相关论文: Distributed Event-Triggered Nash Equilibrium Seeki…

We consider a generalized Nash equilibrium problem (GNEP) for a network of players. Each player tries to minimize a local objective function subject to some resource constraints where both the objective functions and the resource…

We study the problem of finding the Nash equilibrium in a two-player zero-sum Markov game. Due to its formulation as a minimax optimization program, a natural approach to solve the problem is to perform gradient descent/ascent with respect…

We study stochastic Nash equilibrium problems with expected valued cost functions whose pseudogradient satisfies restricted monotonicity properties which hold only with respect to the solution. We propose a forward-backward algorithm and…

This paper considers the discounted criterion of nonzero-sum decentralized stochastic games with prospect players. The state and action spaces are finite. The state transition probability is nonstationary. Each player independently controls…

We address learning Nash equilibria in convex games under the payoff information setting. We consider the case in which the game pseudo-gradient is monotone but not necessarily strictly monotone. This relaxation of strict monotonicity…

We consider two classes of constrained finite state-action stochastic games. First, we consider a two player nonzero sum single controller constrained stochastic game with both average and discounted cost criterion. We consider the same…

In this paper, the problem of distributively seeking the equilibria of aggregative games with bilevel structures is studied. Different from the traditional aggregative games, here the aggregation is determined by the minimizer of a virtual…

In this paper, we solve the problem of learning a generalized Nash equilibrium (GNE) in merely monotone games. First, we propose a novel continuous semi-decentralized solution algorithm without projections that uses first-order information…

We consider a symmetric $n$-player nonzero-sum stochastic differential game with controlled jumps and mean-field type interaction among the players. Each player minimizes some expected cost by affecting the drift as well as the jump part of…

This paper investigates closed-loop Nash equilibria for discrete-time linear-quadratic (LQ) stochastic nonzero-sum difference games with random coefficients. Unlike existing works, we consider randomness in both state dynamics and cost…

We propose local symplectic surgery, a two-timescale procedure for finding local Nash equilibria in two-player zero-sum games. We first show that previous gradient-based algorithms cannot guarantee convergence to local Nash equilibria due…

In this paper, we investigate distributed generalized Nash equilibrium (GNE) computation of monotone games with affine coupling constraints. Each player can only utilize its local objective function, local feasible set and a local block of…

Multi-time scale techniques, such as singular perturbations and averaging theory, have played an essential role in the development of distributed Nash equilibrium-seeking algorithms for network systems. Such techniques intrinsically rely on…

We study a subclass of $n$-player stochastic games, namely, stochastic games with independent chains and unknown transition matrices. In this class of games, players control their own internal Markov chains whose transitions do not depend…

We propose a projected variational quantum extragradient (VQEG) framework for computing approximate Nash equilibria in two-player zero-sum matrix games. Mixed strategies are parameterized as Born distributions of parameterized quantum…

Decentralized online learning for seeking generalized Nash equilibrium (GNE) of noncooperative games in dynamic environments is studied in this paper. Each player aims at selfishly minimizing its own time-varying cost function subject to…

In this paper, an aggregate game approach is proposed for the modeling and analysis of energy consumption control in smart grid. Since the electricity user's cost function depends on the aggregate load, which is unknown to the end users, an…

This work proposes an algorithm for seeking generalised feedback Nash equilibria (GFNE) in noncooperative dynamic games. The focus is on cyber-physical systems with dynamics which are linear, stochastic, potentially unstable, and partially…

In this paper, continuous-time noncooperative games in networks of double-integrator agents are explored. The existing methods require that agents communicate with their neighbors in real time. In this paper, we propose two discrete-time…

In this paper we investigate Nash equilibrium payoffs for two-player nonzero-sum stochastic differential games whose cost functionals are defined by a system of coupled backward stochastic differential equations. We obtain an existence…