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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…

Optimization and Control · Mathematics 2022-12-12 Zachary Feinstein , Birgit Rudloff

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…

Systems and Control · Electrical Eng. & Systems 2021-01-11 Yutao Tang , Peng Yi

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…

Classical Analysis and ODEs · Mathematics 2021-02-09 Gennaro Infante

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…

Mesoscale and Nanoscale Physics · Physics 2024-08-06 Kyle Rockwell , Ezio Iacocca

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…

Functional Analysis · Mathematics 2014-05-12 Szilárd László , Adrian Viorel

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…

Optimization and Control · Mathematics 2013-10-03 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

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…

Analysis of PDEs · Mathematics 2020-09-10 Mircea Sofonea , Julieta Bollati , Domingo A. Tarzia

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…

Probability · Mathematics 2019-10-10 Tomasz Klimsiak

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.

Analysis of PDEs · Mathematics 2020-06-11 M. A. Ragusa , A. Razani

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…

Optimization and Control · Mathematics 2021-12-14 Mattia Bianchi , Giuseppe Belgioioso , Sergio Grammatico

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…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

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…

Mathematical Finance · Quantitative Finance 2023-03-15 Anastasiya Tanana

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…

High Energy Physics - Theory · Physics 2009-10-28 G. M. Cicuta , A. G. Ushveridze

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…

Optimization and Control · Mathematics 2025-11-10 Guojiang Shao , Zuo Quan Xu , Qi Zhang

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 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…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich

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…

Optimization and Control · Mathematics 2023-10-03 Stuart Harwood , Francisco Trespalacios , Dimitri Papageorgiou , Kevin Furman

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…

Exactly Solvable and Integrable Systems · Physics 2012-03-02 Hassan Sedaghat

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…

Computer Science and Game Theory · Computer Science 2026-04-03 Jaehan Im , David Fridovich-Keil , Ufuk Topcu

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…

Exactly Solvable and Integrable Systems · Physics 2015-02-11 Sergi Simon