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Nash equilibria and Pareto optimality are two distinct concepts when dealing with multiple criteria. It is well known that the two concepts do not coincide. However, in this work we show that it is possible to characterize the set of all…
In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…
Motivated by the study of systems of higher order boundary value problems with functional boundary conditions, we discuss, by topological methods, the solvability of a fairly general class of systems of perturbed Hammerstein integral…
Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…
In the present work we deal with set-valued equilibrium problems for which we provide sufficient conditions for the existence of a solution. The conditions that we consider are imposed not on the whole domain, but rather on a self…
We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…
We consider a differential quasivariational inequality for which we state and prove the continuous dependence of the solution with respect to the data. This convergence result allows us to prove the existence of at least one optimal pair…
We prove the existence of weak solution for a system of quasi-variational inequalities related to a switching problem with dynamic driven by operator associated with a semi-Dirichlet form and with measure data. We give a stochastic…
A system of quasilinear elliptic equations on an unbounded domain is considered. The existence of a sequence of radially symmetric weak solutions is proved via variational methods.
We address the generalized Nash equilibrium seeking problem in a partial-decision information scenario, where each agent can only exchange information with some neighbors, although its cost function possibly depends on the strategies of all…
Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…
We consider existence and uniqueness of Nash equilibria in an $N$-player game of utility maximization under relative performance criteria of multiplicative form in complete semimartingale markets. For a large class of players' utility…
There exists an exact relationship between the quasi-exactly solvable problems of quantum mechanics and models of square and rectangular random complex matrices. This relationship enables one to reduce the problem of constructing…
We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determined by their relative wealth compared to the average wealth…
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…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
Solution methods for generalized Nash equilibrium have been dominated by variational inequalities and complementarity problems. Since these approaches fundamentally rely on the sufficiency of first-order optimality conditions for the…
The existence of a semiconjugate relation permits the transformation of a higher order difference equation on a group into an equivalent triangular system of two difference equations of lower orders. Introducing time-dependent form…
Chance-constrained correlated equilibrium enables coordination of noncooperative agents under cost uncertainty through probabilistic incentive-compatibility guarantees. However, computing such equilibria becomes intractable in large-scale…
This work explores the tensor and combinatorial constructs underlying the linearised higher-order variational equations of a generic autonomous system along a particular solution. The main result of this paper is a compact yet explicit and…