Geometric convergence of gradient play algorithms for distributed Nash equilibrium seeking

T Tatarenko, W Shi, A Nedić - IEEE Transactions on Automatic …, 2020 - ieeexplore.ieee.org
… Various versions of the logit dynamics have been presented to compute Nash equilibria
in such setting in both discrete action [5], [6] and continuous action [7], [8] games. In some …

Deep fictitious play for finding Markovian Nash equilibrium in multi-agent games

J Han, R Hu - Mathematical and scientific machine learning, 2020 - proceedings.mlr.press
… ,m always exist; (2) if yes, does αm converge; and (3) if yes, is the … use backpropagation to
derive the gradient of the loss function … We plot the true distribution of the linear dynamics (16) (…

Fictitious play and best-response dynamics in identical interest and zero-sum stochastic games

L Baudin, R Laraki - International Conference on Machine …, 2022 - proceedings.mlr.press
… We prove the converge of this dynamics to stationary Nash equilibria in identical-interest …
stationary strategies and thus, no gradient method is guaranteed to converge, even to a local …

Smooth fictitious play in stochastic games with perturbed payoffs and unknown transitions

L Baudin, R Laraki - Advances in Neural Information …, 2022 - proceedings.neurips.cc
… thus, no gradient based method is guaranteed to converge, even to a local … the convergence
to regularized stationary Nash equilibria of an associated smooth continuous-time dynamics

Passivity-based Gradient-Play Dynamics for Distributed Generalized Nash Equilibrium Seeking

W Li, L Pavel - arXiv preprint arXiv:2408.12536, 2024 - arxiv.org
… We reveal the convergence of a well-known gradientplay dynamics from a passivity-based …
novel dynamics by introducing PFCs and OFCs to a gradient-play scheme with convergence

Dissipativity theory in game theory: On the role of dissipativity and passivity in Nash equilibrium seeking

L Pavel - IEEE Control Systems Magazine, 2022 - ieeexplore.ieee.org
dynamics have been proposed for seeking an NE over the years. From best-response (BR),
(projected) gradient (PG) play, and proximal algorithms to fictitious play (… of convergence, we …

Fully distributed Nash equilibrium seeking over time-varying communication networks with linear convergence rate

M Bianchi, S Grammatico - IEEE Control Systems Letters, 2020 - ieeexplore.ieee.org
… Abstract—We design a distributed algorithm for learning Nash equilibria over time-varying …
Dynamic fictitious play, dynamic gradient play, and distributed convergence to Nash equilibria

A fully-distributed proximal-point algorithm for Nash equilibrium seeking with linear convergence rate

M Bianchi, G Belgioioso… - 2020 59th IEEE …, 2020 - ieeexplore.ieee.org
convergence of our algorithm to a Nash equilibrium. Furthermore, we show that our method
outperforms the fastest known gradient… Arslan, “Dynamic fictitious play, dynamic gradient play

An augmented game approach for design and analysis of distributed learning dynamics in multiagent games

S Tan, Z Fang, Y Wang, J Lü - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
convergent results about the distributed gradient play: 1) a Nash equilibrium is convergent
under the classic gradient … , fictitious play, and log-linear play, belongs in this category. In this …

Adaptive learning in continuous games: Optimal regret bounds and convergence to nash equilibrium

YG Hsieh, K Antonakopoulos… - … on Learning Theory, 2021 - proceedings.mlr.press
… As a simple example, optimistic gradient methods are known to converge to Nash … regret,
and we believe that understanding the dynamics of the algorithm even in the case of no-…