Solving Monotone Variational Inequalities with Best Response Dynamics
Optimization and Control
2024-09-17 v1 Systems and Control
Systems and Control
Abstract
We leverage best response dynamics to solve monotone variational inequalities on compact and convex sets. Specialization of the method to variational inequalities in game theory recovers convergence results to Nash equilibria when agents select the best response to the current distribution of strategies. We apply the method to generalize population games with additional convex constraints. Furthermore, we explore the robustness of the method by introducing various types of time-varying disturbances.
Cite
@article{arxiv.2409.09961,
title = {Solving Monotone Variational Inequalities with Best Response Dynamics},
author = {Yu-Wen Chen and Can Kizilkale and Murat Arcak},
journal= {arXiv preprint arXiv:2409.09961},
year = {2024}
}