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Distributed optimization and Nash equilibrium (NE) seeking problems have drawn much attention in the control community recently. This paper studies a class of non-cooperative games, known as N-cluster game, which subsumes both cooperative…

最优化与控制 · 数学 2023-03-01 Yipeng Pang , Guoqiang Hu

We consider the problem of computing a mixed-strategy generalized Nash equilibrium (MS-GNE) for a class of games where each agent has both continuous and integer decision variables. Specifically, we propose a novel Bregman…

最优化与控制 · 数学 2022-06-14 Wicak Ananduta , Sergio Grammatico

This paper considers a distributed Nash equilibrium seeking problem, where the players only have partial access to other players' actions, such as their neighbors' actions. Thus, the players are supposed to communicate with each other to…

最优化与控制 · 数学 2020-03-31 Yipeng Pang , Guoqiang Hu

In this paper, we provide exponential rates of convergence to the interior Nash equilibrium for continuous-time dual-space game dynamics such as mirror descent (MD) and actor-critic (AC). We perform our analysis in $N$-player continuous…

最优化与控制 · 数学 2022-02-04 Bolin Gao , Lacra Pavel

This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…

最优化与控制 · 数学 2023-03-20 Yuanhanqing Huang , Jianghai Hu

We study the global convergence of policy optimization for finding the Nash equilibria (NE) in zero-sum linear quadratic (LQ) games. To this end, we first investigate the landscape of LQ games, viewing it as a nonconvex-nonconcave…

机器学习 · 计算机科学 2021-02-12 Kaiqing Zhang , Zhuoran Yang , Tamer Başar

Generating payoff matrices of normal-form games at random, we calculate the frequency of games with a unique pure strategy Nash equilibrium in the ensemble of $n$-player, $m$-strategy games. These are perfectly predictable as they must…

理论经济学 · 经济学 2020-11-03 Samuel C. Wiese , Torsten Heinrich

In this study, we investigate $N$-player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the associated Nash system, which consists of a system of…

概率论 · 数学 2025-02-26 Mingrui Wang , Prakash Chakraborty

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 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

A fundamental open problem in monotone game theory is the computation of a specific generalized Nash equilibrium (GNE) among all the available ones, e.g. the optimal equilibrium with respect to a system-level objective. The existing GNE…

系统与控制 · 电气工程与系统科学 2022-03-16 Emilio Benenati , Wicak Ananduta , Sergio Grammatico

We consider seeking a Nash equilibrium (NE) of a monotone game, played by dynamic agents which are modeled as a class of lower-triangular nonlinear uncertain dynamics with external disturbances. We establish a general framework that…

最优化与控制 · 数学 2025-11-04 Weijian Li , Yutao Tang

We consider the problem of finding a Nash equilibrium (NE) in a general-sum game, where player $i$'s objective is $f_i(x)=f_i(x_1,...,x_n)$, with $x_j\in\mathbb{R}^{d_j}$ denoting the strategy variables of player $j$. Our focus is on…

计算机科学与博弈论 · 计算机科学 2026-02-13 Yutong Chao , Jalal Etesami

Zero-sum games are a fundamental setting for adversarial training and decision-making in multi-agent learning (MAL). Existing methods often ensure convergence to (approximate) Nash equilibria by introducing a form of regularization. Yet,…

多智能体系统 · 计算机科学 2026-02-10 Tuo Zhang , Leonardo Stella

Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…

计算机科学与博弈论 · 计算机科学 2025-03-06 Yuma Fujimoto , Kaito Ariu , Kenshi Abe

The Nash Equilibrium (NE), one of the elegant and fundamental concepts in game theory, plays a crucial part within various fields, including engineering and computer science. However, efficiently computing an NE in normal-form games remains…

最优化与控制 · 数学 2025-04-01 Jianing Chen

Mean Field Games (MFG) have been introduced to tackle games with a large number of competing players. Considering the limit when the number of players is infinite, Nash equilibria are studied by considering the interaction of a typical…

最优化与控制 · 数学 2021-06-14 Mathieu Lauriere

Mean field games are concerned with the limit of large-population stochastic differential games where the agents interact through their empirical distribution. In the classical setting, the number of players is large but fixed throughout…

最优化与控制 · 数学 2019-12-30 Julien Claisse , Zhenjie Ren , Xiaolu Tan

This paper focuses on exploring the convergence properties of a generic player's trajectory and empirical measures in an N-player Linear-Quadratic-Gaussian Nash game, where Brownian motion serves as the common noise. The study establishes…

概率论 · 数学 2023-07-04 Jiamin Jian , Qingshuo Song , Jiaxuan Ye

In noncooperative Nash games, equilibria are often inefficient. This is exemplified by the Prisoner's Dilemma and was first provably shown in the 1980s. Since then, understanding the quality of Nash equilibrium (NE) received considerable…

最优化与控制 · 数学 2024-12-02 Yuyang Qiu , Farzad Yousefian , Brian Zhang