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 -approximate equilibrium. We corroborate our findings on a numerical instance of a Cournot oligopoly model.
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}
}