English

Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems

Optimization and Control 2022-10-28 v2 Computer Science and Game Theory Multiagent Systems Systems and Control Systems and Control

Abstract

We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update through iterations by choosing an exact optimal strategy; ii) the game admits an exact potential and the agents adopt approximated optimal responses. By exploiting the properties of integer-compatible regularization functions used as penalty terms, we show that both algorithms converge to either an exact or an ϵ\epsilon-approximate equilibrium. We corroborate our findings on a numerical instance of a Cournot oligopoly model.

Keywords

Cite

@article{arxiv.2203.15410,
  title  = {Proximal-like algorithms for equilibrium seeking in mixed-integer Nash equilibrium problems},
  author = {Filippo Fabiani and Barbara Franci and Simone Sagratella and Martin Schmidt and Mathias Staudigl},
  journal= {arXiv preprint arXiv:2203.15410},
  year   = {2022}
}
R2 v1 2026-06-24T10:29:49.721Z