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In this paper, we study the problem of the distributed Nash equilibrium seeking of N-player games over jointly strongly connected switching networks. The action of each player is governed by a class of uncertain nonlinear systems. Our…

最优化与控制 · 数学 2024-11-05 Jie Huang

This paper proposes a distributed algorithm to find the Nash equilibrium in a class of non-cooperative convex games with partial-decision information. Our method employs a distributed projected gradient play approach alongside consensus…

计算机科学与博弈论 · 计算机科学 2024-12-13 Duong Thuy Anh Nguyen , Duong Tung Nguyen , Angelia Nedić

Stochastic games generalize Markov decision processes (MDPs) to a multiagent setting by allowing the state transitions to depend jointly on all player actions, and having rewards determined by multiplayer matrix games at each state. We…

计算机科学与博弈论 · 计算机科学 2013-01-18 Michael Kearns , Yishay Mansour , Satinder Singh

This paper studies the distributed generalized Nash equilibrium seeking problem for aggregative games with coupling constraints, where each player optimizes its strategy depending on its local cost function and the estimated strategy…

最优化与控制 · 数学 2025-03-12 Wenqing Zhao , Antai Xie , Yuchi Wu , Xinlei Yi , Xiaoqiang Ren

We study distributionally robust Markov games (DR-MGs) with the average-reward criterion, a framework for multi-agent decision-making under uncertainty over extended horizons. In average reward DR-MGs, agents aim to maximize their…

多智能体系统 · 计算机科学 2025-12-12 Zachary Roch , Yue Wang

We design the first fully-distributed algorithm for generalized Nash equilibrium seeking in aggregative games on a time-varying communication network, under partial-decision information, i.e., the agents have no direct access to the…

最优化与控制 · 数学 2022-06-16 Giuseppe Belgioioso , Angelia Nedić , Sergio Grammatico

Distributed Nash equilibrium (NE) seeking problem for multi-coalition games has attracted increasing attention in recent years, but the research mainly focuses on the case without agreement demand within coalitions. This paper considers a…

最优化与控制 · 数学 2021-12-10 Jialing Zhou , Yuezu Lv , Guanghui Wen , Jinhu Lv , Dezhi Zheng

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

With the proliferation of distributed generators and energy storage systems, traditional passive consumers in power systems have been gradually evolving into the so-called "prosumers", i.e., proactive consumers, which can both produce and…

系统与控制 · 电气工程与系统科学 2020-04-10 Zhaojian Wang , Feng Liu , Zhiyuan Ma , Yue Chen , Mengshuo Jia , Wei Wei , Qiuwei Wu

This paper studies random reshuffling (RR)-based distributed Nash equilibrium seeking for noncooperative games. The game is motivated as a sample-average approximation of an underlying expected-value stochastic game, while the algorithmic…

最优化与控制 · 数学 2026-04-06 Jun Hu , Chao Sun , Chen Bo , Jianzheng Wang , Zheming Wang

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…

最优化与控制 · 数学 2017-03-28 Maojiao Ye , Guoqiang Hu

The generalized Nash equilibrium problems play a significant role in modeling and analyzing several complex economics problems. In this work, we consider jointly convex generalized Nash games which were introduced by Rosen. We study two…

最优化与控制 · 数学 2023-02-03 Asrifa Sultana , Shivani Valecha

We introduce a distributionally robust minimium mean square error estimation model with a Wasserstein ambiguity set to recover an unknown signal from a noisy observation. The proposed model can be viewed as a zero-sum game between a…

The generalized Nash equilibrium problem (GNEP) is a kind of game to find strategies for a group of players such that each player's objective function is optimized. Solutions for GNEPs are called generalized Nash equilibria (GNEs). In this…

最优化与控制 · 数学 2023-02-17 Kisun Lee , Xindong Tang

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 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

We study a distributionally robust optimization formulation (i.e., a min-max game) for two representative problems in Bayesian nonparametric estimation: Gaussian process regression and, more generally, linear inverse problems. Our…

最优化与控制 · 数学 2025-01-14 Xuhui Zhang , Jose Blanchet , Youssef Marzouk , Viet Anh Nguyen , Sven Wang

We study Nash equilibria learning of a general-sum stochastic game with an unknown transition probability density function. Agents take actions at the current environment state and their joint action influences the transition of the…

系统与控制 · 电气工程与系统科学 2022-10-19 Yan Chen , Tao Li

In this paper, a distributed non-model based seeking algorithm which combines the extremum seeking control (ESC) jointly with learning algorithms is proposed to seek a generalized Nash equilibrium (GNE) for a class of noncooperative games…

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

We study connections between optimistic bilevel programming problems and Generalized Nash Equilibrium Problems (GNEP)s. We remark that, when addressing bilevel problems, we consider the general case in which the lower level program is not…

最优化与控制 · 数学 2016-09-16 Lorenzo Lampariello , Simone Sagratella