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In this paper we study the existence and uniqueness of Nash equilibria (solution to competition-wise problems, with several controls trying to reach possibly different goals) associated to linear partial differential equations and show…

Optimization and Control · Mathematics 2019-09-02 Angel Manuel Ramos

We consider multi-agent decision making where each agent's cost function depends on all agents' strategies. We propose a distributed algorithm to learn a Nash equilibrium, whereby each agent uses only obtained values of her cost function at…

Multiagent Systems · Computer Science 2019-04-04 Tatiana Tatarenko , Maryam Kamgarpour

We address Nash equilibrium problems in a partial-decision information scenario, where each agent can only exchange information with some neighbors, while its cost function possibly depends on the strategies of all agents. We characterize…

Optimization and Control · Mathematics 2022-06-24 Mattia Bianchi , Sergio Grammatico

This paper studies Nash equilibrium problems that are given by polynomial functions. We formulate efficient polynomial optimization problems for computing Nash equilibria. The Lasserre type Moment-SOS relaxations are used to solve them.…

Optimization and Control · Mathematics 2023-05-08 Jiawang Nie , Xindong Tang

We study one-shot Nash competition between an arbitrary number of identical dealers that compete for the order flow of a client. The client trades either because of proprietary information, exposure to idiosyncratic risk, or a mix of both…

Trading and Market Microstructure · Quantitative Finance 2021-07-27 Martin Herdegen , Johannes Muhle-Karbe , Florian Stebegg

In this paper we introduce the concept of split Nash equilibrium problems associated with two related noncooperative strategic games. Then we apply the Fan-KKM theorem to prove the existence of solutions to split Nash equilibrium problems…

Optimization and Control · Mathematics 2017-12-19 Jinlu Li

We propose an asynchronous block-iterative decomposition algorithm to solve Nash equilibrium problems involving a mix of nonsmooth and smooth functions acting on linear mixtures of strategies. The methodology relies heavily on monotone…

Optimization and Control · Mathematics 2021-01-05 Minh N. Bùi , Patrick L. Combettes

The Nash Equilibrium is a much discussed, deceptively complex, method for the analysis of non-cooperative games. If one reads many of the commonly available definitions the description of the Nash Equilibrium is deceptively simple in…

Computer Science and Game Theory · Computer Science 2007-07-09 Philip V. Fellman

The Dold$-$Thom theorem states that for a sufficiently nice topological space, M, there is an isomorphism between the homotopy groups of the infinite symmetric product of M and the homology groups of M itself. The crux of most known proofs…

Algebraic Topology · Mathematics 2017-08-08 Lauren Bandklayder

This paper introduces two fundamentally new concepts to game theory: multilateral Nash equilibria and families of games. Starting with non-cooperative games, we show how these notions together seamlessly integrate into and naturally extend…

Algebraic Topology · Mathematics 2026-02-11 Matija Blagojevic , Christof Schütte

One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

This work proposes a novel set of techniques for approximating a Nash equilibrium in a finite, normal-form game. It achieves this by constructing a new reformulation as solving a parameterized system of multivariate polynomials with tunable…

Computer Science and Game Theory · Computer Science 2024-11-05 Ian Gemp

This paper investigates the efficiency loss in social cost caused by strategic bidding behavior of individual participants in a supply-demand balancing market, and proposes a mechanism to fully recover equilibrium social optimum via…

Optimization and Control · Mathematics 2021-06-22 Kaiying Lin , Beibei Wang , Pengcheng You

In this paper, the problem of finding a Nash equilibrium of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within…

Systems and Control · Computer Science 2017-05-09 Farzad Salehisadaghiani , Lacra Pavel

We use techniques from the statistical mechanics of disordered systems to analyse the properties of Nash equilibria of bimatrix games with large random payoff matrices. By means of an annealed bound, we calculate their number and analyse…

Disordered Systems and Neural Networks · Physics 2009-10-31 Johannes Berg , Martin Weigt

Despite a substantial body of theoretical and empirical research in the fields of conjoint and discrete choice analysis as well as product line optimization, relatively few papers focused on the simulation of subsequent competitive dynamics…

Econometrics · Economics 2025-12-30 Jan H. R. Dressler , Peter Kurz , Winfried J. Steiner

Drawing intuition from a (physical) hydraulic system, we present a novel framework, constructively showing the existence of a strong Nash equilibrium in resource selection games (i.e., asymmetric singleton congestion games) with nonatomic…

Computer Science and Game Theory · Computer Science 2016-06-07 Yannai A. Gonczarowski , Moshe Tennenholtz

We consider a class of N-player stochastic games of multi-dimensional singular control, in which each player faces a minimization problem of monotone-follower type with submodular costs. We call these games "monotone-follower games". In a…

Optimization and Control · Mathematics 2019-02-05 Jodi Dianetti , Giorgio Ferrari

This paper investigates the Nash equilibrium of a bi-objective optimal control problem governed by the Stokes equations. A multi-objective Nash strategy is formulated, and fundamental theoretical results are established, including the…

Optimization and Control · Mathematics 2025-12-16 Kedarnath Buda , B. V. Rathish Kumar , Anil Rathi

We present a polynomial-time algorithm that always finds an (approximate) Nash equilibrium for repeated two-player stochastic games. The algorithm exploits the folk theorem to derive a strategy profile that forms an equilibrium by…

Computer Science and Game Theory · Computer Science 2012-06-18 Enrique Munoz de Cote , Michael L. Littman
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