions and non-Markovian linear-quadratic objective functionals. We derive the Nash equilibrium explicitly by converting the first-order conditions into a coupled…

最优化与控制 · 数学 2024-11-12 Eyal Neuman , Sturmius Tuschmann

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

This paper considers a distributed gossip approach for finding a Nash equilibrium in networked games on graphs. In such games a player's cost function may be affected by the actions of any subset of players. An interference graph is…

计算机科学与博弈论 · 计算机科学 2020-04-10 Farzad Salehisadaghiani , Lacra Pavel

To optimally select a generalized Nash equilibrium, in this paper, we propose a semi-decentralized algorithm based on a double-layer Tikhonov regularization method. Technically, we extend the Tikhonov method for equilibrium selection in…

系统与控制 · 电气工程与系统科学 2023-04-26 Emilio Benenati , Wicak Ananduta , Sergio Grammatico